backtesting and DateTime.Now

[andrewbee]

Hi,

In a strategy that uses DateTime.Now to get the current time, is this simulated in a backtest to be the correct time for the current bar?

Thanks

[NinjaTrader_Ray]

No since DateTime.Now is a .NET property, NT has no wrapper logic around that. If you want relative time you need to access Time[0] which gives you bar time.

[shodson]

Is the reverse also true? If I use Time[0] in my strategy will it not work, and I should use DateTime.Now instead? For example, if I don't want to allow trading after 11:30am, should I check that ToTime(Time[0]) <= 113000 or ToTime(DateTime.Now) <= 113000 in my strategy when trading it live? If so, then we have to do something like

if (Historical)
    allowTrading = ToTime(Time[0]) >= 60000 && ToTime(Time[0]) <= 113000;
else
    allowTrading = ToTime(DateTime.Now) >= 60000 && ToTime(DateTime.Now) <= 113000;

????

[NinjaTrader_RyanM1]

Hello Shodson,

They refer to different things and how you use will depend on what you want to express.

Time[0] refers to the time stamp of a bar. It is the time that the bar has ended or is projected to end.

DateTime.Now will capture your system clock at the moment of time the code is processed.

[RolfTheus]

Strategy Tester and Historical Trading when startíng a strategy

Hallo,
I use this Now Object in my Stratgey (see below). It works fine on Replay Data when connected to "Market Replay Connection" . But it doesn't work in StrategyAnalyser and on historical data when starting my strategy in the chart.


What can i do? Is there a special Provider to use?

Thank you.


private DateTime Now
{
get
{
try
{

DateTime now =
( Bars.MarketData.Connection.Options.Provider == Cbi.Provider.Replay
? Bars.MarketData.Connection.Now : DateTime.Now);

return now;
}
catch( Exception e)
{
Print( headString2 + "ERROR Now Exception: " + e);
return DateTime.Now;
}
}
}

[koganam]

Hallo,
I use this Now Object in my Stratgey (see below). It works fine on Replay Data when connected to "Market Replay Connection" . But it doesn't work in StrategyAnalyser and on historical data when starting my strategy in the chart.


What can i do? Is there a special Provider to use?

Thank you.


private DateTime Now
{
get
{
try
{

DateTime now =
( Bars.MarketData.Connection.Options.Provider == Cbi.Provider.Replay
? Bars.MarketData.Connection.Now : DateTime.Now);

return now;
}
catch( Exception e)
{
Print( headString2 + "ERROR Now Exception: " + e);
return DateTime.Now;
}
}
}

if (Bars.MarketData.Connection.Options.Provider.ToString() != null){//...}

[RolfTheus]

Thank You,

ok, you mean to avoid the exception catching. But I mean, i don't get a Date-Object with the historical Date. I only get the DateTime.Now Object but on historical Data I need the historical Time in my strategy when i test in strategyanalyzer or in the chart, when historical Data are processed. I.E., I dont want trades after 5:00 p.m., not today 5:00 p.m. but on 10.8.2015 5:00 p.m.



Thank You.

[NinjaTrader_PaulH]

Hello RolfTheus,

Thanks for your post.

You can use the bar time to accomplish your goal.

if (ToTime(Time[0] >= Time ((17, 0, 0))

[RolfTheus]

Thank You,
ok 5:00 p.m. was only an example.

Ok, you mean, there is no other possible way to get accurate historical time during strategy testing or historical data processing because i need nanoseconds to make accurate time based decisions?

Thank You

[koganam]

Thank You,

ok, you mean to avoid the exception catching. But I mean, i don't get a Date-Object with the historical Date. I only get the DateTime.Now Object but on historical Data I need the historical Time in my strategy when i test in strategyanalyzer or in the chart, when historical Data are processed. I.E., I dont want trades after 5:00 p.m., not today 5:00 p.m. but on 10.8.2015 5:00 p.m.



Thank You.

No, you can try to catch an exception. Your line checks only one provider. I simply gave you the syntax to check that there IS a provider from whom you can get the time, or else get the system time.

[RolfTheus]

Thank you,

a better solution is:

if (Bars.MarketData.Connection.Options.Provider != null){//...}

because i got the exception, when i try

if (Bars.MarketData.Connection.Options.Provider.ToStr ing() != null){//...}

because the Provider is null

Thank You