Time session management

[wlodi]

I have session management code. This code works if I don't use IOrder primitive to handle the orders. When I try to use IOrders first session do not finish (last open entry do not exit in the same day) and second session do not start. If somebody have this problem and resolved it please help.

if ((ToTime(Time[0]) >= fisrtSessionStart && ToTime(Time[0]) < firstSessionEnd)  //first session hours
    && Time[0].DayOfWeek != DayOfWeek.Saturday && Time[0].DayOfWeek != DayOfWeek.Sunday) //weekend days
 {
 sessionIsRunning = true; 
 }
 if(SecondSesionEnable && 
   (ToTime(Time[0]) >= secondSessionStart && ToTime(Time[0]) < secondSessionEnd) //second session hours
     && Time[0].DayOfWeek != DayOfWeek.Saturday && Time[0].DayOfWeek != DayOfWeek.Sunday)
 {
 sessionIsRunning = true; 
 }
 
 
if (sessionIsRunning == true){
//check conditions exit one direction entry one in another direction 
 
//for example
if (EMA(Close, 8)[0] < EMA(Close, 8)[1])
           {
                ExitLong();
                orderShort = EnterShort();
            }
 
}
 
//Code for session end
//littel modifiied, but still don't work (almost the same code is for second session)
 
  if ((ToTime(Time[0]) >= firstSessionEnd) )  { 
   CancelOrder(orderShort);
   CancelOrder(orderLong);
   CancelAllOrders(true,true);
   ExitShort();
   ExitLong();
   } 

If somebody ask I use OnOrderUpdate(IOrder order) to handle the orders.

Thanks in advance.

[NinjaTrader_Joydeep]

Hello wlodi,
Thanks for writing in and I am happy to assist you.

Make sure the orderShort and orderLong objects are not null. Like:
If (orderShort != null) CancelOrder(orderShort);

Also since orderShort orderLong are market orders they will be filled (unless theres no buyer/seller or exchange issues). So to cancel market orders are somewhat redundant.

Please let me know if I can assist you any further.

[wlodi]

Hello

Thanks for helping . This one line of code solves one problem. Last trade in session doesn’t move to other day , but… still I don't understand why my code doesn’t work exactly like before (with entries instead of IOrder). I mean second session doesn’t want to turn on, but before I don’t have any problem with that. Some ideas?

[NinjaTrader_Joydeep]

Hello wlodi,
Unfortunately we cannot debug your strategy fully. Please use the Print function and see whether you are getting the expected results. Simplify your code and test the same in parts to debug more efficiently.
For more please refer to this post http://www.ninjatrader.com/support/f...ead.php?t=3418

Please let me know if I can assist you any further.