Buy at the Close Sell at the Open

[TommyTFC]

I'm a NT newbie but a seasoned programmer. I think I see how to make a decision to enter long at the end of the day but how would I sell at the open of the next day?

[NinjaTrader_JC]

Hello TommyTFC,

Welseome to the NinjaTrader Support Forums!

The easiest method to accomplish this would be to use Time filters that would be based on your Local PC clock. You may see the following thread for more information and a reference sample on this.
http://www.ninjatrader.com/support/f...ead.php?t=3226

Also, you may use the FirstBarOfSession to for the open, but there is no supported LastBarOfSession.

http://www.ninjatrader.com/support/h...rofsession.htm

Let us know if we can be of further assistance.

[TommyTFC]

That helps. I was using a Day type of data series for back testing. I'm guessing that I need to use minute or tick or something. Otherwise if it's day I would never get the opening since I either have to CalculateOnBarClose or not.

[NinjaTrader_JC]

Hello TommyTFC,

If you are using a Day Period Type with backtesting and you would like intraday fills, you may want to program intrabar granularity in your strategy. When backtesting CalculateOnBarClose(COBC) is always going to be set to true. You may see the following thread that goes over how to add intrabar granularity.
http://www.ninjatrader.com/support/f...ead.php?t=6652