Break at End of Week (Part 2)

[GLFX005]

Hello Ninjatrader staff,

As per recommendation I will turn my question to the General Development section of the Ninjatrader Support Forum.
Please read the short discussion that took place in this thread --> https://ninjatrader.com/support/foru...at-end-of-week

I am looking forward to your reply.

[NinjaTrader_Kate]

Hello GLFX005,

Thank you for your post.

Well, you wouldn't just be able to make a week long trading hours template as one big "trading day" because you can't create a trading day of more than 24 hours there. The Break at EOD field is readonly, so you couldn't dynamically change that within a script.

Theoretically you could modify an existing bars type or make your own that has specific logic to only adjust for Break at EOD if it's a new week.

I'd take a look at the example on this page:

https://ninjatrader.com/support/helpGuides/nt8/isresetonnewtradingday.htm

See where the example is checking for if(bars.IsResetOnNewTradingDay && isNewSession))?

You could add logic to that to only perform that logic if we're on a new week. I wouldn't recommend just checking if time.DayOfWeek == DayOfWeek.Sunday as you could run into issues with holidays defined in trading hours templates, so you'd probably want to check what week of the year the new day falls in - if not the same as the previous time then let it do the usual Break at EOD logic.

Here's some publicly available documentation from Microsoft on getting the week of year:

https://docs.microsoft.com/en-us/dotnet/api/system.globalization.calendar.getweekofyear?view=netframework-4.8

Please let us know if we may be of further assistance to you.

[GLFX005]

Hello Kate,

Thank you kindly for your detailed reply, the information you've provided me is very interesting.
I will attempt to achieve my goal and let you know should I find a solution or any further problems.

Have a good day!

[NT-Roland]

Hi GLFX005,
You could perhaps also try to identify a new week as follows:
If the (int) value of the next trading day is lower than the (int) value of the current trading day, you have a new week. This assumes Monday = 1, Tuesday = 2, etc.
NT-Roland