Session Times For Live Stratergies.

[CraigC]

When I setup a new strategy in NT it seems to ignore the session start/end settings. For example if I set my session interval to 12:30AM - 08:00AM when I start the strategy at 4:00PM it starts trading immediately, am I missing something here?

[NinjaTrader_Dierk]

The strategy processes the historical data part first (to e.g. sync indicators) before it goes live. You could code something like:

if (Historical)
    return;

to prevent this.

Please see related docs for details.

[CraigC]

Can I access this property in OnMarketDepth?

[NinjaTrader_Dierk]

Any of the documented NinjaScript properties/methods is accessible in any of documented NinjaScript event handlers, unless you find a explicit restriction on the docs of this property/method.

-> yes, you can. However, OnMarketDepth would only be triggered live anyway (see docs).