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Proper way to exclude times

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    Proper way to exclude times

    What is the suggested way to exclude times of day in a strategy?

    I mean I can check DateTime.Now in OnBarUpdate() but that seems rather odd since I'm using tick data.

    A session template would also not be a good solution since the indicator needs to be based on all data.

    #2
    Hi symphys,


    For this, please see the following sample.


    Even tick bars have a begin time and end time (time stamp), they are simply not decided by a user input, and rather, by the time it takes to form them based on trading behavior.
    TimNinjaTrader Customer Service

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