Strategy: two fix different stop times a day

September 5th, 2023, 11:45 AM

I modified the script so that it can accept various time inputs as UI properties but i have not tested it. I am sure it works but we never know :-)

September 5th, 2023, 01:16 PM

Thank you very much, trendisyourfried!

Its looks like its works well now.

I will test its tomorrow and if I am having questions to this, I will write you here again!

Best regards and a great evening,
Renkotrader

September 7th, 2023, 10:21 AM

Hi trendisyourfriend,

sorry, but the code doesnt work like it should be.

Here we are trading with the MA cross as example.
That means, that the trade is starting with a crossover and it is ending with the crossover in the other direction.

The time filter should take the trade out, if the exit crossover is still in the future.

But the code is doing that right now:

a) the exit time is canceling the second cross signal, if this valid exit signal is coming earlier. That is not allowed. So all trades ends only at this fix exit signal (that is coming later).

b) all the trades after the second fix end time does run only one period of a candle (so in a 5 minutes chart the trade is closing after 5 minutes).

The last I tried to change with a third exit time ("end of trading day"), but this does not work.

Best regards,
Renkotrader

September 7th, 2023, 04:02 PM

For NT8 you need to Learn the grouping feature. You can use 2 time intervals by grouping the conditions separately

September 7th, 2023, 04:44 PM

Hi Teebone21,

what you are meaning with "grouping feature": It is using Groups in the Strategy Builder and then unlocking the code? Or do you mean to change the code structure in NinjaScript manually?

Best regards,
Renkotrader

September 8th, 2023, 09:28 PM

Renkotrader

Hi Teebone21,

what you are meaning with "grouping feature": It is using Groups in the Strategy Builder and then unlocking the code? Or do you mean to change the code structure in NinjaScript manually?

Best regards,
Renkotrader

Yes in strategy builder create a group for execution conditions on different sets that include time intervals

September 9th, 2023, 05:21 AM

Hello Teebone21,

thank you for this information. I testet its a while ago, but I did something wrong, because its did not work. Before I test its again, I tried a "last test" this morning right now. You see the names in German language.

Code

// Fixe Exitzeiten
maxZeitEurexVormittagBeginn = DateTime.Parse("11:50", System.Globalization.CultureInfo.InvariantCulture);
maxZeitEurexVormittagEnde = DateTime.Parse("11:55", System.Globalization.CultureInfo.InvariantCulture);
maxZeitNymexOpenBeginn = DateTime.Parse("14:20", System.Globalization.CultureInfo.InvariantCulture);
maxZeitNymexOpenEnde = DateTime.Parse("14:25", System.Globalization.CultureInfo.InvariantCulture);
maxZeitNyseOpenBeginn = DateTime.Parse("15:20", System.Globalization.CultureInfo.InvariantCulture);
maxZeitNyseOpenEnde = DateTime.Parse("15:25", System.Globalization.CultureInfo.InvariantCulture);
maxZeitEurexCloseBeginn = DateTime.Parse("17:20", System.Globalization.CultureInfo.InvariantCulture);
maxZeitEurexCloseEnde = DateTime.Parse("17:25", System.Globalization.CultureInfo.InvariantCulture);

Code

#region ExitLong
	if (				
	(Close[0] <= amaSuperTrendU111.StopLine[0])
	|| ((Times[0][0].TimeOfDay >= maxZeitEurexVormittagBeginn.TimeOfDay) && (Times[0][0].TimeOfDay <= maxZeitEurexVormittagEnde.TimeOfDay))
	|| ((Times[0][0].TimeOfDay >= maxZeitNymexOpenBeginn.TimeOfDay) && (Times[0][0].TimeOfDay <= maxZeitNymexOpenEnde.TimeOfDay))
	|| ((Times[0][0].TimeOfDay >= maxZeitNyseOpenBeginn.TimeOfDay) && (Times[0][0].TimeOfDay <= maxZeitNyseOpenEnde.TimeOfDay))
	|| ((Times[0][0].TimeOfDay >= maxZeitEurexCloseBeginn.TimeOfDay) && (Times[0][0].TimeOfDay <= maxZeitEurexCloseEnde.TimeOfDay)))		
	{
		ExitLong(Convert.ToInt32(kontrakteLong), @"ExitLong", @"EntryLong");
	}
#endregion

So I put the stop times in the stop-part of my strategy. Now it works.

Thank you for your help, too.

Best regards,
Renkotrader

Strategy: two fix different stop times a day

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Strategy: two fix different stop times a day