Time issue in the strategy

[RedDuke]

Hello,

I use NT7 managed approach. I enabled a strategy on time based bars (1 hour). I use market reply to test it initially. However, within the strategy Time[0] always has the end time of the bar, and not the actual time while the bar is being built. So, even though the time is 1.05pm, Time[0] has 2pm on every tick.

How can I retrieve the actual time?

Thanks,
redduke

[NinjaTrader_ChelseaB]

Hello RedDuke,

You would need to add a 1 tick series to the script to have the times of each individual tick as the primary series will only have a bar closing each hour.

http://ninjatrader.com/support/forum/showthread.php?p=442810#post442810

[RedDuke]

Hi Chelsea,

Thanks for a reply. Do you mean adding something like this:

Add(PeriodType.Tick, 1);

If yes, this would degrade the performance of the strategy as it would need to processes additional data series. Is there any other way to get the current (correct) time stamp?

Thanks

[NinjaTrader_ChelseaB]

Hello RedDuke,

Yes, this would add a 1 tick series.

The logic in the code also needs to be altered so that the code is processed on a specific BarsInProgress.

for example:
if (BarsInProgress == 0)
{
// execute entry logic
}

if (BarsInProgress == 1)
{
// print time of tick
}

The example linked in the post demonstrates.

http://www.ninjatrader.com/support/forum/showthread.php?t=6652