Start and end of regular session?

[ErikHR]

I am running 1 minute bar strategies against Nyse and Nasdaq instruments. I am in Arizona. Gathering information in the premarket and post market times and placing trades during regular trading hours.

I have this code in my initialize routine:

[SIZE=1][SIZE=2]SessionData = [/SIZE][SIZE=2][COLOR=#a31515][SIZE=2][COLOR=#a31515]"US Equities ETH"[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2];[/SIZE]
[SIZE=2]CalculateOnBarClose = [/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]true[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2];[/SIZE][/SIZE]

These properties seem to backtest fine. Do they look valid for live trading or do you see issues with them? I am trying to get around reconfiguring for daylight saving time. Just wondering if I am on the right track.

[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]protected[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]bool[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] IsFirstBarOfRegSess { [/SIZE]
[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]get[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] {[/SIZE]
[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]if[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] (Bars.FirstBarOfSession && ToTime(GetEastStdTime(Time[0])) > 93000 && ToTime(GetEastStdTime(Time[0])) <= 103000) {[/SIZE]
[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]  return [/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]true[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2]; [/SIZE]
[SIZE=2]}[/SIZE]
[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]else [/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]return [/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]false[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2];[/SIZE]
[SIZE=2]} [/SIZE]
[SIZE=2]}[/SIZE]
 
[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]protected[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]bool[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] IsLastBarOfRegSess { [/SIZE]
[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]get[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] {[/SIZE]
[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]if[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] (Bars.LastBarOfSession && ToTime(GetEastStdTime(Time[0])) >= 133000 && ToTime(GetEastStdTime(Time[0])) <= 160000) {[/SIZE]
[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]  return [/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]true[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2];[/SIZE]
[SIZE=2]}[/SIZE]
[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]else [/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]return [/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]false[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2];[/SIZE]
[SIZE=2]} [/SIZE]
[SIZE=2]}[/SIZE]
[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]protected[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]bool[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] IsRegSess { [/SIZE]
[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]get[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2]{ [/SIZE]
    [SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]return[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] (ToTime(GetEastStdTime(Time[0])) > 93000 && ToTime(GetEastStdTime(Time[0])) <= 160000); [/SIZE]
[SIZE=2]} [/SIZE]
[SIZE=2]}[/SIZE]
 
[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]protected[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#2b91af][SIZE=2][COLOR=#2b91af]DateTime[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] GetEastStdTime([/SIZE][SIZE=2][COLOR=#2b91af][SIZE=2][COLOR=#2b91af]DateTime[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] time) {[/SIZE]
[SIZE=2][COLOR=#2b91af][SIZE=2][COLOR=#2b91af] TimeZoneInfo[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] EastStdInfo;[/SIZE]
[SIZE=2] EastStdInfo = [/SIZE][SIZE=2][COLOR=#2b91af][SIZE=2][COLOR=#2b91af]TimeZoneInfo[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2].FindSystemTimeZoneById([/SIZE][SIZE=2][COLOR=#a31515][SIZE=2][COLOR=#a31515]"Eastern Standard Time"[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2]);[/SIZE]
[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff] return[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#2b91af][SIZE=2][COLOR=#2b91af]TimeZoneInfo[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2].ConvertTime(time, EastStdInfo);[/SIZE]
[SIZE=2]}[/SIZE]

Thanks,
Erik

[NinjaTrader_Bertrand]

Hi Erik, the idea seems sound to me from a quick check.