Time of Day

[NinjaTrader_Bertrand]

Yes, I have not seen any new trades taken outside your filter, so the rules worked - but in the original version trades were held outside those times of course until they ran into stop / target or ExitOnClose.

[johnlucas]

Hi Bertrand,

trades should be held open after the time window, until they are stopped out or take profit.
What I am trying to accomplish is to open trades *only* during the time window.

In my test (I have tried your script) I still see trades taken outside that range (example: 13.02.2008 @ 00:15).

Could you please help me?

thank you,

John.

[NinjaTrader_Bertrand]

Sure, please post what data provider / broker you're using here, so I can test on this data as well.

[johnlucas]

Hi Bertrand,

I have sent a reply via e-mail, attaching 6 months of 1 min historical data taht you can upload into NT to test the script on it,

thank you,

John.

[johnlucas]

Hi Bertrand,

thank you for your e-mail.

Please find a picture attached.
The column indicated does show the opening time of the trades, the closing time, or what else?
I would like to eliminate those losing trades (listed from 00.00 AM to 9.00 AM).

Thank you,

John.

[NinjaTrader_Bertrand]

Here's what I see on your provided data for $EURUSD backtesting your strategy - the trades would range from 9 AM to 7 PM as set by the time-filter. This is my changed script that does not hold any trades, so you see the pure trade entry logic working out here.