How to limit the data used in indicator by time

[madmen]

Hi,

I'm trying to make some indicators that only calculate with data between 9:30 am - 4pm, so the indicator doesn't get affected by the data before 9:30.
Any hint on how I should approach this?

I noticed in strategies MACD is being initialized like this:

MACD1 = MACD(Close, Convert.ToInt32(OneFast), Convert.ToInt32(OneSlow), Convert.ToInt32(OneSmooth));

Is there a way for me to limit the `Close` data series so it only contains data within a specific time frame? or should I limit when the indicator start calculating.

Thanks in advance

[madams212121]

in your onstatechange you need to have couple variable :

StartSession = DateTime.Parse("09:00", System.Globalization.CultureInfo.InvariantCulture) ;
EndSession = DateTime.Parse("16:00", System.Globalization.CultureInfo.InvariantCulture) ;


in on bar update


if (Times[0][0].TimeOfDay < EndSession.TimeOfDay && Times[0][0].TimeOfDay > StartSession.TimeOfDay)
{

return;
}


in your region add :

[NinjaScriptProperty]
[PropertyEditor("NinjaTrader.Gui.Tools.TimeEditorKe y")]
[Display(Name="Start Session", Order=6, GroupName="Parameters")]
public DateTime StartSession
{ get; set; }

[NinjaScriptProperty]
[PropertyEditor("NinjaTrader.Gui.Tools.TimeEditorKe y")]
[Display(Name="End Session", Order=7, GroupName="Parameters")]
public DateTime EndSession
{ get; set; }


hope that helps

[NinjaTrader_ChelseaB]

Hello madmen,

This would be a time filter where a condition can require the time (or date) to be greater than one time and less than another.

madams212121 has the right information for you for an example time filter.

Below is a public link to the Strategy Builder 301 course which demonstrates.
https://www.youtube.com/watch?v=HCyt...tu.be&t=43m30s

As well as a link to the official reference sample.
https://ninjatrader.com/support/help...to_limit_t.htm

[MojoJojo]

Very useful advice by Chelsea and madams.

A different approach, and in case this hasn't been covered by Chelsea's references, is to add a second data series with a different trading hours definition, and initialize your MACD with it.
https://ninjatrader.com/support/help...dataseries.htm

AddDataSeries(string instrumentName, BarsPeriod barsPeriod, string tradingHoursName);

 MACD1 = MACD(Closes[1], Convert.ToInt32(OneFast), Convert.ToInt32(OneSlow), Convert.ToInt32(OneSmooth));

The reason is that while a time filter will limit OnBarUpdate to calculate during the time of day you want, it will not stop new entries being added to any data series.

Make sure to restrict OnBarUpdate to the data series you need for your calculations
E.g. for original data series only

protected override void OnBarUpdate()
{
    // Ignore bar update events for the supplementary - Bars object added above
    if (BarsInProgress == 1)
        return;

[madmen]

Thanks for the replies guys, I will try them now

[madmen]

madams212121's method worked, except he is ignoring the time interval between StartSession and EndSession. If you want it to calculate for the interval only just modify the code with

            if ( Times[0][0].TimeOfDay < StartSession.TimeOfDay || Times[0][0].TimeOfDay > EndSession.TimeOfDay)
            {

            return;
            }