I am testing a strategy with an added bar series in the Strategy Analyzer and I have unexpected bar times (and other price data) for the added series.
I would like to know what causes this behaviour so I can program accordingly.
When the back test ends at today's date, the added bar series has the same date as the primary series. However, when ends earlier than "today", the test ends with the added series 1 day after the primary series, which is also 1 day after end of the back test.
The is important because I write final data to file within OnTermination().
Examples: If "today" is 11 May 2013 (New Zealand time)
Back test to 11 May 2013 shows Time[0] = 11/05/2013 08:15:00 & Times[1][0] = 11/05/2013 08:15:00
Back test to 10 May 2013 shows Time[0] = 10/05/2013 08:15:00 & Times[1][0] = 11/05/2013 08:15:00
Back test to 9 May 2013 shows Time[0] = 9/05/2013 08:15:00 & Times[1][0] = 10/05/2013 08:15:00
etc.
Details:
Primary series is ES 06-13, 1 minute, using a custom session template that starts 1 minute earlier than CME US Index Futures RTH (8:29 am Eastern Time), but ends at the same time (3:15 PM Eastern Time).
The added series is SP500 Daily. I do not know what template is used for added series. The session template in the instrument settings is US Equities RTH. (Is this used?)
My local time zone is New Zealand (GMT+12).
In NZ time, the primary bar session starts 1:29 am & ends 8:15 am the day ahead of the Eastern Time session times, e.g. the market's Friday session starts at 1:29 am Saturday NZT.
I have read this forum thread (http://www.ninjatrader.com/support/f...ad.php?t=57296), but I don't think it is the same issue because the session templates do not span more than one date.
Regards
Tony
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