Time filter for one session that spans 2 days because of timezone difference

[suprsnipes]

Hi,

What is the best way to implement a time filter that is across 2 days where the start time is late in the pm say 220000 and then end time is early in the am 080000?

Would this be ok?

if(ToTime(Time[0]) >= 220000 && ToTime(Time[0]) < 000000 || ToTime(Time[0]) >= 000000 && ToTime(Time[0]) < 080000)

If anyone has any suggestions that would be much appreciated.

Regards,
suprsnipes

[NinjaTrader_CalH]

Hi Suprsnipes,

The code you gave is a great start to the time filter.In the first series of ToTime(), the second ToTime() is checking if the time is less than 000000, which in a time standard does not exist. One small change though would make this work.

Change the second

ToTime(Time[0]) < 000000

to

ToTime(Time[0]) <= 235959

This will ensure that the time filter is for the correct time and calculating up to 11:59:59pm and not 00:00:00.

I would also get rid of ToTime(Time[0]) <= 000000 since every time stamp will be greater than 000000 and no need to tell the program that.

ToTime(Time[0]) >= 220000 && ToTime(Time[0]) <= 235959 || ToTime(Time[0]) < 080000)

Let me know if I can be of further assistance