I've been trading actively with different strategies in the past month, and I noticed that the execution time reported under the Account Performance -> Execution tab (real trading) is different from the execution time reported under the Strategy Analyzer -> Execution tab (back testing). The trades entry/exit are basically the same, however I noticed that the in back-testing (Strategy Analyzer) all trades execution is reported 2 hours later. I suspect this might be due to some kind of setting . I would very much appreciate advise on how to sinc the Strategy Analyzer to the right time, as I am using often time exits, and I am afraid that the results I currently see might be in error. Thanks
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Time Discrepancy Strategy Analyzer Execution
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Time Discrepancy Strategy Analyzer Execution
Hi NT Support,
I've been trading actively with different strategies in the past month, and I noticed that the execution time reported under the Account Performance -> Execution tab (real trading) is different from the execution time reported under the Strategy Analyzer -> Execution tab (back testing). The trades entry/exit are basically the same, however I noticed that the in back-testing (Strategy Analyzer) all trades execution is reported 2 hours later. I suspect this might be due to some kind of setting . I would very much appreciate advise on how to sinc the Strategy Analyzer to the right time, as I am using often time exits, and I am afraid that the results I currently see might be in error. ThanksTags: None
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The times for different historical trades are reported based on the system's computer clock and they way the data was imported.
There are some different possibilities for why your live results could be different from your historical: http://www.ninjatrader.com/support/h...ime_vs_bac.htm
Please use the steps below to change your Time Zone and sync the PC clock, note to set the server to time.nist.gov.
You can sync your PC clock by double clicking on the clock in the lower right corner of your desktop. Press 'Change time zone...' Set the Time zone and press 'OK'.
Once you have done that, click on Internet Time tab set the server to time.nist.gov and then click Update. Your PC clock should now be updated.
Without understanding how the script works it's hard for me to answer this question. If the trades were simply shifted 2 hours my guess would be that the historical data you ran the test over was saved on a different time zone setting. Reloading the historical data may resolve this.LanceNinjaTrader Customer Service
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Originally posted by NinjaTrader_Lance View PostThe times for different historical trades are reported based on the system's computer clock and they way the data was imported.
There are some different possibilities for why your live results could be different from your historical: http://www.ninjatrader.com/support/h...ime_vs_bac.htm
Please use the steps below to change your Time Zone and sync the PC clock, note to set the server to time.nist.gov.
You can sync your PC clock by double clicking on the clock in the lower right corner of your desktop. Press 'Change time zone...' Set the Time zone and press 'OK'.
Once you have done that, click on Internet Time tab set the server to time.nist.gov and then click Update. Your PC clock should now be updated.
Without understanding how the script works it's hard for me to answer this question. If the trades were simply shifted 2 hours my guess would be that the historical data you ran the test over was saved on a different time zone setting. Reloading the historical data may resolve this.
Thanks,
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Originally posted by NinjaTrader_Matthew View PostThe Internet Tab isn't in NinjaTrader, this is from your computers PC date and time settings. You can obtain this clicking on your clock in the bottom right hand of your monitor.
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Hi, I've sync the clock as described below, rebooted the machine and have run the strategy for 3 days. However, i still notice time discrepancy between execution in Strategy Analyzer (back testing) and real time execution. To be precise, there is 1 hour delay in the execution reported in the Strategy Analyzer tab. I've double checked on charts, and it appears that the real time account performance execution tab is the one reporting faulty data, basically it is as if the clock is set 1 hour late. Has anybody encountered this issue and knows how to help me to solve this? Thanks for your time
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Originally posted by sburtt View PostHi, I've sync the clock as described below, rebooted the machine and have run the strategy for 3 days. However, i still notice time discrepancy between execution in Strategy Analyzer (back testing) and real time execution. To be precise, there is 1 hour delay in the execution reported in the Strategy Analyzer tab. I've double checked on charts, and it appears that the real time account performance execution tab is the one reporting faulty data, basically it is as if the clock is set 1 hour late. Has anybody encountered this issue and knows how to help me to solve this? Thanks for your time
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Originally posted by sburtt View PostHi, I've sync the clock as described below, rebooted the machine and have run the strategy for 3 days. However, i still notice time discrepancy between execution in Strategy Analyzer (back testing) and real time execution. To be precise, there is 1 hour delay in the execution reported in the Strategy Analyzer tab. I've double checked on charts, and it appears that the real time account performance execution tab is the one reporting faulty data, basically it is as if the clock is set 1 hour late. Has anybody encountered this issue and knows how to help me to solve this? Thanks for your time
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Originally posted by NinjaTrader_Lance View PostAre you able to replicate this with the SampleMACrossOver Strategy?
If so, What strategy settings did you use?
What instrument is traded on?
What period is used?
What time span is used?
Is this only with market replay?
Are you able to replicate this with the SampleMACrossOver Strategy? Haven't tried but I would guess it's same
If so, What strategy settings did you use? very similar to MACrossOver
What instrument is traded on? Currencies, EURUSD, EURJPY
What period is used? 60 minute data series
What time span is used? Not sure what you mean
Is this only with market replay? No, it's real time trading, not paper trading
Sincerely, I am not sure how these answers could help, it is rather a NT and/or PC setting relative to time I think
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Originally posted by koganam View PostIt seems that your timezone information is wrong then. What version of Windows are you using?
Basically what I see is that back testing results in Strategy Analyzer are correct in execution time (GMT), whilst real time trading is reporting executions of trades 1 hour in advanced, as if the internal clock is set to (GMT -1). Basically if I enter a trade at 1pm, the execution tab is reporting 12am.
Very weird.
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Originally posted by NinjaTrader_Lance View PostHello,
Have you run and installed the latest windows updates? There have been time zone setting changes that might not have been installed.
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