Filtering out nighttime during strategy optimization

[pel11]

I am in the central time zone (CT), and now I can see the times on the ES chart is exactly the same as my PC, since CME is also in CT.



When I optimize, how can I filter out nights when volume is low? I looked in the Strategy Optimizer combo box that lists the various CME futures, but I think overnight is included since these are hours when the specific future trades. I do use a boolean called "tradewindow" (see below) which I hang on the trade execution logical, but this is for executions -- I need to prevent the algorithm from being exposed to (training on) overnight data, so I have to clip that out?

                after0835= ToTime(Time[0]) >= 083500;
                before1455 = ToTime(Time[0]) < 145500;
                after1455 = ToTime(Time[0]) > 145500;
                tradewindow= after0835 && before1455;
                exitmarket = after1455;

(by the way, which CME option in the timeframes is the ES in).

[NinjaTrader_ChrisL]

Hello pel11,

Thanks for the note .

Your implementation is a valid way of filtering out trading hours.

There is a reference sample linked below that demonstrates how to limit a strategy's trading hours to a certain time frame.

https://ninjatrader.com/support/helpGuides/nt8/en-us/?using_a_time_filter_to_limit_t.htm

I am not sure if I understand this question:
by the way, which CME option in the timeframes is the ES in
Please clarify if possible.

I look forward to assisting further.