Order in the past

[clint2008]

Hi,

I have a strategy for DAX / FDAX. I've set the conditions only to enter trades between 9:15 and 17:30:

if (ToTime(Time[0]) < tradetimeend
&& ToTime(Time[0]) > tradetimestart)
{
// Closes[1][0] refers to Dax dataseries current bar close
if (
Closes[1][0] >= EntryLong+0.5
)
{
EnterLong(DefaultQuantity, "LO");
}
the strategy enters a trade when a certain value in the index is reached.
sometimes it happens that the value is reached immediately at 9:00. because of the timefilter my strategy doesn't trade until 9:15. Exactly at 9:15 is takes the trade anyhow, although the condition was valid at 9:00 and not valid at 9:15. What can I do to prevent it from taking the trade at 9:15.

[NinjaTrader_Bertrand]

Hi clint2008, this happens because your condition for entry is still true and when then your time filter allows trading, the trade is entered. You will have to rewrite your entry condition for example with a cross over rule.

[clint2008]

Isn't there any other option to rewrite, the crossover is automaticly waiting for the bar to complete, I wouldn't want that.

Isn't there something like the event occured n bars ago? I couldn't find it in the documentation.

[NinjaTrader_Bertrand]

Hi clint2008, you mean like -

Least Recent Occurence - http://www.ninjatrader-support.com/H...urenceLRO.html

or Most Recent Occurence - http://www.ninjatrader-support.com/H...urenceMRO.html

[clint2008]

The usermanual states that MRO / LRO will not work in Multi-Instrument situations. Do you have any other suggestions?

Thanks,
clint2008

[NinjaTrader_Ben]

Hello,


You will probably need to loop back to check using a "for" loop.