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Irregular Behavior while Backtesting after Opening

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    Irregular Behavior while Backtesting after Opening

    Hi,

    i want to backtest the strategy only in the active hours, so for example 9:30 AM till 4 PM for DJIA. However, the Backtesting-Engine now takes for example for the RSI Values from the day before into account.
    So, i want, that the engine takes PricaData only from, for example, 9:30 into account and starts trading not before 10:00!?
    Do you understand, what i mean?

    #2
    Hi GerTrader,

    Have you defined these in the strategy dialogue window when you backtest your strategy? You have settings for Session begin and Session end times that you can define.
    Josh P.NinjaTrader Customer Service

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      #3
      (My Local Time is Continental Europe, so 15:30-22:00 equals 9:30 AM-4 PM)

      In the first attachement, you can see how i defined, that the strategy should only be traded in the active hours. However, this leads to the behavior of Indicators like in the second attachment (indicators are SMA). However, the indicators should look like in attachment three.

      But when i use 9 AM - 4 PM als Values in attachment one, the irregular behavior will of course occur in the chart after 9 AM. And second, i want regulate trading to 9:30am-4pm.

      So in the end, i want that the backtesting engine calculate the indicators 24h a day, but that i can limit trading to some specific hours.
      Attached Files

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        #4
        In that case, please see this reference sample for how to set up time filters: http://www.ninjatrader-support.com/v...ead.php?t=3226
        Josh P.NinjaTrader Customer Service

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