p.s. no problems when connected to market replay.
p.p.s. an order is entered if I enable this before or after 6:45am.
namespace NinjaTrader.Strategy
{
public class mystrat : Strategy
{
bool tradingTimeAccepted = false;
protected override void Initialize()
{
Add("ZF 09-15",PeriodType.Tick, 1);
Add("ZB 09-15",PeriodType.Minute, 1);
Add("ZN 09-15",PeriodType.Minute, 1);
Add("ZF 09-15",PeriodType.Minute, 1);
CalculateOnBarClose = true;
Unmanaged = true;
}
protected override void OnBarUpdate()
{
if (Historical) return;
TimeManagement();
if (tradingTimeAccepted)
{
if (certain conditions exist)
EnterOrder();
}
CalculatePNL();
}
private void TimeManagement()
{
tradingTimeAccepted = false;
if (ToTime(Time[0]) > 64500 && ToTime(Time[0]) < 120000)
tradingTimeAccepted = true;
if (ToTime(Time[0]) == 125500)
{
// exit trade
}
if (ToTime(Time[0]) == 120000)
{
// manage trade
}
}
}
}

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