"Don't Trade" Periods

[Zhorny]

Hi there,

Is there an option in the strategy setup to "not trade"?
For example, in my strategy I don't want to trade during 20:00 and 06:30.
Please let me know how I can program this in.

Thx,

Z

[J_o_s]

Hi there,

Is there an option in the strategy setup to "not trade"?
For example, in my strategy I don't want to trade during 20:00 and 06:30.
Please let me know how I can program this in.

Thx,

Z

Hi Zhorny,

You mean something like ToTime()?

Regards,

[Zhorny]

Possibly yes. Does this mean you're strategy will only trade between certain times?
How can I access this in the GUI Strategy drop down menus?

[NinjaTrader_Bertrand]

Unfortunately you could not access those directly, a time filter example is shown here -

http://www.ninjatrader.com/support/forum/showthread.php?t=3226

[Zhorny]

Great thanks.

I've installed it and it comes up with the SampleTimeFilter example under the "edit ninjascript" > "strategy" menu but how can I implement it?

Do I have to hard code it in or can I access it via the GUI?

[NinjaTrader_Bertrand]

This would be an example how to hardcode the start / end times in, but you can replace the times set with user inputs of DateTime for example.

Or in the wizard those rules can also be setup without any programming -

http://www.ninjatrader.com/support/helpGuides/nt7/condition_builder.htm

[Zhorny]

Thanks Bertand. Is it something like this (see below)?
Example, flatten position after 1900 and before 0630 (although I tried it and it didn't seem to work).

[NinjaTrader_Bertrand]

You're welcome, this will not work, as you do not have any action specified, only conditions that would trigger the below listed action...which is empty here in your case.

[Zhorny]

Hmmm ok. I read the website you sent me to and I understand it (or so I think) but still stuck on how I would want to limit trading sessions.
You mentioned DateTime - how can I get around programming specifics in?

[NinjaTrader_Bertrand]

Here's a simple example to demonstrate, it would go long only if flat and if the bar time in in the cash hours from 9:30 to 16:00...and then exit at the close as defined by the session template used.