Hi,
I'm trying to do some back testing and getting very strange results. I think I have found the problem.
The problem appears to be that the settings in the session manager are not being applied to the strategy pricing.
I'm using the Australian SPI futures index. Current contract is SPI 12-1 This has a session template of Mon..Fri 9:50AM..4:30PM which is correct for the Day session.
There is also a Night session. 5:10PM..7:00AM
If I look at a 15min chart, the bars reflect the session times that are predefined in NT7. (Day session) If I change to a 1 Day chart. the bars reflect the 24hr period. Ie All trades Day & Night
When looking in the Instrument manager, the SPI is setup correctly and has the SNFE session applied to it.
In the Strategy Testing and on a plain chart, I have tried overriding the Use session Default and re applying the SNFE session template but this does not work either.
I'm using Ver 7.0.0.23
Neil.
I'm trying to do some back testing and getting very strange results. I think I have found the problem.
The problem appears to be that the settings in the session manager are not being applied to the strategy pricing.
I'm using the Australian SPI futures index. Current contract is SPI 12-1 This has a session template of Mon..Fri 9:50AM..4:30PM which is correct for the Day session.
There is also a Night session. 5:10PM..7:00AM
If I look at a 15min chart, the bars reflect the session times that are predefined in NT7. (Day session) If I change to a 1 Day chart. the bars reflect the 24hr period. Ie All trades Day & Night
When looking in the Instrument manager, the SPI is setup correctly and has the SNFE session applied to it.
In the Strategy Testing and on a plain chart, I have tried overriding the Use session Default and re applying the SNFE session template but this does not work either.
I'm using Ver 7.0.0.23
Neil.
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