what is the best way to set strategy start/end time?

[leontancfa]

Hi guys,

I'm trying to set trading start/end time, I thought it is simple but it seems much harder than I thought.

The main difficulty is to get the HHMM string converted into a proper timespan format. Could you advise?

        private string startTradingTime = "0931"; // Default setting for startTradingTime
        private string endTradingTime = "1100"; // Default setting for endTradingTime

if (Time[0].TimeOfDay<DateTime.ParseExact(startTradingTime,"HHMM",System.Globalization.CultureInfo.InvariantCulture).TimeOfDay
                && Time[0].TimeOfDay>DateTime.ParseExact(endTradingTime,"HHMM",System.Globalization.CultureInfo.InvariantCulture).TimeOfDay
                && Position.MarketPosition == MarketPosition.Flat) return;

[arbuthnot]

Hi guys,

I'm trying to set trading start/end time, I thought it is simple but it seems much harder than I thought.

The main difficulty is to get the HHMM string converted into a proper timespan format. Could you advise?

        private string startTradingTime = "0931"; // Default setting for startTradingTime
        private string endTradingTime = "1100"; // Default setting for endTradingTime

if (Time[0].TimeOfDay<DateTime.ParseExact(startTradingTime,"HHMM",System.Globalization.CultureInfo.InvariantCulture).TimeOfDay
                && Time[0].TimeOfDay>DateTime.ParseExact(endTradingTime,"HHMM",System.Globalization.CultureInfo.InvariantCulture).TimeOfDay
                && Position.MarketPosition == MarketPosition.Flat) return;

This does the job for me:

private [B]int[/B] startTradingTime = 81500
private [B]int[/B] endTradingTime = 223000;

...

if(
ToTime(Time[0]) >=startTradingTime
&& ToTime(Time[0]) <= endTradingTime
[I]&& other conditions[/I]
)

"Integer representation of time is in the following format Hmmss where 7:30 AM would be 73000 and 2:15:12 PM would be 141512."

[sledge]

if (   ToTime(Time[0]) >= ToTime( 09, 30, 00)
	&& ToTime(Time[0]) <= ToTime( 16, 00, 10) ) 
{

[alpha_bet]

Thank you Arbuthnot, that does it for me also.

[arbuthnot]

if (   ToTime(Time[0]) >= ToTime( 09, 30, 00)
	&& ToTime(Time[0]) <= ToTime( 16, 00, 10) ) 
{

Thanks, sledge, for showing another solution.

[eMaxTeo]

How to apply start and end time?

if ( ToTime(Time[0]) >= ToTime( 09, 30, 00)
&& ToTime(Time[0]) <= ToTime( 16, 00, 10) )
{

How to add the start and end time to
the NinjaTrader Standard Indicator ( Volume Profile )

Please Help

[arbuthnot]

I know nothing about Volume Profile but I do know a tiny bit about code!

What you need to do is to open the Volume Profile indicator (Tools -> Edit NinjaScript) then right click -> 'Save As...' and rename it as you wish.

Then change the conditions as follows:

if (
startBarIndex > 0
&& startBarIndex == CurrentBar
&& ToTime(Time[0]) >= ToTime( 09, 30, 00)
&& ToTime(Time[0]) <= ToTime( 16, 00, 10)
)

DrawDiamond("Start Tag", false, 0, High[0] + TickSize, Color.Turquoise); // unchanged

You can, of course, change the times as you wish. You can set variables to make the hours, etc, changeable when the indicator is applied.

[leontancfa]

if ( ToTime(Time[0]) >= ToTime( 09, 30, 00)
&& ToTime(Time[0]) <= ToTime( 16, 00, 10) )
{

How to add the start and end time to
the NinjaTrader Standard Indicator ( Volume Profile )

Please Help

That Volume Profile indicator can only run in live market, and cannot back track. Say if you open the indicator at 10:43, it does not back track the volume back from 9:30 to 10:43. It will only show you volume profile at the point that you open the indicator.

[eMaxTeo]

Hi, arbuthnot

I had follow your instruction
But it did not follow start and end time??
It straight away start at the point that I open the indicator?

Please Help.

[arbuthnot]

Hi, arbuthnot

I had follow your instruction
But it did not follow start and end time??
It straight away start at the point that I open the indicator?

Please Help.

As I said, I know nothing about this indicator, but leontancfa obviously does. Please read his post #8.

This code (which works) will work with a normal indicator but this isn't one of them!

[eMaxTeo]

That Volume Profile indicator can only run in live market, and cannot back track. Say if you open the indicator at 10:43, it does not back track the volume back from 9:30 to 10:43. It will only show you volume profile at the point that you open the indicator.

Hi, Leontancfa

Volume Profile indicator can only run in live market.
Set : start 9.30 end 1600;

Say if you open the indicator at 10:43.
since it cannot back track,
I am ok if run from 10.43 to 1600.

Say if you open the indicator at 8:43.
It should wait till 930 than start and end 1600.

Please Help

[koganam]

Hi, arbuthnot

I had follow your instruction

Exactly how did you follow this instruction? What did you do? Did you try to edit the actual standard NT indicator? Did you edit a copy of it?

But it did not follow start and end time??
It straight away start at the point that I open the indicator?

Please Help.

[NinjaTrader_Jesse]

Hello,

Say if you open the indicator at 8:43.
It should wait till 930 than start and end 1600.

The volume Profile profile indicator that comes with NinjaTrader would only include the features you see in it, anything additional you would have to create a copy of the original and modify the copy.

Also this indicator only works in real time and does not work historically,if you add it to the chart it would start from that point as was said in post #8

If you needed the indicator to only start working at a certain point in time, there would be two options. The first is to add the indicator to the chart at that time which would be difficult if you have more than one chart. The second is to use a time filter which has been shown in a few prior posts.

If you need the indicator to do absolutely nothing before a certain time you could use a statement like the following to prevent the scripts logic:

if (ToTime(Time[0]) < ToTime( 09, 30, 00) || ToTime(Time[0]) > ToTime( 16, 00, 10)) return;

This statement would check if the current Time is less than 9:30 or is greater than 1600, if it is outside of the window "return" is used to stop the processing at that point.

In the indicator, you would need to place this statement in the top of OnBarUpdate and also in OnMarketData and in the Plot override to prevent everything from happening until that time.

Here are examples of each:

protected override void OnBarUpdate()
{
	if (ToTime(Time[0]) < ToTime( 09, 30, 00) || ToTime(Time[0]) > ToTime( 16, 00, 10)) return;
}
         

protected override void OnMarketData(MarketDataEventArgs e)
{
	if (ToTime(Time[0]) < ToTime( 09, 30, 00) || ToTime(Time[0]) > ToTime( 16, 00, 10)) return;
}
        
public override void Plot(Graphics graphics, Rectangle bounds, double min, double max)
{
	if (ToTime(Time[0]) < ToTime( 09, 30, 00) || ToTime(Time[0]) > ToTime( 16, 00, 10)) return;
}

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

[eMaxTeo]

Exactly how did you follow this instruction? What did you do? Did you try to edit the actual standard NT indicator? Did you edit a copy of it?

Yes.
I had follow the instruction.
But
It straight away start at the point that I open the indicator.

[koganam]

Yes.
I had follow the instruction.
But
It straight away start at the point that I open the indicator.

You did not answer my questions.