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Different time zone -> different number of bars per session?

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    Different time zone -> different number of bars per session?

    Hello NT team (and users),

    Could anybody please explain me why the same historical data produce a different number of bars when the operating system time zone is changed? Please check the snapshots, there are several bars at the beginning of the session, curiously small bars corresponding to low volatility, which seem to vanish. In every session.

    Thanks.
    Attached Files

    #2
    Hello pintope,

    Thank you for your post.

    Are you referring to changing your PC clock's time zone and/or changing the Session Template of the chart?
    Patrick H.NinjaTrader Customer Service

    Comment


      #3
      Hello Patrick,

      PC clock.

      Comment


        #4
        Hello pintope,

        Thank you for your response.

        So I may investigate this matter further please answer the following questions.
        • What version of NinjaTrader are you using? You can check under Help -> About (Example: 7.0.1000.25)
        • Who are you connected to? This is displayed by green on lower left corner of the Control Center window.
        • What interval is selected for your chart(s)? (Example: Tick, Minute, Day, etc.)
        • Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

        I look forward to your response.
        Patrick H.NinjaTrader Customer Service

        Comment


          #5
          Hello Patrick,

          What version of NinjaTrader are you using?
          7.0.1000.25

          Who are you connected to?
          I bought historical data from Portara (portaraninja DOT com), they gave me continuous data in .ntd 1 minute format.

          What interval is selected for your chart(s)?
          Minute.

          Do you receive an error on screen?
          No.

          Are there errors on the Log tab of the Control Center?
          No.

          I have been programming strategies and testing with time zone UTC+1 (Spain). When I set up my live NinjaTrader account in a VPS in New York, UTC-5 (Eastern Time), I noticed the strategies did behave differently as in my local computer. I checked the charts and realized they showed different number of bars, as in the screenshots.

          Both computers have the same version of NT, same configuration and same data. They apparently differ just in two things: the Windows version and the time zone. So I changed my local computer time zone to UTC-5 and voilà, the charts showed in local as in VPS.

          Thanks for checking.

          Comment


            #6
            Hello pintope,

            Thank you for your response.

            Please right click in your charts and select Data Series > then change your Session Template to Default 24/7 on both PCs. Do you still see the difference after changing Session Templates?
            Patrick H.NinjaTrader Customer Service

            Comment


              #7
              Hello Patrick,

              It’s very interesting. I have been checking all combinations for time zone, location and session templates. Location only affects the start of the session. What changes the bars is the duo time zone-template.

              Next table shows the session numbers of bars (for ZC 20 minutes bars chart). Obviously the shape of the bars changes too.

              CBOT 24/7
              UTC+1* 38 54
              UTC-5 50 54

              (*) These two are attached.

              Why? What session template is correct for strategy development and testing? What for live trading? Should I change my local computer clock and region to match my live account’s?
              Attached Files
              Last edited by pintope; 10-08-2014, 12:19 AM.

              Comment


                #8
                The table does not show properly, here is again:

                NUMBER OF BARS IN A SESSION:

                UTC+1 / CBOT session: 38
                UTC+1 / 24/7 session: 54
                UTC-5 / CBOT session: 50
                UTC-5 / 24/7 session: 54

                Comment


                  #9
                  It happened again and this time I didn’t touch time zone configuration. I am testing with walk-forward analysis. I wanted to check out one period in isolation and have backtested with the same parameters as in walk-forward and I have got again different number of bars. This difference produce one buy signal in backtest while there is no signal in walk-forward. Please check the snapshots.

                  I’m puzzled.
                  Attached Files

                  Comment


                    #10
                    Hello pintope,

                    Thank you for your response.

                    This is not expected behavior from the Strategy Analyzer or charts. I will test this further using the time zones and session templates you provided. In the mean time please provide the following information.

                    Are you connecting to any data feed provider in NinjaTrader when viewing these charts? This is displayed by green on lower left corner of the Control Center window. I am not referring to where you downloaded data that you imported into NinjaTrader.

                    What region is your PC set to? For information on checking the region please visit the following link: http://windows.microsoft.com/en-us/w...region-setting
                    Patrick H.NinjaTrader Customer Service

                    Comment


                      #11
                      Hello Patrick,

                      Are you connecting to any data feed provider in NinjaTrader when viewing these charts?
                      No, I was working offline, but now I have been doing tests online too. I show you below.

                      What region is your PC set to?
                      Spain. Location does not seem to affect charts, only time zone does.

                      For ZC, 30 minutes bar, session 2/13/2013, I tried all combinations of the following elements:
                      Historical data: Kinetick(offline)/Kinetick(online)/Portara(offline)
                      Session template: CBOT Agriculturals ETH/Default 24x7
                      Time zone: UTC+1 (Spain)/UTC-5 (Eastern Time)

                      The document with the results (with screenshots) is published here.

                      I have checked in three computers and the results are the same. I am convincing myself that changing time zone bars are built differently. If “this is not expected behavior”, Patrick, I would like to know your opinion of what’s happening here.

                      Thank you for your time.

                      Comment


                        #12
                        Hello pintope,

                        Thank you for your response.

                        I am not seeing the same item on my end. Can you send me the historical data you imported into NinjaTrader? You can send it to platformsupport[at]ninjatrader[dot]com.
                        Patrick H.NinjaTrader Customer Service

                        Comment


                          #13
                          Hello Patrick,

                          No problem, I will send you tomorrow the historical data, but please notice that when connected to Kinetick (and “Get data from server if available” in Options checked) the charts change when time zone changes, the same as with imported data. Check the screenshots attached and notice the green text on lower left corner.

                          Do you get same charts when connected to data provider with different time zones?
                          Attached Files

                          Comment


                            #14
                            Hello pintope,

                            Thank you for your response.

                            I get the same charts, the Session Breaks and timestamps of the bars are going to change though due to the different time zone. There is no need to send in the historical data as it occurs on your end on the Kinetick connection.

                            I would recommend taking a screenshot of the chart, adjust your time zone ahead one hour, then restart NinjaTrader and look at the chart again. If you try to match the bar's by time - they are not going to match. Instead, the time stamps should now be one hour ahead of the screenshot.
                            Patrick H.NinjaTrader Customer Service

                            Comment


                              #15
                              Hello Patrick,

                              I get the same charts.
                              This really puzzles me.

                              In my VPS in New York (UTC-5) I have completely uninstalled NinjaTrader, including the deleting of archives and folders. I have installed a brand new copy of NinjaTrader and set up the Kinetick connection.

                              Following your recommendation, I have taken screenshots of charts with time zones UTC-5 and UTC-4, one hour difference. The results are the same, I get different charts and different number of bars per session, 34 and 37. Please check screenshots, I have marked in red an area with clear differences.

                              Could you please send me your screenshots? Just for checking.

                              Thank you.
                              Attached Files

                              Comment

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