Can 15-Minute Bar Backtest bars start on 7:20AM Session Start instead of 7:15 AM?

[ChiTrader2000]

Hello,

When backtesting a 15 minute bar strategy on a contract that opens at 7:20 AM, I noticed that that the first 15 minute bar starts at 7:15 AM each day instead of starting at 7:20 on the open, making the first 15 minute bar only a 10 minute bar.

Is there any way I can get my 15 minute bar backtest bars to start on the open, at 7:20 AM, so that the first 15 minute bar is made up of the first 15 minutes of market activity after the Session Open?

Thanks in advance,

ChiTrader2000

[NinjaTrader_Bertrand]

Hi ChiTrader2000, which market are you referring to? NinjaTrader will always use the closing time to stamp the bar.

[ChiTrader2000]

Hello NinjaTrader_Bertrand,

One example of a market I am having a problem with is CME Live Cattle, which opens at 9:05.

When backtesting as well as charting CME Live Cattle with 15 minute bars, the first bar ends at 9:15 and contains only 10 minutes of data.

I would like the first 15 minute bar in a CME Live Cattle back test to contain a full 15 minutes of data, starting from 9:05 and ending at 9:20.

Is this possible in Ninja Trader?

Thank you very much for the help!

ChiTrader2000

[NinjaTrader_Bertrand]

Hi ChiTrader2000, you are welcome. I would also expect a bar from 9:05 to 9:20 but I will test this on my end. Which datafeed or broker are you on? Please also sync up your PC clock time and see if that makes any difference in your chars. Thanks!

[ChiTrader2000]

Hello NinjaTrader_Bertrand,

Thank you very much for your information and your time.

I have figured out that my problem was that I wasn't setting the "Session begins (local time)" and "Session ends (local time)" values in the backtest dialog box.

Once I did this, the 15 minute bar started at the open time, and ended 15 minutes later, as I desired. This is perfect.

Thank you once again for the help!

ChiTrader2000

[NinjaTrader_Bertrand]

Hi ChiTrader2000, you are welcome - great you got it figured out.