Actoin within a Given Period of Time

[w0lverine]

I am trying to develop a strategy to alert me when a condition happens within X seconds. How can I define X seconds within strategy builder? For Example:

If Action happens within 10 seconds I want to buy.

I don't know how to configure "within 10 seconds" in my Group condition. I have looked at Time series and Time values but they are defined with clock time and not within seconds.

Any ideas how to create a condition based on that condition being triggered within 10 seconds (period of time repeats every 10 seconds)

[NinjaTrader_ChrisL]

Hi w0lverine, thanks for your post.

This would require you to unlock the strategy and add a 10 second series to your script. The reason this can not be done in the builder is you need to access the 1 second series to count the seconds. e.g.

else if (State == State.Configure)
            {
                AddDataSeries(BarsPeriodType.Second, 10);
            }
        }

        protected override void OnBarUpdate()
        {
            if(BarsInProgress == 1)
            {
                Print("Ten Seconds has passed");
            }
        }

[w0lverine]

NinjaTrader_ChrisL Thank you for that!

[w0lverine]

Took your advice. I hope I interpreted it right (ignore action function)? Trying to perform the following pseudo code:

If current time_frame has contracts_traded do <action>
If within 10 seconds && 1000 contracts traded do <action>

            else if (State == State.Configure)
            {
                AddDataSeries(Data.BarsPeriodType.Volume, 1000);
                AddDataSeries(Data.BarsPeriodType.Second, 10);
            }
        }

        protected override void OnBarUpdate()
        {
            if (BarsInProgress != 0)
                return;

            if (CurrentBars[0] < 0)
                return;

             // Set 1
            if (
                 // Price Action
                ((Volume[0] == Contract_traded)
                 && (Times[0][0].Date == Times[2][0].Date)))
            {
            }

        }

[NinjaTrader_ChrisL]

Hi w0lverine, thanks for your reply.

I attached an example you can use that adds a 1-second data series. It enters a position in the primary series and once 10 seconds has passed it closes the position. Add the attached file into Documents\NinjaTrader 8\bin\Custom\Strategies and compile to run it.

I found this example on a fully-fledged timer example:

https://ninjatrader.com/support/forum/forum/ninjascript-educational-resources/reference-samples/6137-indicator-using-custom-events-to-output-the-current-level-ii-data-book?t=5965

Forwarning, this is on the advanced side of things programming-wise. In this example, the timer starts from the launch of the script and calls the TimerEventProcessor() method upon each tick (1000 miliseconds).

[w0lverine]

Chris,

Thank you. I will digest the information.