Session Template issues

[Plaket]

Hi,

I have downloaded the last versión of NinjaTrader (7.0.1000.30) and I have found an issue with the session templates.

My computer works with Spanish Time zone UTC + 1:00. And I have imported in Ninjatrader the historical data of e-mini SP using the local Spanish time.

The problem comes when I try to use a session template to chart the data.

For example, if I set up a session template from 15:30 to 22:15 (using Spanish Time Zone) and I try to chart 2015 year I can see that the chart from 1th of January to 27th of March shows the session properly from 15:30 to 22:15, but from 27th of March to 25th of October shows the session incorrectly from 14:30 to 21:15, and from 25th of October to 31th December shows again the proer data from 15:30 to 22:15.

The problem here is that the begning and the end of the session change when the local time of my computer change. But they do not change when the US time change for me. And for that reason the chart is not adjusted.

What I need to do is to chart the entire historical from 15:30 to 22:15. Please, could you tell me what I need to do for it?

Thank you.

[NinjaTrader_Brandon]

Hello Plaket,
Thanks for your post.
Day light saving is from March to October. From your explanation it sounds like your chart is adjusting for day light savings.

[Plaket]

Thank you Brandon,

I understand that, here the day light savings are not working well because the begining and end of the session change when the time change in Spain, but not when the time change in US. And for that reason I have the chart totally maladjusted.

Using the 15:30-22:15 session template (Spanish time) in NinjaTrader 7.0.1000.28 works well. But with the last version of NT7 it does not.

The problem is that I can't do a realistic backtesting because I can't set up the proper session template.

Is there any way to solve that? Can I remove the day light savings efect?

Thank you.

[NinjaTrader_Brandon]

Hello Plaket,
Thanks for your reply.
What time zone are you referring to by "Spanish time" so I can test this on my end?

[Plaket]

Thank you for your help Brandon,

My time zone is: (UTC + 01:00) Bruselas, Copenhague, Madrid, París.

Please, remember that I also have imported my historial data in the same time zone.

Thanks,

[Harry]

The session template needs to be set in exchange time.

You would never have a session template from 15:30 t0 22:15 because those are American core trading hours converted to your local time.

Please use the session template preset under instrument settings (ETH) or just select the session template CME US Index Futures RTH.

[Plaket]

Thank you for the answer Harry.

But the problem is not the session template. I can use the session template CME US Index RTH and I have the same problem.

As I told you before, the problem here is that NinjaTrader consider the change time in Madrid but not consider the change time in US. And for that reason, the session is maladjusted.

I did not have problems with others versions of NinjaTrader. For example, everything worked well using: 7.0.1000.28.

Please, if this mistake can't be solved using the last version of NT I would need to download an older version (which does not present this mistake).

This subject is really important. Using this version I can't backtest a strategy correctly using intraday data (I even can't chart correctly a symbol). I suggest you study it in depth in order to solve it.

Thank you.

[Plaket]

Hello,

I can see that the same mistake appear even if I try to chart a future which works using my Time Zone: (UTC + 01:00) Bruselas, Copenhague, Madrid, París.

As you can see on the screenshot, for example, if I try to chart the CAC future (Paris and Madrid have the same Time Zone) I also have the chart maladjusted.

Please, notice that even if I set up the session template from 9:00 to 19:19 the first bar of the session is at 8:00 (from march to october)!! This makes no sense.

Please, le me know how to solve it or if there is no solution let me know how to download a previous version which does not show this mistake.

Thank you.

[Harry]

This definitely looks like a user error.

Please post screenshot of your chart and your session template.

I have set my PC to the same time zone as yours, and everything shows as expected.

[Plaket]

Thanks for the e-mail.

Here you have the set up of my computer, historical data manager, chart and session template.

I am using Windows 10.

Please, I would like to try with a older version of NinjaTrader. Can I download it from somewhere?

Thank you.

[Harry]

In your previous post you had used a different session template. Also I do not undestand why your chart ends at 18:15. I think that your chart does NOT use the session template in your screenshot, but that it uses the session template 9:00 to 19:15 which was set up for a different time zone.

At least it is clear that there is a confusion between different session templates.

What may happen is that the session template that you have saved with the chart template overrides the session template that you have selected when you open a new chart.

For example, if you have stored a different session template with your "Default" chart template this would override the session template that you selected. Please try to load a chart without any chart template, or change the session template after you have loaded it.

[Plaket]

Thank you for the answer Harry.

Yes, you are right, in the previous post I used a session template from 9:00 to 19:15 to open the chart but I used a session template from 9:00 to 22:15 to show the session manager. I had a mistake but that was not the problem because both session templates have the same time zone (My Time Zone: Madrid-Paris).

Here I attach again the screenshot correct. As you can see the error continues.

I have removed the last version of NT 7.0.1000.30 and I have installed the version 7.0.1000.29 and I can see that I have the same error.

I'm thinking that perhaps the problem occur with Windows 10 because I have been using that version of NT on W7 for a long time and I have not had problems. Could be that possible?

Thank you again.

[NinjaTrader_Brandon]

Hello Plaket,
Thanks for your reply.
I have been unable to replicate this on my Windows 8 system. I do not suspect it is related to Windows 10 however I will test this also on my personal system at home.

[Plaket]

Thank you.

Finally the reason has been discovered. It seems that the data base has been corrupted (when I restore the backup). Aparently everything worked well except this weird thing with the session templates.

To solve it, I removed the software and I installed it again (totally clean) and it worked.

Thank you for your patiente and your help.

[Harry]

Did you recently change the system time of your PC?