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Certain times excluded from trading
Started:July 23rd, 2009 (11:14 PM) by vast Views / Replies:1,872 / 10
Last Reply:August 7th, 2009 (06:09 PM) Attachments:0

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Certain times excluded from trading

Old August 7th, 2009, 06:09 PM   #11 (permalink)
 Vendor: www.probabletrades.com 
OC, California, USA
Futures Experience: Advanced
Platform: IB/TWS, NinjaTrader, thinkorswim
Favorite Futures: stocks, options, futures, VIX
shodson's Avatar
Posts: 1,828 since Jun 2009
Thanks: 470 given, 3,155 received

All of my strategies have somethig like this

protected void OnBarUpdate()
   if (
      if (
// Look for entry signals

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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