Day session template

[saltminer]

Hi guys,
on a chart set to a DAY timeframe, there is the opportunity to change the Session Template. Changing it certainly provides different results in the bars plotted and results obtained from a Strategy.

In the Strategy Analyzer, there is no Session Template for DAY. It shows for other timeframes but disappears when set to DAY.

So what Session Template is the Strategy Analyzer using? I need to be able to match the Strategy Analyzer to what I am seeing on the chart.

Thanks,
saltminer

[NinjaTrader_Bertrand]

saltminer, it would use the instrument's default template as set in the Instrument Manager.

[saltminer]

Hi,
ok,
BUT, I am unable to reproduce identical results on a consistent basis in Charts versus the Strategy Analyzer, because of two separate (erroneous) behaviours in NT.

On a chart, printing out the close prices and times of NYSE stocks;
Bars array [0] is a stock with default template US Equities RTH.
Bars array [1] is a stock with default template 24/7 (created on the fly I think)
Bars array [2] is the same stock from bars array[0] again.

Closes[0][0] on BIP 0 is 102.88 at time 18/01/2011 4:00:00 PM
18/01/2011 4:00:00 PM (0)
Closes[1][0] on BIP 1 is 71.88 at time 19/01/2011 12:00:00 AM
19/01/2011 12:00:00 AM (1)
Closes[2][0] on BIP 2 is 102.88 at time 19/01/2011 12:00:00 AM
19/01/2011 12:00:00 AM (2)

Whereas in the Strategy Analyzer, I get this:

Closes[0][0] on BIP 0 is 102.88 at time 18/01/2011 4:00:00 PM
18/01/2011 4:00:00 PM (0)
Closes[1][0] on BIP 1 is 71.88 at time 18/01/2011 4:00:00 PM
18/01/2011 4:00:00 PM (1)
Closes[2][0] on BIP 2 is 102.88 at time 18/01/2011 4:00:00 PM
18/01/2011 4:00:00 PM (2)

These results are from NT7.0.1.3

Not only are these results different,
(1) on the Chart, the session template of the BarsArray[1] has erroneously changed the template for BarsArray[2] which is the same instrument as BarsArray[0] and should therefore be identical.
(2) the Strategy Analyzer is ignoring the default SessionTemplate of BarsArray[1].

In this example the closing prices are the same, however that won't always be the case if there is after market data available, and certainly would not be the same on globex futures.


Cheers,
saltminer

[NinjaTrader_Austin]

saltminer, unfortunately it is not currently possible to Add() instruments with a certain session template. I'll forward this as a suggestion.

[saltminer]

Thanks Austin.
You may not have seen my edit, as I think you responded just as I was updating with extra info.
I added some data about the difference with how Charts behave with multi timeframe daily data and how the Strategy Analyzer behaves.... this doesn't seem intentional, it seems like a bug to me. (well, two of them.)

Cheers,
saltminer

[NinjaTrader_Austin]

Saltminer, I'll have Bertrand get back to you tomorrow.

[NinjaTrader_Bertrand]

saltminer, in your test example - what do you select for chart's primary series as template to be used?

Thanks,

[saltminer]

Hi Bertrand,
<Use Instrument Settings>

cheers,
Saltminer

[NinjaTrader_Bertrand]

Thanks saltminer, I could test and confirm this reported difference in template used for the additional series, we will look into it.