Different time filters depending on instrument

[mrre1]

What would be the best way to code specific time filters for individual instruments? Would this be right?

OnBarUpdate()
if (Instrument.MasterInstrument.Name == ES)
{
(ToTime(Time[0]) >= 50000 && ToTime(Time[0]) < 100000)
}
else if (Instrument.MasterInstrument.Name == NQ)
{
(ToTime(Time[0]) >= 70000 && ToTime(Time[0]) < 110000)
}

[NinjaTrader_ShawnB]

Hello mrre1,

I have modified your conditions below:

[LEFT] [FONT=Courier New][SIZE=2][COLOR=#0000FF]protected[/COLOR][/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#0000FF]override[/COLOR][/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#0000FF]void[/COLOR][/SIZE][/FONT] [FONT=Courier New][SIZE=2]OnBarUpdate()[/SIZE][/FONT]
[FONT=Courier New][SIZE=2]        {[/SIZE][/FONT]
[FONT=Courier New][SIZE=2]                  [/SIZE][/FONT]
[FONT=Courier New][SIZE=2]                  [/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#0000FF]if[/COLOR][/SIZE][/FONT] [FONT=Courier New][SIZE=2](Instrument.MasterInstrument.Name ==[/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#800000]"ES"[/COLOR][/SIZE][/FONT] [FONT=Courier New][SIZE=2]&& (ToTime(Time[[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]]) >=[/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#800080]50000[/COLOR][/SIZE][/FONT] [FONT=Courier New][SIZE=2]&& ToTime(Time[[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]]) <[/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#800080]100000[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]))[/SIZE][/FONT]
[FONT=Courier New][SIZE=2]                  {[/SIZE][/FONT]
[FONT=Courier New][SIZE=2]                        [/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#008000]//Add your action here[/COLOR][/SIZE][/FONT]
[FONT=Courier New][SIZE=2]                  }[/SIZE][/FONT]
[FONT=Courier New][SIZE=2]
[/SIZE][/FONT]
[FONT=Courier New][SIZE=2]                  [/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#0000FF]if[/COLOR][/SIZE][/FONT] [FONT=Courier New][SIZE=2](Instrument.MasterInstrument.Name ==[/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#800000]"NQ"[/COLOR][/SIZE][/FONT] [FONT=Courier New][SIZE=2]&& (ToTime(Time[[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]]) >=[/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#800080]70000[/COLOR][/SIZE][/FONT] [FONT=Courier New][SIZE=2]&& ToTime(Time[[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]]) <[/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#800080]110000[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]))[/SIZE][/FONT]
[FONT=Courier New][SIZE=2]                  {[/SIZE][/FONT]
[FONT=Courier New][SIZE=2]                        [/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#008000]//Add your action here[/COLOR][/SIZE][/FONT]
[FONT=Courier New][SIZE=2]                  }     [/SIZE][/FONT]
[FONT=Courier New][SIZE=2]        }[/SIZE][/FONT][FONT=Courier New][SIZE=2][/SIZE][/FONT]

Here is the ToTime() and the MasterInstrument.Name Help Guides to assist you further.



[/LEFT]

[mrre1]

How would a person go about putting these time filters at the beginning of the OBU section with everything else to follow? Based on your code I put it like this at the beginning but it is not filtering in optimization although it is compiling correctly:

if ((Instrument.MasterInstrument.Name == "EMD" && (ToTime(Time[0]) >= 50000 && ToTime(Time[0]) < 100000))
|| (Instrument.MasterInstrument.Name == "CL" && (ToTime(Time[0]) >= 60000 && ToTime(Time[0]) < 110000))
|| (Instrument.MasterInstrument.Name == "GC" && (ToTime(Time[0]) >= 70000 && ToTime(Time[0]) < 120000))
|| (Instrument.MasterInstrument.Name == "NQ" && (ToTime(Time[0]) >= 80000 && ToTime(Time[0]) < 130000)))

[koganam]

How would a person go about putting these time filters at the beginning of the OBU section with everything else to follow? Based on your code I put it like this at the beginning but it is not filtering in optimization although it is compiling correctly:

if ((Instrument.MasterInstrument.Name == "EMD" && (ToTime(Time[0]) >= 50000 && ToTime(Time[0]) < 100000))
|| (Instrument.MasterInstrument.Name == "CL" && (ToTime(Time[0]) >= 60000 && ToTime(Time[0]) < 110000))
|| (Instrument.MasterInstrument.Name == "GC" && (ToTime(Time[0]) >= 70000 && ToTime(Time[0]) < 120000))
|| (Instrument.MasterInstrument.Name == "NQ" && (ToTime(Time[0]) >= 80000 && ToTime(Time[0]) < 130000)))

If a correctly written filter fails to actually filter, it is usually because it has been nulled. Are you sure that you do not have a spurious semi-colon after your filter statement?