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Strategy analyzer: Day of Week Analysis Errors

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    Strategy analyzer: Day of Week Analysis Errors

    I discovered an odd problem in the Analysis section of the Strategy Analyzer.. My strategy contains a day of week filter in order tu exclude the days of the week with bad performance.
    Looking at the Analysis - DayOf week I had executions on excluded days. After a closer look I found this problem in the strategy analyzer.

    In the weeks when DST in the USA differs form the DST in Europe, the trades are assigned to the next day. The trategy is work in progess, not suitable to post at the moment
    .

    #2
    Hello mithnadril,

    The days of the week will be based at midnight in your local time zone and will include/exclude based on the Time base either Entry or Exit order time.

    You might consider disabling the computer from adjusting for day light savings, however this would mean your pc time is an hour different than the actual time.
    Chelsea B.NinjaTrader Customer Service

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