Backtesting-Timeframe-Session Begins/Ends

[maxsys]

I started off using Strategy Analyzer to backtest trading during the busier times of the day. I set Timeframe - Session Begins to 9:30 AM and Session Ends to 10:30 AM, and EnterLong, follow with a dynamic stopLoss.

When I try to code (ToTime(Time[0]) >= 93000 && ToTime(Time[0]) <= 103000) and EnterLong, the behavior is quite different.

How exactly is Session Begins/Ends calculated? Is it in OnBarUpdate, or is it using the Advanced Programming framework?

Thanks.

[NinjaTrader_JoshP]

maxsys,

Not sure I quite follow you. The session begin/end times as defined by the UI is literally which bars time frames to allow the strategy to run on. If you wanted to code an additional time filter within a session definition you would then use those ToTime() checks, otherwise you don't need to if this is already done by your session begin/end times.

[maxsys]

Thanks Josh.

Based on that input, I double checked the Strategy Analyzer Chart and Trade Entry times. I am using Range bars and the Strategy Analyzer data does not match up precisely with the real data. For instance, SA goes Long ZB 12-09 8/14 @ 6:18 @ 116"065. On my chart, the closest bar is 6:25 with a high of 117'030 and a low of 117'000. This test was using 6 Range bars. My older range bar data looks suspicious too.

[NinjaTrader_Bertrand]

maxsys, are you evaluating the same days back setting / chart history in both the SA and the regular charts? This could produce different signals if those are not aligned.