Session Manager

[pstrusi]

Hi Ninjas,

I´m a forex trader and I´m backtesting some models. One of them needs to analize separately day by day ( for indicators evaluation purpose ) but the problem is with the session manager.
As you know a complete forex day goes from 17:15 till 17:00 next day, for those backtesting I choose the right forex session but whenever I observe trades done, I can see there are trades for 2 days continued. For example I want to backtesting for Aug 16, then I have trades from 17:00 Aug-15 (that´s correct) until 17:00 Aug 17 ( it should have been just till Aug 16)

why? and how can I solve this?

Thanks

[NinjaTrader_Joydeep]

Hello pstrusi,
Thanks for your note.

To assist you further may I know have you set Exit on close to true or false.

If you try backtesting the SampleMACrossover strategy that comes with NinjaTrader then are you able to replicate the scenario. If so then can you please upload a screenshot of the strategy settings and also the session template you are using while backtesting it.

I look forward to assisting you further.

[pstrusi]

Exit on Close is set to True

Here you have a screenshot of the backtesting, I set dates from Aug 16 till Aug16. Trades for that session were from Aug 16 00:19 untill Aug 17 16:59:56

[IMG]C:\Users\Pier Strusi\Desktop\Screenshot.jpg[/IMG]

A tricky situation

[NinjaTrader_Joydeep]

Hello pstrusi,
Unfortunately the screenshot it not uploaded properly. Can you please upload it again.

[pstrusi]

It has to be done through direct mail cause this forum doesn´t allow to load it, to [email protected], Attn. who?

[pstrusi]

Nevermind Joydeep, what I gonna do is to create a new session which it´ll go from 00:00 hrs till 23:59:59, maybe like this I could get some logic in the backtesting.

Thanks anyway