Strategy: Using a time filter to limit trading hours

[NinjaTrader_Josh]

A common observation many traders have made is that certain hours of the day are more volatile than others. Depending on the trader’s style they may want to trade only during the volatile hours of the day or the less volatile days of the week.

The attached reference sample demonstrates the following key concepts:

• Comparing days of the week
• Comparing the time of day

Important methods and properties used include:

• DayOfWeek
• Time
• ToTime()

Other methods and properties of interest include:

• ToDay()

Import instructions:

1. Download the file contained in this thread to your PC desktop
2. From the Control Center window, select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file