Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Ignoring out of session data
Collapse
X
-
Ignoring out of session data
Is there a way to have NT use only in-session data for a RT strategy? This would replicate the calculations used in the backtester when the session is restricted in time. For example, I want to trade (execute a strategy) from 10 am - 4 pm. I would like my strategy indicators to be calculated using only data within this session, being contiguous from one day to the next, i.e. indicators would be calculated contiguously ending at 4 pm and commencing at 10 am, with the intervening (out of session data) ignored even though they are displayed on the RT chart. Out of session data would NOT be included in the strategy calculations, as is the case in the backtester.Tags: None
-
Sure. When you load your strategy onto a chart make sure your chart has those specific session times penciled in in the Properties. This method will not display out of session data on the chart.
Alternatively you can try the techniques shown here: http://www.ninjatrader-support.com/v...ead.php?t=3226Josh P.NinjaTrader Customer Service
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by GussJ, 03-04-2020, 03:11 PM
|
16 responses
3,281 views
0 likes
|
Last Post
by Leafcutter
Today, 04:14 PM
|
||
Started by WHICKED, Today, 12:45 PM
|
2 responses
19 views
0 likes
|
Last Post
by WHICKED
Today, 03:36 PM
|
||
Started by Tim-c, Today, 02:10 PM
|
1 response
9 views
0 likes
|
Last Post Today, 02:52 PM | ||
Started by Taddypole, Today, 02:47 PM
|
0 responses
5 views
0 likes
|
Last Post
by Taddypole
Today, 02:47 PM
|
||
Started by chbruno, 04-24-2024, 04:10 PM
|
4 responses
53 views
0 likes
|
Last Post
by chbruno
Today, 02:38 PM
|
Comment