Backtest Trading Hours Positions Discrepancy?

[obiwan_cashobi]

I'm backtesting an ES futures strategy (Jun24 contract) using all the same values & information on each of the 3 backtests with the exception of what trading hours I'm using. The attachment shows the orders executed for each backtest. The first chart (on top) has "Use Instrument Settings" trading hours, the 2nd (middle chart) has CBOE US Index futures RTH, and the 3rd (bottom chart) has CBOE US Index futures ETH. I would expect the top chart & bottom chart to have similar results (if not exactly the same) which they do (I'm assuming ES "Instrument Setting" is similar to CBOE US Index futures ETH). What I do not understand is why the trades showing in the middle chart for CBOE US Index futures RTH are not also included in the other two charts since the times for those trades should be inclusive in the other two charts timeframes (those trades occurred at 1:13 pm and 10:38 am). Am I missing something? Anyone know the rationale behind this possible discrepancy? What are the specific times for each of the above mentioned trading hours?

[NinjaTrader_BrandonH]

Hello obiwan_cashobi,

Thanks for your post.

You could view the Trading Hours templates start/end times in the Tools > Trading Hours window.

See this help guide page for more information about viewing Trading Hours templates: https://ninjatrader.com/support/help...urs_window.htm

To view what Trading Hours template an instrument uses, you can use the Instruments window. Search for and select the instrument in the Instruments window and note the 'Trading hours' property listed.

See this help guide page for more information about using the Instruments window: https://ninjatrader.com/support/help...nstruments.htm

By default, the ES instrument uses the CME US Index Futures ETH trading hours template.

If backtest are not using the same exact settings and data to calculate the backtest then reported results could differ. For example, changing the Trading Hours template would alter the data the strategy is calculating on so the 2nd Strategy Analyzer window could have different results than the 1st and 3rd Strategy Analyzer windows.

Further, please review the help guide document on the differences on real-time vs backtest (historical) which is important to keep in mind.

https://ninjatrader.com/support/helpGuides/nt8/discrepancies_real-time_vs_bac.htm

[obiwan_cashobi]

Thank you so much NinjaTrader_BrandonH . The information you have provided completely answers my questions. Specifically, "changing the Trading Hours template would alter the data the strategy is calculating on so the 2nd Strategy Analyzer window could have different results than the 1st and 3rd Strategy Analyzer windows." I vey much appreciate your time. Have a great week!