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Setting Custom Trading Hours

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    Setting Custom Trading Hours

    Hi, I am using the latest version of NT8. I am trying to set up custom trading hours. They are as follows Monday-Thursday 12AM-11:59PM and Friday 12AM-4PM. But for some reason, the strategy analyzer does not give me any results for any Fridays unless the end time is set to 10pm or later. Any ideas on how to fix this? thanks

    #2
    Hello Bmatarese,

    Thank you for your post.

    Can you please provide a screenshot of your Trading Hours template? Its possible your template isn't configured with End of Day settings correctly or is including a time outside of market hours.


    To send a screenshot with Windows 7 or newer I would recommend using the Windows Snipping Tool.

    Click here for instructions

    Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

    Click here for detailed instruction

    Thank you I'll await your reply.

    Comment


      #3

      Comment


        #4
        Hello Bmatarese,

        Thank you for your screenshot.

        What time zone if your platform set to? (tools > options > general)

        Do you see this same issue when you use the Default 24/7 trading hours template?

        Thank you I'll await your reply.

        Comment


          #5
          It is set to UTC-05:00 Eastern Time. Default 24/7 is not an option for me under Time Zones.

          Comment


            #6
            Hello Bmatarese,

            Thank you for your reply.
            Please note i was referring to the Trading hours setting of your strategy analyzer, not the time zones setting for my second part of my response. Please test with this setting (see screenshot below).

            Click image for larger version

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            Thank you I'll await your reply.

            Comment


              #7
              When it is run using Default 24x7 it includes everyday. Works as it should.

              Comment


                #8
                Hello Bmatarese,

                Thank you for your reply.

                I would recommend using the Default 24/7 trading hours template to accomplish your backtesting as it will divide up by day in the same manner you're trying to do with yourt custom trading hours template.


                Please feel free to write in if you need additional assistance.

                Comment


                  #9
                  So the default 24x5 setting would work fine but I need my data to stop at 4pm on Fridays which will be a different than the time to stop trading that is specified in my strategy. A few extra hours of data every Friday over the course of 100+ Fridays will create a significant difference. Is there no way I can make that happen?

                  Comment


                    #10
                    Hello Bmatarese,

                    Thank you for your reply.

                    You can do this by copying the "Default 24/5" template and then changing the Friday End date to the time you want it to end to. Making sure not to alter any other settings. I've created a short video of those steps below.

                    World's leading screen capture + recorder from Snagit + Screencast by Techsmith. Capture, edit and share professional-quality content seamlessly.



                    Please feel free to write in if you need additional assistance.

                    Comment


                      #11
                      Thanks. I did exactly what you did in the screencast. It still will not recognize any trading day unless it ends at 10pm or later. Here are the results I got when I ran a test using the exact time settings used in the screencast.

                      Comment


                        #12
                        Hello Bmatarese,

                        Thank you for your reply.

                        I've tested this using the Sample MA Crossover strategy and the custom trading hours template i created in my previous video and can see trades occurring on Friday from 6:00am onward.

                        If you test this using the Sample MA Crossover strategy do you still see Friday excluded from your results?

                        Thank you I'll await your reply.

                        Comment


                          #13
                          It does give me Friday trades using SampleMA

                          Comment


                            #14
                            Hello Bmatarese,

                            Thank you for your reply.

                            This would indicate a specific setting in your strategy not the strategy analyzer that is producing these results.

                            Is this a strategy that you created yourself or one that you purchased?

                            Thank you I'll await your reply.

                            Comment


                              #15
                              I created it myself.

                              Comment

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