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Session-only data in Strategy Analyzer?

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    Session-only data in Strategy Analyzer?

    In Strategy Analyzer, is there any way to define a session and only load data for the session time? For Forex, I only want to trade during 8 am EST and 12 noon EST.

    So it only needs to load data during these times. I can't find where to define a session for Strategy Analyzer or control what data it loads other than entire day at a time.

    Since 4 hours is a 1/6th of 24 hour period, I could load 6 times as many days if there's a way to control what hours in the day it trades.

    Sincerely,
    Wayne

    #2
    - right click->properties
    - see Session begin/end properties

    Comment


      #3
      By the way, this is especially a concern because I'm using 1 second data for the strategy which loads tick data. So a way to limit the data loaded to only the hours per day that I need would be great. Is there a way?

      Comment


        #4
        Please proceed as per my post below.

        Comment


          #5
          Oh. Looks like we posted at the same time. Where do I right click on properties? The strategy? The Instrument ($USDJPY)?

          Comment


            #6
            You have the issue on the market analyzer no? Right click there.

            Comment


              #7
              The issue is on the Strategy Analyzer as in the title of this post and my original thread. I never used the Market Analyzer yet. Is it somehow related? Will changing session in the Market Analyzer also change in the Strategy Analyzer?

              Thanks for your quick responses!!!

              Wayne

              Comment


                #8
                On the strategy analyzer you will find it in the strategy properties as you backtest a startegy.

                Comment


                  #9
                  Well, I'm not at the computer with NT loaded right now. But I only remember start and end days to load. There wasn't any session start and end that I can remember. I'm running 6.5.0.10. Are you sure? If so, I'll look again more closely later this evening.

                  Thanks!
                  Wayne

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                    #10
                    Yes I'm sure.

                    Comment


                      #11
                      You were right, of course! Thanks, this worked beautifully. Is there a way to set the session per instrument or otherwise make it a default so I don't have to set it again everytime I open a chart or strategy analyzer? IF not, that's fine. It's a minor issue.

                      Wayne

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                        #12
                        >> Is there a way to set the session per instrument
                        Unfortunately not

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                          #13
                          I hope you don't mind me jumping in for a quick, related question ... Is there a way to set the Start Session / End Session in code, instead of entering them in the properties dialog when running a Backtest?

                          Brian1

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                            #14
                            Not that I'm aware of.

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