Treatment of Time

[wuilengh]

My strategy is intended to trade only during several windows. I have a function called IsTimeWithin(a, b) which will return true if:

ToTime(Time[0]) >= a && ToTime(Time[0]) <= b)

So, if we are currently outside the trading windows, the strategy is not allowed to trade.

My problem now is that if one of the windows is say, 22:00 to 02:00, will I need to rewrite the function to use a different logic if the closing time (b) is lesser than the opening time (a)?

Next, I have a function that does something after an offset of time after an event occurs. If the event occurs at 23:55 and the offset is 10 minutes, the trigger is set
by 235500 + 001000 which would give 240500. When dealing with time, will NT recognize that 240500 is equivalent to 000500 or do I have to add additional logic to deal with times > 240000?

Thanks

[NinjaTrader_Bertrand]

Hi wuilengh, yes then the filter function would need to changed for this to be evaluated as you would expect, for example :

if (ToTime(Time[0]) >= 220000 && ToTime(Time[0]) <= 235959
||
ToTime(Time[0]) >= 000000 && ToTime(Time[0]) <= 020000)

The int 240500 would not be recognized, you could though work with the more advanced C# DateTime objects and add your offset here with the .Add

http://msdn.microsoft.com/en-us/library/system.datetime.addminutes(v=vs.90).aspx