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Quotes in chart/strategy are wrong (and not the same as in the db)

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    Quotes in chart/strategy are wrong (and not the same as in the db)

    Hello

    I just encountered a very unpleasant thing. I backtested a strategy with the same parameters as 2 weeks ago and ended up with different results. I started to investigate and found out, that the quotes (open,high,low,close) are wrong! I double checked in the chart and in the historical data manager. And indeed: The quotes in the historical data manger are *correct*, but the quotes taken in the chart or strategy analyzer are "moved" by 1 day! How can this be?
    Please find enclosed a screenshot. As you can see I have these values for the DAX on 30.06.2010:
    Historical Data Manager: Open:6882.94 / Close: 6882.44 --> as on yahoo website
    Chart: Open: 7055.42 / Close: 6881.94
    As you can see, these values are the quotes from 29.6.2010!

    Looking at that, I worry now where else the data was/is wrong and I come to wrong conclusions.

    Note: I discovered this in NT 6.5. I decided then to move to NT 7.0 and installed it. The screenshots are from 7.0 taken
    Attached Files

    #2
    Beauregard, you likely run into limitations with the timestamps used - which time zone is your computer setup in and which session template did you select for the charts / backtesting in the SA?

    Thanks,
    BertrandNinjaTrader Customer Service

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      #3
      My timezone is Central Europe Time +1 hour.
      the session template is:<use instrument settings>
      In the instrument it is: Default 24/7

      Comment


        #4
        Addition:
        1. I tested by changing the timezone in the "24/7" template to European +1. No change
        2. I work only with EOD Data. From this point of view it does not make sense, that timezone has any influence

        Could you please indicate what to do/test?

        Comment


          #5
          Beauregard, this is unfortunately expected when using a 24 hrs template on daily charts - since if you're using the Default 24/7 template, the current bars timestamp for the daily bar would be 12:00am, which then is associated on the next days date - please try with a non 24 hrs template instead, such as the US Equities RTH one.
          BertrandNinjaTrader Customer Service

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            #6
            thanks this helped (after deleting historical data, restart NT, import historical data again).
            happy that there was a simple reason for the problem

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