My NinjaScript strategy requires a look-back period prior to the beginning of a new session. However, I only wish the buys, sells, and profit targets to apply to the NEW session. As it is currently, I get carryovers from the previous session which messes up my strategy. Any suggestions?
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On your prior session close out any position, cancel any working order when that session is over. You can check sessions through Bars.SessionBreak. Note that anything you do with this will result in cleaning up your strategy at the first few bars of the new session. If you need it cleaned up before then you will need to come up with another way to know the old session is over.Josh P.NinjaTrader Customer Service
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