Set time to close position

[sdauteuil]

Hello

This is in reference to historical back testing.

I would like to close my position at 12.30 (pacific time).

I am using range candles and the time stamp used is the open of the bar. If the bar that signals the closing of the strategy opened at 11.30am but does not close till 1.00pm the next bar open time is 1pm so the close is at 1pm.

I tried setting the closing time between 12.00pm and 12.30pm but there are still instances where the bar is outside that time frame.

I have seen posts to hard code a secondary time series for the close time (1 min bar). Is there a way I can do this with the strategy builder?

Is it possible to change the "exit on session close" parameters in the strategy analyzer? Changing the end session time for the instrument seems to affect the chart.

I have also tried setting the strategy to "on each tick" I thought this might work since I have tick data available but it does not. The other problem with that solution is it would affect the entry.

Thank you

[NinjaTrader_ChrisL]

Hi sdauteuil, thanks for your post.

Range bars will always have these unpredictable time stamps, so the extra series is required. Unfortunately, the code would need to be unlocked to access a secondary time frame in a strategy. We have an example strategy on limiting by time variables here:

https://ninjatrader.com/support/help...to_limit_t.htm

Kind regards,

-ChrisL

[sdauteuil]

Thanks

In a live environment would the close order trigger based off the "clock" or would it still be looking for the time stamp on the bar?

[NinjaTrader_ChrisL]

Hi sdauteuil, thanks for your follow up.

When the strategy is running in real-time (live or sim account) you can access DateTime.Now, and that will give you the PC time down to the millisecond. If the strategy is running OnBarClose you will the Time[0] timestamp will be the close time of the bar.