Strategy Analyzer: Trades occur outside the given time frame

[SentiTrade]

Hello,
I am backtesting a strategy on the instrument YM with the default session template. My provider is Zen-Fire, our office is located in Germany.

For the time frame parameters, I select From="01.01.2012" and To="17.09.2012". However, the last trade is an entry at "18.09.2012 08:22" with an ExitOnClose at "18.09.2012 15:45" <-- This is the system time when backtesting, i.e. there is no more price data.

Why does the backtest trade outside the time frame?
Thanks for your help,
Johannes Neubarth

[NinjaTrader_AdamP]

SentiTrade,

Depending on the session template you use this may occur. For example, if my session template has a "trading day" defined as :

Monday at 3:00 PM to Tuesday at 3:00 PM

However, my backtest ends on that Monday, I will also get times from Tuesday included since the session template defines my last trading day as including a date after the end date I set for the backtest.

You could define your own session templates here to remedy this for example, accounting for your time zone in relation to the session template time zone as well.

[SentiTrade]

Thanks Adam, that answers my question. It was not obvious to me ;-)