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

[NinjaTrader_PatrickH]

Hello pintope,

Thank you for your patience.

My screenshots are attached. However, when I first loaded up NinjaTrader the second time after switching to UTC+5 and restarting NinjaTrader my charts did not match. Upon connecting to Kinetick my charts corrected themselves. So it stands that there is an issue, but it is corrected once the data feed is connected. This does not resolve this item if you are just using historical data you have downloaded.

Can you please provide the steps you take? Are you leaving NinjaTrader on when switching time zones? What merge policy are you using during these tests? This is found under Tools > Options > Data.

[NinjaTrader_PatrickH]

Hello pintope,

And attached here is the screenshot after I connect to Kinetick after switching the time zones.

[pintope]

Hello Patrick,

Can you please provide the steps you take? Are you leaving NinjaTrader on when switching time zones?
I always close NT, change operating system time zone and then open NT again.

What merge policy are you using during these tests?
MergeBackAdjusted.

I see you experience the same issue. Although you say the charts correct themselves, charts labelled “zc utc5” and “zc utc5 after connecting” are identical, and they are also different to “zc utc1”.

My theory is that bars are built applying session template to local computer time zone. Maybe that does not affect in real trading but in backtesting can make some bars disappear and the rest be built differently. That could explain that Default 24/7 session is not affected.

I have already taken actions and set up my 6 PCs time zone to Chicago central time.

[pintope]

I have a ton of tests done in the “wrong” time zone, now I am doing again some of them with time zone set up in central time (Chicago, where my instruments are traded). Results diverge, that means a lot of work has to be checked and probably remade.

I don’t know whether this is the “expected” behavior for NT, however I bet many traders are unaware that results of testing depend on time zone (maybe unless they are using Default 24/7 session template).

I would appreciate the opinion of others.