Restricting trading times

[seahn]

I want to restrict the times during which my strategy will execute trades so I have the following code in place

if (ToTime(Time[0]) >= timeStart && ToTime(Time[0]) <= timeStop)
{
// execute strategy
}

where timeStart=94500 and timeStop=161000 for example. Why is it that the strategy is randomly started before the start time? Today for example the first trade was placed at
9:10 AM.

What am I doing wrong? Is three another way to set limits on trading times?

[NinjaTrader_CalH]

Hi Seahn,

Thank you for posting.

The code looks good for creating a time filter.

Who are you connected to? This is displayed in the lower left hand corner of the Control Center.

What chart interval are you using?

I would also try using the Print() function to print out what times you are getting from the code.

Print(Time[0]);

I look forward to assisting you further

[seahn]

I am connected to Interactive Brokers, using 25 minute charts. I will do some tracing using Print statements. The problem is intermittent so I will see if I can catch it.

Thanks

[seahn]

I completed testing of this problem using trace Print statements. What I have found is that for my setup at least the ToTime(Time[0]) function returns basically completely unreliable data. I don't know if the issue is my particular setup or what but it is unusable. I have had to re-code using the C# DateTime structure:

private DateTime now;
private TimeSpan timeStart=new TimeSpan(9,45,0);
private TimeSpan timeStop=new TimeSpan(16,10,0);

now = DateTime.Now;
if (now.TimeOfDay.CompareTo(timeStart)>0 && now.TimeOfDay.CompareTo(timeStop)<0)
{
// execute strategy
}

The code above obviously will not work in backtesting so I had to add code to check for historical strategy execution and continue to use ToTime(Time[0]) in that case which does appear to work.