end of sessiom

[assik]

Hi,

I built a strategy and I found that some of the trades show losses because it got to the end of session.
it's affecting my percent profitable.
is there a way for a trade that got to this point wont effect the result?

thanks, assi

[NinjaTrader_PaulH]

Hello assik,

Thanks for your post and welcome to the NinjaTrader forums!

If you have funds that can support trading through the end of session (IE: overnight margin) then you can disable the exit on session close parameter found in the Properties of the strategy. Please test this on your sim101 account.

Alternatively, if you only want to trade intraday, you may want to establish a trading time filter that only allows you to place trades in a specified time period and then add logic to exit your last trade before the end of the session.

[assik]

hi paul,
I disable the exit on session but the problem remains.
The end of session accord at the end date (last day), so if the trade still open then it's closed at the last day of the date.

is it fixable?

thanks, assi

[NinjaTrader_PaulH]

Hello assik,

Thanks for your reply.

If you are using the strategy analyzer then that would be the expected result that the last trade is closed at the end of the data so that the analyzer can analyze on complete trades.

[assik]

ok.
is there a way to put out those trade so it wont effect my statistic?

thanks, assi

[NinjaTrader_PaulH]

Hello assik,

Thanks for your reply.

I just want to confirm that we are talking about 1 (last) trade in the strategy analyzer, is that correct?

[assik]

Yes, the last trade for the stocks, it can be more than one stock at the last day.

[NinjaTrader_PaulH]

Hello assik,

Thanks for your reply and confirmation that we are talking about the same thing.

There would be no means to "put out" those end of session trades in the analyzer.

You could code your strategy to not place those trades that coincide with the last day of the analysis but you would have to configure your strategy to manually input that date.

I will create a feature request to request that we provide the ability to disregard the last trade from the analysis. A feature request does not mean that it would be implemented and is used to track user interest in a feature. If the feature request already exists your vote will be added to it.

I will update this thread when I have further information on the feature request,

[assik]

Hi

Thanks for your replays, i appriciat the time you took for your answers.

You are the best!

Assi

[NinjaTrader_PaulH]

Hello assik,

Just to follow-up.

Your vote was added to the existing feature request assigned as SFT-2051, " Strategy Analyzer to not include backtest result for last trade".

Thank-you for your interest to improve NinjaTrader.

[assik]

Hi,

Thanks for the follow-up.
I make sure that the last trade wont be applayed after the 1.3, while the end Date is 21.3.

It's showed better results, It's jump from 54% to almost 70%.

Thank you for the attention.