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Search: Posts Made By: Big Mike

Forum: NinjaTrader

July 24th, 2009, 01:31 AM

Replies: 10

Certain times excluded from trading

Views: 5,642

Posted By Big Mike

Backtesting can be the wrong path. I've blogged...

Backtesting can be the wrong path. I've blogged about that.

But, if you are giving up because of ToTime() then you are 99.9% there, in this post...

Forum: NinjaTrader

July 24th, 2009, 01:16 AM

Replies: 10

Certain times excluded from trading

Views: 5,642

Posted By Big Mike

You have no code telling it not to trade in these...

You have no code telling it not to trade in these times... your code simply draws a plot...

Mike

Forum: NinjaTrader

July 23rd, 2009, 11:57 PM

Replies: 10

Certain times excluded from trading

Views: 5,642

Posted By Big Mike

ToTime is just a converter to make it easy to...

ToTime is just a converter to make it easy to test against using a numbers like 080000 for 08:00:00am (hours:minutes:seconds).

Time[0] is the time of bar 0. So it works for historical data...

Forum: NinjaTrader

July 23rd, 2009, 11:38 PM

Replies: 10

Certain times excluded from trading

Views: 5,642

Posted By Big Mike

I like to write my code so it's easy to follow. ...

I like to write my code so it's easy to follow. I suggest doing that and taking it one step at a time to find the logic error.

// do not trade before 4:30am or after 2:30pm
if (ToTime(Time[0])...

Showing results 1 to 4 of 4

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