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Certain times excluded from trading


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Certain times excluded from trading

  #11 (permalink)
 
shodson's Avatar
 shodson 
OC, California, USA
Quantoholic
 
Experience: Advanced
Platform: IB/TWS, NinjaTrader, ToS
Broker: IB, ToS, Kinetick
Trading: stocks, options, futures, VIX
Posts: 1,976 since Jun 2009
Thanks Given: 533
Thanks Received: 3,709

All of my strategies have somethig like this

 
Code
                            
protected void OnBarUpdate()
{
   if (
IsTimeToTrade)
   {
      if (
PositionIsFlat)
      {
         
// Look for entry signals
      
}
   }
}

private 
bool PositionIsFlat get { return Position.MarketPosition == MarketPosition.Flat; } }

// only trade 6:30 am - 1:00 pm (West Coast)
private bool IsTimeToTrade get { return ToTime(Time[0]) > 63000 && ToTime(Time[0]) <= 130000; } } 

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