Time Frame For Optimization Question?

[ChuckAllen]

I asked to run an optimization from 4/26/2010 To 4/30/2010.
4/30/2010's data and trades were not included.

Should the 'To' date be included in the results?

Also, It would be nice to display the Last Date under the final column when the Graph is displayed. This optimization graph only displayed 4/26, 4/27, and 4/28. 4/29 should be displayed under the last column to the right.

[NinjaTrader_JoshP]

Thanks. We will look into it.

[NinjaTrader_JoshP]

ChuckAllen,

Thank you for the report. We have addressed it in the next beta version. Thanks.

[FatCanary]

I'm guessing this is the same issue. I've had a similar problem during backtesting where I've put in 5/5/2010 to 5/5/2010 and it's given me results for 5/5/2010 and 5/6/2010 when I only wanted the result for one day.

[NinjaTrader_JoshP]

FatCanary,

That sounds different to me. The issue on this one was when you tried to run a backtest on Saturday on a session template that does not contain a definition for Saturday, it would drop the prior session from the test.

For yours it sounds like you may live in a timezone that simply crosses 5/5 and 5/6 though. When you say you want to test 5/5 it will test the session definition of of 5/5. If that crosses into 5/6 it will be included as well.

[FatCanary]

Josh

I can't get my head round that one :-)

I'm using Nymex Metals / Energy ETH based upon EST and I'm in the UK. Would that cause the inclusion of both dates? If so how can I get results for just one day?

EDIT: just tried 5/3/2010 to 5/4/2010 and got 5/5/2010 as well. How do I get rid of the 'extra' day?

[NinjaTrader_JoshP]

FatCanary,

Yes, your timezone would cross over into two days in relation to that session template in the EST.

Easiest way to see this is just open up a chart with your session template and see where the session break line is. If the session break creates sessions that contain two dates, then that is what you are seeing on your trades.

If you truly want just one date you would need to create a new session template in your timezone (GMT) and then just place the session breaks on midnight local GMT time.

[FatCanary]

I do get two dates in one session as the session break occurs at 2300 GMT.

Thanks for explaining why I get an extra date when backtesting.