Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

BackTest Time Frame

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    BackTest Time Frame

    I trying to BackTest 1 day and can only backtest 2 days. Why is that? I am putting From 2/11/2011 to 2/11/2011, 1 day, but NinjaTrader gives me From 2/10/2011 to 2/11/2011. How can I backtest only 1 day?
    Thanks

    #2
    Hello,

    THanks for your note.

    What time frame and instrument are you doing this on?

    Also what data feed provider are you connected too?
    BrettNinjaTrader Product Management

    Comment


      #3
      CL 1 min ZenFire

      Comment


        #4
        Hello,

        This is determained by your session template.

        What session template are you using. You will need to use a session template that is like the Default 24/7 session template that doesnt end at the end of trading for example instead ends at Midnight. However for the Default 24/7 to work 100 percent as you epect you would need to chang the session template to your time zone so that no time offset occurs.



        Let me know if I can be of further assistance.
        BrettNinjaTrader Product Management

        Comment


          #5
          I am using Default 24/7 and it is set to EST and I live in Florida.
          CL 1 min ZenFire
          Now What?

          Comment


            #6
            Hello,

            Can you please give me the EXACT start time and date and end time and date please.

            I look forward to assisting you further.
            BrettNinjaTrader Product Management

            Comment


              #7
              Session Template is Default 24/7 so it should start at 00:00 on 2/11/2011 and ends at 17:15 2/11/2011, (Friday) but the backtest brings back data from 00:00 on 2/10/2011 and ends at 17:15 2/11/2011, 2 days not 1 day.

              Comment


                #8
                Hello,

                Was able to duplicate when I use your exact day.

                I used the 14th for today and when you use 2/14/2010 as the test date it works correctly which is what I originally saw.

                When using your date this occurs. I'm checking into development to see why this is the case.

                Thanks for your patience.
                BrettNinjaTrader Product Management

                Comment


                  #9
                  Thank you for your acknowledgement that there is a problem. Let me know if there is a work-around..
                  thanks

                  Comment


                    #10
                    Hello,

                    I have checked into development and this occurs due to the Default 24/7 session template.

                    Here is the information I got back from development:

                    When we request a bar series, we do that:
                    - including the session, which spans into 'from'-date
                    - including the session, which spans out from 'to'-date

                    in that very special case below, the minute session starting at 02/10/11 12:00 AM spans to 02/11/11 12:00 AM, which is the first timestamp of the from-date. And for that is according to our definition included into the request.

                    Therefor this is expected with the Default 24/7 session template. If you would like this not to occur you would need to use an ETH(Extended trading hours) template for example.

                    Let me know if I can be of further assistance.
                    BrettNinjaTrader Product Management

                    Comment


                      #11
                      "Starting at 02/10/11 12:00 AM" shouldn't even exist when you are setting "From" 02/11/2011 to 02/11/2011. This is really flawed! You guys are over complicating it. It should be From 0001 02/11/2011 to 2400 02/11/2011.

                      Comment


                        #12
                        Hello,

                        Heres the non complicated version.

                        To get this to work as you expect, Do not use the Default 24/7 session template. If you backtesting CL use the Nymex Metals/Energy ETH session template.

                        Let me know if I can be of further assistance.
                        BrettNinjaTrader Product Management

                        Comment

                        Latest Posts

                        Collapse

                        Topics Statistics Last Post
                        Started by Geovanny Suaza, 02-11-2026, 06:32 PM
                        0 responses
                        652 views
                        0 likes
                        Last Post Geovanny Suaza  
                        Started by Geovanny Suaza, 02-11-2026, 05:51 PM
                        0 responses
                        370 views
                        1 like
                        Last Post Geovanny Suaza  
                        Started by Mindset, 02-09-2026, 11:44 AM
                        0 responses
                        109 views
                        0 likes
                        Last Post Mindset
                        by Mindset
                         
                        Started by Geovanny Suaza, 02-02-2026, 12:30 PM
                        0 responses
                        574 views
                        1 like
                        Last Post Geovanny Suaza  
                        Started by RFrosty, 01-28-2026, 06:49 PM
                        0 responses
                        577 views
                        1 like
                        Last Post RFrosty
                        by RFrosty
                         
                        Working...
                        X