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Strategy analyzer - spurious results outside trading hours

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    Strategy analyzer - spurious results outside trading hours

    I'm running the strategy analyzer on MA crossover using Instrument Settings for the trading hours.

    The results show a huge spike at 6am (see image attached). 6am here in Australia is 10pm in Germany, which apparently is 'Post-Trading Full-Period' (according to the Eurex site - https://www.eurexchange.com/exchange...80?frag=243686).

    However, with my chart set to 24/5, the timeline at the bottom stops at 6.06am Australia (10.06pm Germany) and restarts at 10.16am Australia (2.16am Germany).

    So - it looks like NT won't actually let me trade between 10pm - 2.15am Germany time, even though the exchange apparently allows it. Is this a bug in the strategy analyzer, or just the trading hours supported by NT, or am I setting something up wrong?




    #2
    with the trading hours set to 'Eurex equity index futures' it shows spikes at 4am - 6.30am (8pm - 10.30pm Germany).

    Comment


      #3
      Hello 3lliot,

      Thanks for your posts.

      You should be able to use the trading hours template of "Eurex German Equity Extended".

      Paul H.NinjaTrader Customer Service

      Comment


        #4
        Tried that - I still get a bunch of winning trades between 6am and 8am.

        Presumably the strategy analyser uses local time?

        Comment


          #5
          Hello 3lliot,

          Thanks for your reply.

          The strategy analyzer would use the time/timezone that your PC is set to. Please confirm the time zone you are using in NinjaTrader as found in Tools>Options>General "time zone" and advise if this matches what your PC clock timezone is set to.

          What specific instrument9s0 are you testing with?

          Paul H.NinjaTrader Customer Service

          Comment


            #6
            UTC +10 (Sydney)

            I'm testing with FESX.

            Comment


              #7
              Hello 3lliot ,

              Thanks for your reply.

              Please post a screenshot of the strategy analyzer settings you are using so I can try to replicate.

              Thank-you.
              Paul H.NinjaTrader Customer Service

              Comment


                #8
                Hello 3lliot,

                In reviewing the trading hours of the exchange for FESX in the link you provided, the FESX total (pre/post) trading time is from 1:00 AM to 10:30 PM CET. If I have converted correctly this would show on your end (Sydney) as 10:00 AM to 7:00 AM of the next day. Based on that you would not be able to trade the FESX from 6:00 AM to 9:59 AM Sydney time.


                Paul H.NinjaTrader Customer Service

                Comment

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