Different results when trading only certain times of day

[jg123]

Hello

I have a very strange error that I am running into. I have coded into my strategy the ability to only trade during certain times of the day to account for high/low volatility times. The code is set to trade within that time of day and when that time is past, it will continue to manage the trade as normal, but it will not place any new trades.

But, the results that I am getting are WILDLY different.

for example, attached is a backtest without any time limitation on the USDJPY 5 minute chart for the entire year of 2009. It is showing the hour distribution according to Entry Time. On it you can see that between 01:00 - 05:00; 07:00 - 12:00; 14:00 - 18:00 there are no losing hours for this year backtested.

On the other attachment you will find the Hour distribution based on Entry Time and it is only entering trades within those times mentioned above - but you can see that the results signficantly differ. I have also attached a screenshot of the settings panel.

could you please help me with what is going on with this and how I can fix it so that the results are the same?

Thank you very much for your help.

[NinjaTrader_CalH]

Jg123,

Are you exiting out at the end of those times?

I see data for a 6 o'clock time which is not on your hours list.

Additionally, I get the same thing on my end. This more than likely due to the fact that the strategy now had limitations on the when to trade and calculate its data and thus changes how the strategy will enter and exit creating different Cumulative Profit graph.

[dynoweb]

Another possibility is that without the time limitation you were already in a trade that prevented the trade from happening during your time restriction. So that trade that would have been taken wasn't.