Trade outside of initial and maintenance margin hours.

[rocketstock]

Is there a way to tell a strategy using strategy builder.

1. close before initial margin kicks in 3:45-5:00PM CT.
2. Not trade during 3:45-5:00PM CT
3. open positions after 5 CT only.

[NinjaTrader_ChelseaB]

Hello rocketstock,

You can use time conditions as a filter to trigger or prevent actions during specific times.

Below are two examples. One demonstrates preventing trades after the exit on session close event, the other to the time filter reference sample.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/100666-exit-on-close#post100666

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

[rocketstock]

Thanks Chelsea. I tried this but seems to be be working. Dont know if the order tab is showing MT or CT.

I want to avoid holding a position so that initial and maintenance margin don't kick in.

For long and short - only enter if time is before 2:29 MT or after 4:03 PM MT

Times[Default input][0].TimeOfDay < new TimeSpan(14, 29, 0)
Times[Default input][0].TimeOfDay > new TimeSpan(16, 3, 0)


For close - close everything before 2:30 MT if any position are open account. Close all long and short between 2:29 and 2:30 MT

Times[Default input][0].TimeOfDay >= new TimeSpan(14, 29, 0)
Times[Default input][0].TimeOfDay <= new TimeSpan(14, 30, 0)
Position.MarketPosition != MarketPosition.Flat

Would these be correct to avoid any initial and maintenance margin?

[NinjaTrader_ChelseaB]

Hello rocketstock,

If you are referring to time zones this will be the time of your local PC clock.

The conditions appear correct for what you are suggesting.

If you are unsure, print the time of the bar from the condition action block and see if the times appearing in the output window are in the time range.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working?p=791121#post791121

[rocketstock]

Great idea. I will do that. Also just to confirm NT margin requirements, I assume are not different from CME. Would the above hours avoid initial and maintenance margins 24/7?

[NinjaTrader_ChelseaB]

Hello rocketstock,

You will need to ask your broker about margin or any other account related items.

If you were intending to ask the NinjaTrader Brokerage, they can be contacted at [email protected] or 1.800.496.1683.

https://ninjatrader.com/ContactUs

[rocketstock]

Thank you! Appreciate your help very much on a weekend.