First off, my users have been successfully using Ninja Trader to simultaneously backtest complex strategies on a massive number of contracts from many exchanges in many time zones, and think your product is fantastic.
They are having no problems at all backtesting their strategies on 1 minute bars, but are having a problem simultaneously testing many contracts on 15 minute bars when the contracts have different open times.
They would like the 15 minute bars for the markets that open at 7:20 to start at 7:20 (7:20-7:35, 7:35-7:50, etc.), but they would like the 15 minute bars for the markets that open at 7:15 to start at 7:15 (7:15-7:30, 7:30-7:45, etc.).
They are able to accomplish this for a single contract by setting the "Session begins (local time)" to any time at or before the product's open time as long as the time difference is evenly divisible by 15 minutes (for instance, for the 7:20 contract, 12:20 AM and 1:20 AM work just as well as 7:20AM).
They are also able to simultaneously test all the contracts that open 20 minutes after any hour using this technique.
They would like to be able to simultaneously backtest a bunch of contracts at once, with many different open times (7:02, 7:05, 7:09, 7:10, etc.), and have their 15 minute bar open times all open at the correct session open for each product.
How can they accomplish this?
If they can do this, then they will be able to backtest a 15 minute bar strategy on every contract they have every traded over a period of many years from a single button click! That would be awesome!
Thanks in advance!
ChiTrader2000
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