Backtesting with ET TimeZone

[ervin]

Hi,

I'm developing a strategy that utilizes ET time for setting Entry Times and Exit Times, multiple times throughout the day. I employ TimeZoneInfo.ConvertTime to convert any time to ET to maintain consistency in the strategy. Additionally, I use marketDataUpdate.Time from OnMarketData to retrieve the time.

Questions:
- What time does the strategy analyzer use for conducting backtesting?
- Would the approach mentioned above function in the strategy analyzer to define entry and exit times?
- If not, how can I ensure obtaining the correct time to properly conduct backtests in the Strategy Analyzer?

Thank you.

[NinjaTrader_Emily]

Hello ervin,

Thank you for your post.

The Strategy Analyzer runs backtests based on the Trading Hours selected in the backtest settings. The time displayed in the results is based on the Time Zone selected at Control Center > Tools > Options > General > Preferences and that time zone may be identified using Core.Globals.GeneralOptions.TimeZoneInfo. You could either attempt to convert those times to ET as you are doing, or you could try to convert your start times and end times from ET to the time zone configured in the application.

Please let us know if we may be of further assistance.

[ervin]

Thank you Emily,
- What about summer time for ET? it's automatic?
- I'm not shore but I think I have read somewhere that in backtest does not work OnMarketData, I'm rigth? or it's ok use that?

[NinjaTrader_Emily]

Hello ervin,

Thank you for your reply.

If you are referring to time changes for when Daylight Savings Time starts and ends, yes that is automatic. OnMarketData() is a real-time data stream and it is not called on historical data unless you enable Tick Replay. If you enable Tick Replay, then the Last market data event may be replayed even on historical data in a backtest. This is noted on the help guide page here:

• https://ninjatrader.com/support/help...marketdata.htm
• https://ninjatrader.com/support/help...ick_replay.htm

Please let us know if we may be of further assistance.

[ervin]

Thank you, i'll chek it out.