Time Filter Problems

[moon_121]

There seems to be something wrong with my time filter. (See sample code below).
If enable my strategies on Sunday the try to open a position immediately. But they should wait until Monday 6 am. (Im am trading Forex).
In the options strategies tab I have enabled "Immediatly submit live working orders". "Sync account position" is set to "true".
What would be the best way to quickly open a position on Monday morning?
And could you please clarify to which time zone the time codes are referring. The computer clock or UTC?
Thanks
Soren

/// </summary>
        protected override void OnBarUpdate()
        {
            // Start: Time Filter
			
			if (Time[0].DayOfWeek != DayOfWeek.Saturday && Time[0].DayOfWeek != DayOfWeek.Sunday)
			{
			
				if (Time[0].DayOfWeek == DayOfWeek.Monday && ToTime(Time[0]) >= 060000
				|| Time[0].DayOfWeek == DayOfWeek.Tuesday && ToTime(Time[0]) >= 000000
				|| Time[0].DayOfWeek == DayOfWeek.Wednesday && ToTime(Time[0]) >= 000000
				|| Time[0].DayOfWeek == DayOfWeek.Thursday && ToTime(Time[0]) >= 000000
				|| Time[0].DayOfWeek == DayOfWeek.Friday && ToTime(Time[0]) >= 000000 && ToTime(Time[0]) <= 180000)
			// End: Time Filter			 
				{
			// Start: Strategy logic 	 
				
					// Condition set 1
					if (SMA (S) [0] > SMA (S)[1])
					{
						EnterLong(DefaultQuantity, "");
					}

					// Condition set 2
					if (SMA (S) [0] < SMA (S)[1])
					{
						EnterShort(DefaultQuantity, "");
			
					}
			// End: Strategy logic 
				}
			}
			// Start: Time Filter Exit on Friday		
			
			if (Time[0].DayOfWeek == DayOfWeek.Friday && ToTime(Time[0]) >= 180000)
			{
				ExitLong();
				ExitShort();
			}
			// End: Time Filter Exit on Friday
			
			
        }

[NinjaTrader_CalH]

Hi Moon_121,

Thank you for your post.

What kind of chart interval are you running this on?

Your code looks fine and should not be submitting orders on the Sunday time frame.
Although another way to write this would be to not use the != check that you have and check if it is Sunday or Saturday and return it so that the strategy doesn't process anything.

if(Time[0].DayOfWeek == DayOfWeek.Saturday || Time[0].DayOfWeek == DayOfWeek.Sunday)
     return;

Yes, the setup you have will immediately start trades with no regard to the Account Position prior to starting.

The code will utilize the time based on the chart display, If you enable the data box, and hover over a bar, that time is the time that the code will grab.

[moon_121]

Thanks for the clarification. I am using a Renko based custom chart type. I know the can be a bit tricky.
But still: If the strategy forbids to trade on Sundays, it should not try to open a position - even on a Renko chart (at least not , if there was a clear exit on Friday with more bars on the chart after the exit.)
To avoid errors, could you please show me how you would integrate the time filter for Monday (execute after 6 am) and the code in your example? I am not sure, whether to start with a new "If" after the "return" command.

[NinjaTrader_CalH]

Moon_121,

The account sync set to true does not care about the conditions. It will submits orders to the account so that the account position will match the historical strategy position.

I'm attaching a link on Syncing account positions -
http://www.ninjatrader.com/support/h..._positions.htm

[moon_121]

To avoid errors, could you please show me how you would integrate the time filter for Monday (execute after 6 am) and the code in your example? I am not sure, whether to start with a new "If" after the "return" command.

[NinjaTrader_CalH]

Moon_121,

Yes, you would need to the use the same IF statement for the Monday thru Friday time filter.

if(Time[0].DayOfWeek == DayOfWeek.Saturday || Time[0].DayOfWeek == DayOfWeek.Sunday)
     return;

if (Time[0].DayOfWeek == DayOfWeek.Monday && ToTime(Time[0]) >= 060000
				|| Time[0].DayOfWeek == DayOfWeek.Tuesday && ToTime(Time[0]) >= 000000
				|| Time[0].DayOfWeek == DayOfWeek.Wednesday && ToTime(Time[0]) >= 000000
				|| Time[0].DayOfWeek == DayOfWeek.Thursday && ToTime(Time[0]) >= 000000
				|| Time[0].DayOfWeek == DayOfWeek.Friday && ToTime(Time[0]) >= 000000 && ToTime(Time[0]) <= 180000)

Let me know if I can be of further assistance.