Exclude time of day

[Mpena88]

Does anyone have any info on how to write parameters where the strategy will exclude certain times of the day. I am looking for some strategies to not take trades in certain time windows.

Thanks in advance.

[NinjaTrader_Helom]

Hello Mpena88,

Thanks for your message.


The most efficient way to exclude certain hours of the day would be to create a time filter.

The link below contains a sample code that demonstrates how a time filter is applied.

https://developer.ninjatrader.com/docs/desktop/using_a_time_filter_to_limit_trading_hours

In this sample code, you can observe how the time filter is created within the conditions of the script, only allowing trades between 9:30-12 and 14-15:45.

You can use that condition as a template and adjust the hours to best fit your needs.



Feel free to reach out with any other questions or concerns.