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Exclude Holidays
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Exclude Holidays
Ok I know there must be a better way to do this than the way I am doing it. Essentially I want to prevent my strategy from trading on pre-determined dates/holidays but I don't want to include this code in my strategy so I created an indicator which is called from the strategy. The values from the indicator are either 1 or 0 depending if it is a holiday or not. It works, but is there a better way for me to do this.Thoughts?Last edited by cutzpr; 06-08-2016, 07:02 AM.Tags: None
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Originally posted by cutzpr View PostOk I know there must be a better way to do this than the way I am doing it. Essentially I want to prevent my strategy from trading on pre-determined dates/holidays but I don't want to include this code in my strategy so I created an indicator which is called from the strategy. The values from the indicator are either 1 or 0 depending if it is a holiday or not. It works, but is there a better way for me to do this.Thoughts?
ref: http://ninjatrader.com/support/forum...d.php?p=140164
Look at the post by kdoren.
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Originally posted by cutzpr View PostOk I know there must be a better way to do this than the way I am doing it. Essentially I want to prevent my strategy from trading on pre-determined dates/holidays but I don't want to include this code in my strategy so I created an indicator which is called from the strategy. The values from the indicator are either 1 or 0 depending if it is a holiday or not. It works, but is there a better way for me to do this.Thoughts?
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Originally posted by NinjaTrader_CodyB View PostHello,
Aside from including defining what days not to trade in the strategy this is the only other way I could think to do this.
We will leave this thread open in case any other forum users have any thoughts on this.
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Hello,
The UserDefined Methods are not in NinjaTrader 8.
Please see the following post on this subject: http://ninjatrader.com/support/forum...15&postcount=2Cody B.NinjaTrader Customer Service
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I never uploaded my solution, perhaps it can be useful for some one. I use two static Addons. Here is how I use them.
PHP Code://Boolean for Holidays and NFP
private bool isHoliday;
private bool isNFP;
PHP Code:if (Bars.IsFirstBarOfSession && IsFirstTickOfBar) // Setup everything for the new session
{
isHoliday = Holidays.IsItHoliday((ToDay(Time[0]) ) ); // Checks if the trading day is a holiday
isNFP = NFPs.IsItNFP ((ToDay(Time[0]) ) ); // Checks if the current day is NFP day
}
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