Overview
The Scheduler lets you define when a FrostMist strategy is allowed to open new positions.
It uses NinjaTrader’s standard Trading Hours templates, so you can create custom trading windows, including multiple sessions during the same day.
The Scheduler affects entries only. It does not close existing positions.
How the Scheduler Works
The Scheduler acts as an entry filter.
When the current time is inside one of the sessions defined in the selected Scheduler template, the strategy is allowed to open new positions.
Outside those sessions, new entries are blocked.
The important point is that the Scheduler does not change the strategy’s data series. Bars outside the Scheduler periods are still available to the strategy and can continue to be used by indicators, calculations, and position management logic.
If a position is already open when a Scheduler session ends, the position remains open and continues to be managed by the strategy.
Trading Hours vs Scheduler
NinjaTrader’s standard Trading Hours setting and the FrostMist Scheduler both use Trading Hours templates, but they affect the strategy in different ways.
Trading Hours determines which market data is included in the strategy’s data series. Bars outside the selected sessions are excluded. This can affect indicator calculations and strategy signals because the strategy is working with a different set of market data.
The Scheduler, on the other hand, does not remove any bars. It only determines when new entries are allowed.
Trading Hours and Scheduler can therefore be used independently or together.
Creating Scheduler and Trading Hours Templates
Both the Scheduler and the strategy’s Trading Hours use the same standard NinjaTrader Trading Hours templates. The same templates can be copied, modified, or created and then selected for either purpose.
To create a custom template:
- Open Control Center → Tools → Trading Hours.
- Find an existing template that matches the market or instrument you trade.
- Make a copy of that template.
- Adjust the sessions in the copy as needed.
- Save the template.
- Select the new template in the appropriate Scheduler or Trading Hours setting.
For example, when trading E-mini index futures, you can start with the standard CME US Index Futures ETH template and modify a copy of it.
A template can contain multiple sessions, so you are not limited to one continuous trading period.
You can also use NinjaTrader’s holiday settings to account for special schedules such as early closes, late opens, or full-day holidays.
Examples
A simple setup could use the full CME futures session as the strategy’s Trading Hours while limiting entries with the Scheduler.
For example:
Trading Hours: CME US Index Futures ETH
Scheduler:
- 9:30 AM – 11:30 AM
- 1:00 PM – 4:00 PM
In this case, the strategy still has access to the full session data, but new positions can only be opened during the two Scheduler periods.
Another setup may intentionally use more restrictive Trading Hours to remove market periods that are not relevant to the strategy, while using the Scheduler to apply an additional entry restriction inside those hours.
Closing Existing Positions
The Scheduler does not force existing positions to close.
If you need an open position to be closed near the end of a trading session, use NinjaTrader’s standard Exit on session close option. This works with the strategy’s Trading Hours session. The Exit on session close seconds setting can be used to specify how many seconds before the session ends the exit should be triggered.
This means entry timing and end-of-session exits can be configured separately.
Schedule
| Parameter | Description |
|---|---|
| Is Enabled | Turns the Scheduler on or off. When disabled, the strategy is not restricted by session template and can run without schedule-based filtering. |
| Trading hours | Defines which NinjaTrader trading hours template the strategy uses. The Scheduler is built on top of NinjaTrader’s standard Trading Hours templates. These templates define one or more trading sessions and are applied by the strategy as its schedule. You can use any existing template available in NinjaTrader, or create your own using NinjaTrader’s standard editor. This makes Scheduler a simple way to control when the strategy is allowed to trade, using the same session templates already used across the platform. |