Adding a Time filter to my strategy

[MichaelAlexander]

I want to add a time filter to my strategy. I found a script to do this. I am not an expert programmer but can I just use this script next to my own strategy? Or do I have to paste the code in my own strategy?

I found this script:

http://ninjatrader.com/support/forum/showthread.php?t=3226

[NinjaTrader_PaulH]

Hello MichaelAlexander,

Thanks for your post.

You can incorporate the time filter coding and adjust as needed for your circumstances. Yes, you could copy and paste and adjust the time code lines.

The first line of the code: if (Time[0].DayOfWeek != DayOfWeek.Monday && Time[0].DayOfWeek != DayOfWeek.Friday) demonstrates how to use a particular day of the week as a filter, IE no trade on Monday or Friday.

Inside of the first line that checked for the day of the week is a particular time filter that will enter an order if the time is within two different time ranges, either 9:30AM to 12:00PM or 2:00PM to 3:345PM.
if ((ToTime(Time[0]) >= 93000 && ToTime(Time[0]) < 120000) || (ToTime(Time[0]) >= 140000 && ToTime(Time[0]) < 154500))

If you copy and paste make sure you observe the structure of the "{ }".

Basically, you would replace the lines:

if (Close[0] > Close[1])
EnterLong();

with your entry conditions and entry order and/or any code that you wish to run withing the limits of the time filter.


If you would like your strategy coded for you, we would be glad to provide access to 3rd party coders who would be able to meet your needs.