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bars time shifting on march 8

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    bars time shifting on march 8

    Hi, I'm backtesting a strategy on MES 60min with US Central Time timezone and Rithmic data feed, and I don't know why on 8 march a shift on time happens, and since that date, all bars are shifted by an hour, as you can see from my screenshots.
    I already tried reloading charts data and modifying my pc timezone.
    The comparison was made using tradestation charts data.
    Attached Files

    #2
    Hello giulyko00,

    Thanks for your post.

    What Trading Hours template you you setting the Strategy Analyzer backtest property to use?

    What Time Zone is your NinjaTrader platform set to in the Control Center > Tools > Options > General tab?

    Note that the bar timestamp in NinjaTrader is based on the close of the bar, not the open of the bar. So this means that the 18:00 bar would contain data from 17:00 to 18:00 on a 60-Minute chart.

    Whereas other platforms might generate the bar timestamp at the time of the open of the bar, not the close of a bar.

    We look forward to assisting further.
    Brandon H.NinjaTrader Customer Service

    Comment


      #3
      Hi Brandon, I'm using "<Use instrument settings>" for Trading Hours and (UTC-06:00 - America centrale) as timezone.
      The problem is not that the bar is identified with the close time instead of the open one. The problem is that it seems to me there's an additional shift in time on March 8, and that shift causes my strategy to take wrong trades since that date.

      Comment


        #4
        Hello giulyko00,

        Thanks for your notes.

        Daylight Savings Time occurred on 03/10/2024 so the time changed which is likely why you are seeing a difference in the bar times.

        I have asked the Development team to confirm if the behavior you have reported is the expected behavior.

        Once I hear back from the Development team I will update this forum thread with what the expected behavior is.
        Brandon H.NinjaTrader Customer Service

        Comment


          #5
          Hi, do you have any news?

          Comment


            #6
            Hello giulyko00,

            Thanks for your patience.

            The timestamp behavior would be due to Daylight Savings Time occurring on 03/10/2024.

            This could be seen by opening a New > Chart window for the MES 06-24 instrument with the interval set to 60 minutes, setting the Data Series 'End date' property to 03/12/2024, and setting the 'Days to load' property to '5'.

            After loading the chart with those settings, opening a Data Box window by clicking the 'Data Box' button on the Chart toolbar, and comparing the timestamps of the first bar of the sessions and last bar of the sessions we can see that the bar timestamps do change from 03/10/2024 onward due to Daylight Savings Time occurring.



            Brandon H.NinjaTrader Customer Service

            Comment


              #7
              Ok but can I do anything to avoid that behaviour?

              Comment


                #8
                Originally posted by giulyko00 View Post
                Ok but can I do anything to avoid that behaviour?
                Write your Congressperson and strongly suggest removing the change to Standard Time and to use Daylight Saving Time year round.
                Last edited by eDanny; 04-30-2024, 11:38 AM.
                eDanny
                NinjaTrader Ecosystem Vendor - Integrity Traders

                Comment


                  #9
                  Hello giulyko00,

                  Thanks for your notes.

                  There would be no options for avoiding or preventing this behavior in NinjaTrader.

                  Since Daylight Savings Time took effect on 03/10/2024 you will see a difference in timestamps for dates from 03/10/2024 onward compared to dates prior to 03/10/2024.
                  Brandon H.NinjaTrader Customer Service

                  Comment


                    #10
                    Ok thank you anyway

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