Historical Data

[Bmatarese]

I am analyzing strategy performance on historical data and am looking for the most effective sessions to run my strategy. When I run my strategy on the CME INDEX ETH data series I am getting identical results to the <Use instrument settings> data series. Is there any way to only analyze data from the ETH? thanks

[NinjaTrader_ChrisL]

Hi Bmatarese, thanks for your question.

I think in your last question you meant to say RTH? To see data in regular trading hours set the session template to CME US Index Futures RTH.

Please let me know if this did not resolve your inquiry.

[Bmatarese]

I actually intended ETH. Why would this data series givce me the same results as the default instrument settings as opposed to only data from ETH. The RTH data series works fine

[NinjaTrader_Jim]

Hello Bmatarese,

ETH trading hours templates are default in NinjaTrader 8. You can check the Control Center's Tools > Trading Hours window to check different Trading Hours and you can check the Control Center's Tools > Instruments menu to look up an instrument and see what the default Trading Hours template is for that instrument.

You can test with different Trading Hours templates in the Strategy Analyzer and this will change the primary data series that the strategy runs on. The trades taken by the strategy will still be dependent on the strategy's logic. After running your backtest, you can switch to the Chart Display and you can observe the different data series being used to drive the strategy To break down why a strategy has taken certain actions, you can add debugging prints to see why the trade signals would have fired.

Debugging tips - https://ninjatrader.com/support/help...script_cod.htm

We look forward to assisting.