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Time Zone Calculation
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Time Zone Calculation
I have manually imported crypto candlestick data into NT with the trading hours set to Cryptocurrency (24x7, EOD 0000 UTC). I initially misinterpreted the logic behind the Trading Hour templates and developed several strategies using various templates for different timeframes thinking these were just trading hours not realizing they were changing the way the data appeared on the charts (omitting non-session hours candles). So now I am not quite sure what candlesticks my strategies are actually trading on. Using HKT as an example, if I directly transpose the trading template to the corresponding time in UTC, I get radically different results for the same backtest. The tests should be exactly the same. Is there something I am missing?Tags: None
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Hello sumobull,
For data that is recorded as 24 sessions you would need to use the Default 24/7 template in NinjaTrader. Changing the trading hours will include less data which could cause bars to build differently depending on the bars type used or could cause indicators to calculate differently because less data is included. If you are trying to make specific times for the strategy to trade you would want to use the default 24/7 template and then program time conditions into the strategy to control its trading during those times.
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