Close bar signal

[TexFly]

Hello,

I'm working on a strategy that calculates a signal COB (Daily).

The day after the signal is received, at the market opening the trade gets filled (this is the NT default with my strategy). I want to modifiy it so that the trade gets executed after 3.30 pm (EST) of the day after the signal is received.

I have tried to use several technics but I cannot get it to work.

Any help/idea?

Thanks.
Tex

[NinjaTrader_Bertrand]

Tex, that would be expected with the default setup working on daily bars, you can only receive the signal after the day is closed and thus it would be filled on the next day open. What you can look into is running this setup live with CalculateOnBarClose = false (provided you have realtime data access) and if you then add a time filter into your code you could create the signal intrabar and send before the day closes then.

[TexFly]

Can I test it using the strategy analyzer? I cannot see the CalculateOnBarClose.

If not can I add the setting CalculateOnBarClose=False in my strategy code?

Thanks!

[NinjaTrader_Bertrand]

Correct, for backtesting CalculateOnBarClose would always be 'true', you cannot change it.

One thing you can look into here would be expressing your conditions with using an intraday timeframe, so you would be able to execute before the market closing time then.

[TexFly]

Would you give me a bit more info about intraday? Are you referring to the 1440 minute? Do you have any links with example that I can use?

Thanks.
Tex

[NinjaTrader_Bertrand]

Unfortunately would not have a 'ready-made' scenario to give you - the 1440 min would also not help, as you would need to have bars timestamps to submit from earlier than your session close time for the day.