Setting a reliable session manager

[pstrusi]

Hi Ninjas,

A couple days ago I posted about the same issue but since I couldn´t solve it the decided to set a new complete 00:00 - 23:25.59 full day session. The problem is that my backtestings fail often with one cause I think this schedule is not the natural of Forex, it should be go from 17:15 till 17:00 next day as it goes the market.

The problem with this is the same, despite this natural session is correctly set on the session manager, when I check the trades evaluated in the backtesting it always includes trades after the longer limit and continues, I mean: I evaluated day by day, but for each one of them the trades of those backtesting doesn´t stick within a one days session. For example I want to backtesting for Aug 15, so the trades should be from 17:00 Aug-15 until 17:00 Aug 16, instead I got trades till Aug 17. why? and how can I solve this?

I set the "exit on close" obviously but still

Thanks

[NinjaTrader_Brett]

Hello,

Thanks for the note.

When using session templates that are 24 hrs with times cross multiple days (e.g. FOREX session template), it is expected that doing things like backtests will include trades from seemingly the date before and the date after. This is because those dates are required to get the full trading session as defined by the session template.

Now by setting the session template as you did should reduce this from occuring, however what did you set for the time zone for that session template? It needs to match your local PC time zone as NinjaTrader will adjust the times in what you set in the session manager by the difference from your local PC time zone and the time zone specified in the session manager. This would need to match your local PC session.

-Brett

[pstrusi]

Yes I´ve set previously the time zone accordingly to that session but still. The ideal would be that NT includes trades necesary to calculate but not to includes active trades in backtesting results in order to show a reliable daily result.

Thanks for your attention and the note

[NinjaTrader_Brett]

Thanks for the feedback.

-Brett