closing positions 1 hour before rollover

[uday12]

Hi

Reading the NT help guide and multiple posts on this forum (and special thanks to Chelsea's example that he gave in a previous post), I can get the rollover date of the current contract by using something like this:


Rollover contractRollover = null;
for (int i = 0; i < Instrument.MasterInstrument.RolloverCollection.Cou nt; i++)
{
if (Instrument.Expiry == Instrument.MasterInstrument.RolloverCollection[i].ContractMonth)
{
contractRollover = Instrument.MasterInstrument.RolloverCollection[i];
break;
}
}
DateTime rolloverDate = contractRollover.Date;


I need some help to extend code logic: (1) today's date is the rollover date, AND, (2) during the penultimate 1-hour bar before the rollover, I want to send a market order to close out all my positions for the final 1-hour bar before rollover.

Can someone help me write this code logic?

Many thanks.

[NinjaTrader_PaulH]

Hello uday12,

Thanks for your post.

To exit at or after a certain time, you would want to create a time filter where you can then just issue an ExitLong() and ExitShort(), those methods will close any existing positions and if no positions then no action would be performed so you can use these exit methods without concern.

To create a time filter, please review the working example here: https://ninjatrader.com/support/help...to_limit_t.htm