Intraday Order Handling With Daily Strategy

[Mikefra]

Hello,

I have a strategy that trades SI futures based on daily indicators/bars. It currently calculates entry signals at the end of the day that are executed at the next day's open at 8:30 AM. This isn't the behavior I want.

I would like to change the order execution from the next day's open at 8:30 AM to the start of the next futures session, which for SI would be 5:00 PM central time. How do I accomplish this type of execution? And, can I run simulations with this type of execution?

Thanks,
Mike

[NinjaTrader_RyanM1]

Hi Mike,

Bar availability for multiseries scripts varies whether you're accessing historically or real time with CalculateOnBarClose = false, and the time stamps of the bars relative to each series.

I suggest reviewing the following link, in the section How Bar Data is Referenced

http://www.ninjatrader.com/support/helpGuides/nt7/multi_time_frame__instruments.htm

It's also useful to print all series time stamps so you can see how they relate. Example of this for first three series
if (BarsInProgress == 0)
Print("BIP0 " + Time[0] + " BIP1 " + Times[1][0] + " BIP2 " + Times[2][0]);

For order submission to a specific series you need to use the advanced overload that allows this. Example:
EnterLong(int barsInProgressIndex, int quantity, string signalName)

[Mikefra]

Thanks

This has helped. Thanks.