Sessiontemplates / Data

[clint2008]

I'm trying to backtest a strategy based on 4 hr chart Forex instrument. Whatever template I use I can't get it to give me 0:00, 4:00, 8:00 ... I tried:
- Forex,
- Default 24/7,
- use Instrument settings.

How can I get it to give me the correct periods?

I've read several threads about session templates already (http://www.ninjatrader.com/support/f...ssion+template) and I wonder what data is being presented by the bars? In the historical datamanager I have minute data, but if the importing process affected my data with session magic also, where does it leave me? Do I need to check every minute up to 240 bars to find what it is i'm getting?

I think if I read back all my threads, it always comes down to DATA. Please help!
NT 7 Beta 21

[clint2008]

How can I get it to give me the correct periods?
Ok, I found the first question and created a template Default using my own Timezone offset.

Still not sure how data has been collected during the last 2 weeks while using NinjaTrader 7 and not sure what the import program did to my data.

I've read all helppages with the word Session in it, I can't find any decent instruction for anybody living outside the GMT-05:00 timezone to prevent common problems using Sessions. Might be something to look at improving the use of NinjaTrader, or an option during installation so that the installation program takes care of it.

[NinjaTrader_Jason]

Hello clint2008,

If you perform a backtest, it will load the required historical data from the Historical Data Manager and if not present, it will be loaded from the connected data feed. A 240 minute backtest will load historical minute data.

Can you please tell me what common issues you refer.

[clint2008]

Jason,

I know all of that, that is the theory. I have a problem with sessions I think. Default after installation all session templates are on EST/EDT setting (GMT+5) I think that if you live in another timezone you need to change all sessiontemplates to reflect time in your own timezone?

For instance the session template Forex has
startdate Sunday 17:00 to enddate Monday 17:00 GMT - 05:00
when I run without any changes this will give me bars for 07:00, 11:00 etc.

Without changing it I can't get a 240 min chart giving me bars ending at 00:00, 04:00 etc. NinjaTrader lacks information about how someone should use session templates in general.

And then what happened when I imported my data: is the session template used there also translating the minutes back to another timezone?

Please reply as I don't understand / thrust it anymore.

[NinjaTrader_Jason]

If you would change time zone on the session templates, you would need to adjust the times used as well in order to load the same data.

Your PC clock must be set to US Mountain time, since without changes your price candles are time stamped 03:00 - 07:00 - 11:00 - 15:00, etc.

If you import historical data you will need to select the time zone of the data you import. Please see the following link under 'Understanding the import options' for instructions.

http://www.ninjatrader.com/support/helpGuides/nt7/importing.htm

[clint2008]

Hello Jason,

Forgive me for nagging once more about this everything is totally unclear.
What are you saying?

Can you give me the total picture for getting templates and imports and charts correct for data collected with NT 6.5 (where all the session stress was not there) in a GMT +1 timezone.

Living in Timezone GMT +1: I should set all session templates to this timezone.
Having collected historical data in GMT +1 timezone I should import it with this timezone
Does NT 7 collect realtime data in the PC time as was the case with NT 6.5 or are sessiontemplates (still in US Mountain time, I didn't know that timezone even existed) making it look totally different also.

How can I look at the contents of the Datafiles that NT7 creates except by Historical Data Manager?

[NinjaTrader_Jason]

For example, by default the Forex template starts at 5 PM and ends at 5 PM and it is set to Eastern time. If you would change it to Mountain time, you will plot different data per day.

You would need to adjust the times to 3 PM and 3 PM as well.

It is not necessary to set each template to GMT +1.

Yes, if you import historical data via Control Center-->Tools-->Historical Data Manager-->Import, you will need to select the time zone for the histoircal data you import.

NinjaTrader will save incoming real-time data if you have 'Save chart data as historical' enabled at Control Center-->Tools-->Options-->Data-tab.

Unfortunately you can only look into the data content via the Historical Data Manager.

[clint2008]

Jason,

I've inspected all possible templates for Dax Index, the Instrument default will start at 15:45, I'm talking a Real Time chart, so nothing to do with Historical wright/wrong imported data. In my belief it should start at 09:00 GMT+1. This is only correctly displayed when I set it manually to Default 24/7 or Eurex myself. Is there an alternative way to communicate about this, because this forums user interface and the type of problem is causing a lot of delay.

[NinjaTrader_Jason]

The default session template setup for the FDAX is the 'Eurex Equity Index Futures' template. It runs from 8:00 AM - 10:00 PM (GMT +1).

If you use an interval of 240 minutes, price bars cannot be time stamped as xx:45. It should be time stamped on the hour (xx:00).

If the manually created session templates work for you, I suggest to make use of those session templates.

You can always send us emails at support[at]ninjatrader[dot]com. The reason post #3 was 3 hours after your post is because no one was in the office at that time. Please see our support hours at the link below.

http://www.ninjatrader.com/webnew/support_getsupport.htm