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    Time Filter

    Hello,

    I found a part of a script I have no idea how to interpret. Can you help me with the meaning?

    #region Variables
    // Wizard generated variables

    private int InitialTime = 800; // Default setting for HoraInicio
    private int timeFilter = 100; // Default setting for TimeFilter

    protected override void OnBarUpdate()
    if(ToTime(Time[0])>=InitialTime*100&&ToTime(Time[0])<=InitialTime*100+TimeFilter*100)

    What is the exact meaning of TimeFilter here? What does it do to the strategy?

    Thanks a lot

    Sincerely

    #2
    While I can't say for sure without being the developer it looks like they use this variable to add a "buffer" time to the end.

    In other words they have the initial start time, any times greater than this fall into the filter
    They then take this initial time and add the time filter amount to it to determine how long the filter should last for.

    Let me know if I can further assist.
    LanceNinjaTrader Customer Service

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