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Help with Stop trading over Lunch session

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    Help with Stop trading over Lunch session

    Hello everyone,

    As a newbie on here, can someone please help me with time frames to stop trading over the lunch time close for the Hang Seng futures in Hong Kong.

    The trading times are 9:45 am to 12:30pm, 2:30 pm to 4:15pm

    I've got 8 months of data back testing and many of the trades need to be closed off at 12:28pm, then re-started at 2:30pm. The parameters only allow for 1 session time (open/close of the day).

    I've played around with the timeframe area in strategy wizard but still no luck in closing off a trade. Some times the opening of the afternoon session can be as much as 1000 points against your morning trend and thats a lot of points to lose!

    Thanks heaps in advance

    cheers,
    Leonie

    #2
    Strategy: Using a time filter to limit trading hours



    Comment


      #3
      Thanks Elliott,

      I'll import this script and let you know how it goes

      Comment


        #4
        if (
        (ToTime(Time[0]) > ToTime(9, 45, 0) && ToTime(Time[0]) < ToTime(12, 30, 0)) || (ToTime(Time[0]) > ToTime(14, 30, 0) && ToTime(Time[0]) < ToTime(16, 15, 0))
        && whatever else conditions
        )

        {
        do something
        }

        Comment


          #5
          I' m planning to trade the Singapore Nikkei future. This future also has a lunch break of one hour.

          Normally there is no data coming in during lunchbreak. I noticed however that sometimes exchanges like SGX or HKFE during lunchbreak either keep transmitting the last price, or transmit pre-open prices. One cannot trade on these prices so they distort my chart and indicators.

          Is there any way to block data coming in during lunchbreak, so that it will not be seen in a chart? A simple solution could be to set two Sessions in the Properties Window of a chart.

          Thanks

          Comment


            #6
            Originally posted by Nick88 View Post
            Is there any way to block data coming in during lunchbreak, so that it will not be seen in a chart?
            Can someone from NinjaTrader please answer my question?

            Thanks

            Comment


              #7
              Unfortunately this is not supported at this time. We have this on our lsit for NT7 though. Thanks for your suggestion.

              Comment


                #8
                That would be great. Thanks Dierk.

                Comment

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