Replay/Backtest clock - how to access

[onnb1]

Hi,


In replay/backtest, IExecute.Time for the exit's returns the "replay" time - not the computer clock so to speak. It returns the time that I see on the Market Replay control.

After an exit, if I want to see that at least X seconds passed before I enter a new trade, I can use DateTime.Now for a live environment.

How can I assess the current replay clock?

My code looks something like this:

Trade lastTrade = Performance.AllTrades[Performance.AllTrades.Count - 1];
DateTime lastExitTime = lastTrade.Exit.Time;

  
DateTime newEntryThresh = lastExitTime.AddSeconds(45);
            
if (DateTime.Compare(DateTime.Now, newEntryThresh) < 0)
{
    return false;
}

[NinjaTrader_PatrickH]

Hello onnb1,

Thank you for your post.

You can use Bars.Marketdata.Connection.Now to retrieve the current time in Market Replay.

This is unsupported code and therefore we have no documentation.

Please let me know if I may be of further assistance.

[onnb1]

Hello all,

I have a strategy that is time dependent.

For real time, I just access DateTime.Now
For replay, I use Bars.MarketData.Connection.Now

What can I use for Backtest? I can see that Bars.MarketData is null which makes since we are using historical bars.

Onn

[NinjaTrader_Lance]

If you want to access time in a way that works on all three types of tests you can use the Time data series : http://www.ninjatrader.com/support/h....html?time.htm

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?totime.htm

This time will however be based on the bars time. If you require intra bar time calculations these would not work on a backtest because you only have access to the OHLCV values for each bar.

Let me know if I can further assist.