Strategy analyzer result shows 1 day more than setting

[er111222]

I am running a strategy analyzer on 1 to 3 days, however the result always gives one more day than the setting day range. Would you have a stock answer for that?

[NinjaTrader_Bertrand]

For which instruments / sessions do you see this? The SA would not pick a session apart if this would run overnight, but it would always use the complete session info.

[er111222]

ES, from 12 am to 3:15pm

[NinjaTrader_Bertrand]

In which timezone is the template and your PC setup then?

I tested with this custom template here and was unable to reproduce - the testing range setting was exactly used by the SA. However I'm not 100% clear what you mean by 'I am running a strategy analyzer on 1 to 3 days'. Do you optimize the data series as well?

Thanks,

[er111222]

My PC time zone is Chicago time runs fine with the strategy. It seems to produce just the right range in the first run of the strategy backtest, however if runs a few times around the days one or two days back and forth, then the performance result will get one more day. I tested 19 April, then 18-19 April, then 19-20 April ...then test 19th April again. This is the time the error comes out; it will produce 19th and 20th performance result.

[NinjaTrader_Bertrand]

Thanks, is this reproducible for you with the SampleMACrossover strategy from us?

I just tried here and was not successful in seeing the discrepancy you noted on your end.

Thanks,

[er111222]

I have tried to reproduce in SampleSMACross for April 19, it works OK. Then 18th and 19th, this time it gave a bit of 17th and the 20th result. Attached is the snap shot of the result.

[er111222]

when liberal is selected from historical fill processing it will give one more day result......Test again it's not the reason..still working on it

[NinjaTrader_Bertrand]

Thanks for the updates, but now you're testing this setup with a different session template correct?

[er111222]

Yes, the same session. Can you re-produce the same error with sampleMACrossOver? I am still getting the same issue in my side with my other strategy as well. Try to run a few times with 1 - 3 days range.

[NinjaTrader_Bertrand]

Ok, to clarify - previously you tested on a session not going across midnight and now I see the CME ETH template selected in your backtesting trials > this would be across midnight and as such what saw could happen, as NT would not part your session > it would always include the complete session in the reported results. Could this the explanation for the behavior you saw?

Thanks,

[er111222]

Yes, RTH has no problem...only when set to ETH.

I have time set to

if (ToTime(Time[0]) >= 00000 && ToTime(Time[0]) <= 151400)

How could I get one day result in this time range?

[NinjaTrader_Bertrand]

Thanks, the time filter would only influence which trade entries you see, as it filters the conditions in your OnBarUpdate(), the ETH session template though per default goes across midnight, so you would need to create yourself a custom template here in our Session Manager (under the Tools menu in the NT Control Center).

[er111222]

That should do the trick, will try that thank you!

[NinjaTrader_Bertrand]

You're welcome, just ensure that you don't have one that spans across midnight.