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Ignoring out of session data

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    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.

    #2
    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=3226
    Josh P.NinjaTrader Customer Service

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