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    Time between trades

    Is there a setting or a script I can add to set s time delay between trades? A few times a day the strategy will try and sell an existing contract and buy a new one in the same candle so I get a margin error and it stops the strategy.

    #2
    In OnPositionUpdate, if the position has just changed to flat, note the time by saving DateTime.Now in a variable.

    Later, when you are thinking of entering, you could calculate how long it has been since then like this:

    int SecondsSinceFlat = (int)Math.Floor((DateTime.Now - FlatTime).TotalSeconds);
    Bruce DeVault
    QuantKey Trading Vendor Services
    NinjaTrader Ecosystem Vendor - QuantKey

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      #3
      Hi, you can also use BarsSinceExitExecution() to keep everything in OnBarUpdate, it would also work in historical mode (DateTime.Now references the real time PC clock):

      Chris L.NinjaTrader Customer Service

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        #4
        Originally posted by NinjaTrader_ChrisL View Post
        Hi, you can also use BarsSinceExitExecution() to keep everything in OnBarUpdate, it would also work in historical mode (DateTime.Now references the real time PC clock):

        https://ninjatrader.com/support/help...texecution.htm
        Yes - that is a better idea. Chryslertech Do it that way.
        Bruce DeVault
        QuantKey Trading Vendor Services
        NinjaTrader Ecosystem Vendor - QuantKey

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          #5
          TY for your assistance

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