Meaning Of The X-Axis In "Distribution" Histogram

[x703jko]

In the "Distribution" bar graph in the Strategy Analyzer Graphs Tab, what is the meaning of the bin labels of the x-axis of the graph? There are three options: Hour, Half-Hour, and Day of Week. The Day of Week is self explanatory. It is the other two that I want to understand.

One can also specify if the distribution is to be based on trade entry time or exit time.

So here's my question. If I select "Hours" and "Entry", does the bin label on the x-axis the starting hour of the bin or the ending hour?

Similarly if I choose the Half-Hour option?

I want to include the option in my strategy of having the code not execute trades based on the results of the distribution graph.

Finally, is there an better way for me to do what I want to do?

Thanks.

Jeff

[NinjaTrader_ChelseaB]

Hello x703jko,

If Time base: is set to Entry time, the trades will be included if the entry time of the order falls within that hour of day, half hour of day, or day of the week.

If Time base: is set to Exit time, the trades will be included if the exit time of the order falls within that hour of day, half hour of day, or day of the week.


Regarding adding logic to your strategy that recreates the distribution of cumulative profit, this would be possible but would have to be calculated and stored using custom logic.

(Basically you would create an array for each hour / half hour of the day or day of week, then for each order add the cumulative profit to that value.)

[x703jko]

Hello x703jko,

If Time base: is set to Entry time, the trades will be included if the entry time of the order falls within that hour of day, half hour of day, or day of the week.

If Time base: is set to Exit time, the trades will be included if the exit time of the order falls within that hour of day, half hour of day, or day of the week.


Regarding adding logic to your strategy that recreates the distribution of cumulative profit, this would be possible but would have to be calculated and stored using custom logic.

(Basically you would create an array for each hour / half hour of the day or day of week, then for each order add the cumulative profit to that value.)

I understand the meaning of Entry and Exit. What I want to know is the definition of the time shown in the x-axis.

For example, if I specify Half Hour and Entry, for the bin labeled "1:30" does that mean that the result is from the time period starting at 1:30 and ending at 2:00? Or does 1:30 refer to the end of the bin, i.e., from 1:00 to 1:30?

Also, no matter whether Hour or Half Hour, Entry or Exit is specified, the graph does not show 24 hours of trading.

[NinjaTrader_ChelseaB]

Hello x703jko,

The time stamp 1:30 on the half hour view would represent 1:00 to 1:30.

[x703jko]

Hello x703jko,

The time stamp 1:30 on the half hour view would represent 1:00 to 1:30.

And I assume the time stamp 1:00 when I select "Hour" represents 0:00 to 1:00?

[NinjaTrader_ChelseaB]

Hello x703jko,

That is correct, if the selection is hour, the time-stamp represents the end of that hour.

[x703jko]

Great! Thanks

[resist]

Hello x703jko,

That is correct, if the selection is hour, the time-stamp represents the end of that hour.

I have my doubts. I am pretty sure that time-stamp represents the BEGINNING of the hour

Attached strategy makes no trades between 15.00 and 17.00 CST, also add half hour bars to hour bars and you will see that time-stamp seems to represent the BEGINNING of that hour.

Also CME is closed until 17.00 CST.

[NinjaTrader_ChelseaB]

Hello x703jko,

I guarantee that bar times in NinjaTrader mark the closing time of the bar.

[resist]

Perhaps it´s a bug, but better not to guarantee

Attachments show how it works in fact.

[resist]

Hello x703jko,

I guarantee that bar times in NinjaTrader mark the closing time of the bar.

I am not x703jko

It´s difficult to get attachments up.

[resist]

Last Attachment, I have really upload problems.

[NinjaTrader_ChelseaB]

Hello resist,

That was my mistake. I wasn't actually talking about the Distribution graph I was just talking about bars on a chart.

I am understanding what you are looking at now.

The bottom time axis has small markings in between intervals. The interval does start at preceding marker not the appending marker. Any bars between those markers happened after that time.

So a bar that is between the markers marking the start and end of the 10:00 hour, would have happened at or after 10:00 and before 11:00.