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What session template should be used when trying to replicate 6.5

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    What session template should be used when trying to replicate 6.5

    I trade the 6E (Euro-USD) future on the CME.

    I am trying to replicate my systems results that I see in 6.5 in 7 as well. There are differences - so I decided that I will use a built in system (sampleMAcross) to understand the differences.

    I think this is related to the new session manager -
    The default sessions associated with 6E is CME FX futures RTH.

    I thought that the CME FX futures ETH session template will be in effect the same as what I use in 6.5 with exclude weekends = false.

    My current problem is: If I test sampleMAcross (all default values) on 6e 06-10 from 2010/03/16 to 2010/05/07 on a 15 minutes chart I get the following:
    CME FX futures ETH - 152 trades
    Default 24/7 - 157 trades

    There are of course other differences in the results but I am highlighting the number of trades to make the point. Please explain why there is a difference.

    The aspect about this worries me the most is that when I do the above in NT6.5 the system only trades 108 times.

    Please tell me what I should do to see that a system that comes with both NT6.5 and NT7 (sampleMAcross) provides exactly the same results.

    #2
    Hi verge,

    Thank you for your post.

    Within NinjaTrader 6.5 when you have your Session begins and ends time set to 12:00 AM this will be based off of your Local PC clock. Within NinjaTrader 7 Default 24/7 will be based off of EST as apposed to the Local PC which may result in different results due to the time differences.

    Please let me know if I may be of further assistance.
    Christopher J.NinjaTrader Customer Service

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      #3
      Why the differences in 7 then

      Hi Christopher

      I will investigate this further to understand the differences between 6.5 and 7 - but I do not think it explains the differences between CME FX futures ETH and Default 24/7

      Comment


        #4
        The Session Template CME FX Futures ETH uses times of 5:00 PM to 4:00 PM and Default 24/7 uses 12:00 AM to 12:00 AM.
        Christopher J.NinjaTrader Customer Service

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