Hour of Day Period in Strategy Analyzer Question

[tradingGary]

Hello,

I am using strategy analyzer to backtest my strategy and when I look at the Hour of Day Tab ( Performance>Period>Hour of Day Tab ) I see statistics for time periods where the strategy did not make any trades.

After looking through the data I think I figured out that this report displays metrics that are based on trade exit time versus trade entry time.

Is it possible to change this report to display stats based on trade entry time? (as I am not sure the benefit of displaying this info based on exit time)

Thanks,
Gary

[NinjaTrader_RyanM1]

Hi Gary,

Thanks for the post. This is a correct observation and we currently have this on our feedback list, with tracking # 363.

[mgabriel01]

Ryan
I have a simliar question
I notice that the Period charts show data in the 4PM hour
I have a timeseries value in my strategy that says dont execute any trades after 4:00PM
Am I seeing trades that 'completed' in the 4PM Hour?
Thanks

[mgabriel01]

I see the answer
Reviewed the trade logs
Please disregarde

[TraderOwl]

Is there an update for this requirement?

Hi,

I have just spent the last few days learning and succeeding in my quest to be able to write a NinjaTrader Strategy, so that I can backtest & optimise it.

As most strategies perform better during certain hours, I was pleased to see that the Backtesting facility has the ability to show trade outcome in many different periods.

I thought I was on to a right path when I found the hours in which my strategy performed best and then I spent a little while making modifications to my code to include an hour of day filter.

Unfortunately I then found the exact same problem as others, in that the table of data actually reports the hour the trade closed rather than when the trade opened, ;this is completely useless for traders who want to assess their strategy, as we're all perfect when dealing with hindsight which is effectively what this report shows us.

Having worked in IT for 30 years, I can't believe it'll take too much effort to change the code to use the 'Entry time' rather than the 'Exit time'.

So please can someone expedite the 363 feedback request, so that NinjaTrader can deliver reports which are relevant and in keeping with the quality of the rest of your product?

[NinjaTrader_RyanM1]

Thank you for the feedback, TraderOwl. I will make sure your vote is counted for this request. I do not have a planned commitment or date, but any changes like this would not be seen until the next major release at the earliest. This is still sometime down the road from now.