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What exactly is a session template?

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    What exactly is a session template?

    I'm wondering what exactly a session template does (v7)?

    If my strategy itself, has some code that only allows it to trade from 6:30am to 12:50am (pacific standard time) and exits any open positions at 12:50, should the session time really be doing anything? If so, what is it doing?

    If I run optimizations and walk forwards with different session times, I'll get different results depending on the session. Even if those sessions fully encompass 6:30am to 12:50am entirely.

    Thanks

    #2
    Hello lookoutBelow,

    Session templates will construct the bars based on the times defined. To get an idea of how they'll shape the data, use a chart with different session templates applied. A different session template can have different bars which leads to different indicator calculations compared to only having a time filter for your strategy.

    You can read more about session manager and session templates here:
    Ryan M.NinjaTrader Customer Service

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