|10-10-2011, 06:37 AM||#1|
Join Date: Sep 2010
Thanked 1 time in 1 post
Backtest session template different from real time session chart
Yesterday I had to reset and repair the NT db's due to multiple 'not responding' sessions because of some too heavy Market Replay's. After this Market Replay would not connect again and NT was not responding every time on trying to connect to Market Replay. Some forum threads pointed out to reset and repair the db's, but this also resulted in NT not responding. In the end I reinstalled NT, because the whole program felt unstable since.
After reinstalling NT I first needed to delete the stored workspace files in the NT7 workspace folder, after which resetting and repairing was possible without freezing NT. Now pnly what was needed was altering the time zone of the 24/7 template in the session manager to UTC+1, because the real time charts showed a session break at 06:00 local time. This action resulted in a NT freeze also. After restarting NT the session appeared to be saved to UTC+1.
This morning I found out that on backtesting is still done on a session break at 06:00 local time instead at 00:00, while the real time chart has it's session break at the correct time of 00:00.
How is this possible?
- Reinstalled NT
- Reset and repaired db's
- Created a whole new workspace
- Set the time zone of the 24/7 template to UTC+1
- Left the session template of the instrument (ES-Mini) on CME US index futures ETH,after a test with a 24/7 setting showed not different result.
- Real time chart has a template of 24/7: result is fine
- Backtest has a template of 24/7: result session break at 06:00
- Setting backtest on CME US index futures ETH results in session break at 23:00
Before reinstalling NT everything went smooth and all charts were always with the same session breaks, no matter a real time chart, backtest or market replay.
Hope you can help me matching all to the correct session break again.
|10-10-2011, 07:10 AM||#2|
NinjaTrader Customer Service
Join Date: Dec 2009
Location: Denver, CO, USA
Thanked 291 times in 280 posts
Thank you for your note.
Can you please try as a quick test and different unrelated session template.
Does it work with different session begin time?
If so can you please restart NinjaTrader and then do a fresh new backtest. Is the session template now correct?
I look forward to assisting you further.
NinjaTrader Customer Service
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