session templates and first bar of session

[NinjaTrader_JoshP]

dave1992,

It is very simple. Whatever you get printed is in relation to the session template, the BarsRequired setting, and the actual data. If you have BarsRequired set to 20, it will require 20 bars.

US Equities RTH
12/7/2009 9:31:00 AM <- First bar on chart
12/8/2009 9:31:00 AM
12/9/2009 9:31:00 AM
12/10/2009 9:31:00 AM

Default 24/5
12/7/2009 12:01:00 AM <- Again, first bar on chart.
12/8/2009 12:01:00 AM
12/9/2009 12:01:00 AM
12/10/2009 12:01:00 AM

[dave1992]

Josh, we've dealt with barsreq, it is irrelevent to my last point.

I'll rephrase, all in ET:

- set barsreq = 0
- start strat at Tuesday 1am ET
- with instrument default session (i.e. 2am ET start) your first bar update is indeed that day at 2am
- with default 24/5 (i.e. start 00:00 ET) your first bar is the previous day 2am

So, it seems obvious that 00:00 ET Tues is not the start - in fact it is 00:00 ET Mon. My only question is, why does default 24/5 work like that - it seems counter intuitive.

regards
Dave

[NinjaTrader_JoshP]

dave1992,

No. When you use 24/5 it gives you session start on the first bar of your session in relation to midnight.

Furthermore, running it on my end I get exact same prints for both session templates because my data set is exactly the same regardless of which session template is applied.

12/2/2009 12:02:00 AM
12/3/2009 12:02:00 AM
12/4/2009 12:02:00 AM
12/7/2009 12:02:00 AM
12/8/2009 12:02:00 AM

If you wish to pursue this further please send in your exact data set so we do not need to guess as to what exactly you are seeing on your end and can give you an exact analysis based on your exact setup.

[dave1992]

OK, to save us both the work, let's just leave it.