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How to backbest with market hours data only?

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    How to backbest with market hours data only?

    Hi, Ninja Support,

    I have a question for backtest and optimize timeframe, the Strategy Analyzer timeframe only gives session begins/ends with local time, is there anyway to choose Exchange time? or is there anyway to have a checkbox for market hours session? Due to day light saving time switch, using local time may cause confusions.

    This is try to filter out pre-market/post market noise for more accurate beacktest results

    Thanks.

    #2
    emcdowe, welcome to our forums - you would either need to set the session begin / end times as needed expressed in your local set PC time zone, or code time filter rules directly in the strategy code like shown here -



    NinjaTrader 7 will feature a Session Manager for working with predefined and custom session time templates - http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html
    BertrandNinjaTrader Customer Service

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