I need just a 24 hrs backtesting in forex

[pstrusi]

Hi Ninjas,

For my Algo development, I need to do just several 24 hrs forex backtesting, understanding that each one of them should be done from 17:15 till 17:00 next day. This schedule is the natural flow of forex 24 hrs trading day. To do so I´ve set correctly this session, matching with my local pc time and US Eastern time.

Despite all correct set, when I do this daily backtesting, it ALWAYS includes trades outside of that day I´m evaluating of, why? and what should I do to get a proper backtesting within the day I'm interested in?

Thanks for your attention

[NinjaTrader_Joydeep]

Hello pstrusi,
I would suggest filtering your code with a time filter and see if you are able to get the correct entry/exits.

Please refer to this sample code which demonstrates how to set a time filter

http://ninjatrader.com/support/forum/showthread.php?t=3226

[pstrusi]

Thanks Joydeep, I´ll try this nice suggestion. I don´t understand why to do this is so hard, NT is a powerful software, it should be able to calculate this easily.

[pstrusi]

I wish in a future NT version, could be added to the Strategy Analizer an input section for time, so you can choose exact what you want to optimize.

Thanks anyway for your attention, I won´t bother anymore with this matter

[NinjaTrader_Joydeep]

Hello pstrusi,
Unfortunately it is the way NinjaTrader pulls the data for the From and To dates.

I would suggest filtering your code with the Time filter t filter the trades.