Time restraints

[ejasper]

Trying to build a simple daily chart strategy with a set time entry and exit.
Current program,
set 1
"other indicators"
(Times[0][0].TimeOfDay == new TimeSpan(8, 0, 0))) I have it set to enter long.

Set 2
(Times[0][0].TimeOfDay == new TimeSpan(15, 0, 0)) In order to exit the long.

The problem I am running into is it is buying at 4PM one day and exiting the trade the next day at 4PM according to the strat analyzer. This makes it skip days it could have traded on I have attempted to link the buy and close into the input variables as well as making time region over a hour or so and STILL no dice.... I cannot figure out why it can't buy in the morning and sell in the afternoon of the same day. I have set a few other times on other programs and they work just as indented on smaller time frames. I've tried building it exactly as shown in the NinjaTrader time set-up page but cannot figure out why it is not working. Any help would be appreciated.
Thanks

[NinjaTrader_ChelseaB]

Hello ejasper,

Welcome to the NinjaTrader forums!

What is the Calculate setting set to in the strategy parameters?

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

What about the chart, is this a 60 minute chart or a day bar chart?

If you are viewing historical data, is TickReplay enabled?

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/94098-isfirsttickofbar-vs-onbarclose-for-backtest-live?p=773377#post773377

An example of a time filter can be found in the help guide.

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

[ejasper]

Chelsea,
Thanks for the reply.

I have the calculate "On bar close". I went back through and tried changing to the calculate "on each tick" and could not get it to change.

I am using the daily chart.

I am using the strategy analyzer so I would presume it is historical data?! I do not have TickReplay enabled, but I did and again nothing changed.

Is it possible to even to set an exact enter/ exit times? I only have one criteria so if it is met it should simply enter right? To exit the day, at 3PM so I stay away from the close, I simply have

if ((Position.Quantity == 1)
&& (Times[0][0].TimeOfDay == new TimeSpan(15, 0, 0)))

I am by no means an expert but I would think that would be simple enough for the program to see if I am in a position, then to exit it regardless at 3PM.
* If I set a specific time as a condition it wont even open up a trade like shown above unless I set the time as an "input or variable" and it only enters and exits at 4PM.
If you want to see the rest of the program to help diagnose let me know.
Please let me know your thoughts!
Thanks

[NinjaTrader_ChelseaB]

Hello ejasper,

If this is a day chart in the strategy analyzer without TickReplay or 1-tick intra-bar granularity, Calculate will be OnBarClose and orders will be submitted when the bar closes.

Time[0] (or Times[0][0]) will represent the close time of the bar, which on a day bar of the end of the session, so time filters would not work with this.
Further, without 1-tick granularity, the end of day information would be used to fill orders.

You could add another series that is a 60 minute series if you want actions to occur each hour. Times[1][0] would represent the 60 minute bar close time and you could use this for your time conditions.