Eliminating overnight trading

[cfp462]

I have been searching around and have not been able to figure out how to eliminate after hours trading.

I know that I can set the times for entry and exit, but the problem is, my calculations are still being done on overnight data, which doesn't seem to work with my model.

I am looking at futures and only have 4 variables. Any assistance would be appreciated.

[sledge]

I have been searching around and have not been able to figure out how to eliminate after hours trading.

I know that I can set the times for entry and exit, but the problem is, my calculations are still being done on overnight data, which doesn't seem to work with my model.

I am looking at futures and only have 4 variables. Any assistance would be appreciated.

You are talking about a strategy that you wrote or can modify?

Put the time check on your strategies order entries, and not the rest of it?

[cfp462]

I did that but it still wont help, because when the market opens the order entries will be calculated off of the overnight data.

[Radical]

Just filter for the times you don't want to calculate on, and return before your values calculate:

if (noCalcTime == true) return;

//value calculations down here