Trading hours

[NinjaTrader_Jim]

Hello Elamparithi,

Reload All Historical Data will become available when you are connected to a data provider that offers historical data. Please ensure you are connected to your data provider, and then righty click on your chart once connected to use "Reload All Historical Data."

Connections are made in the Control Center under Connections.

Connection Guides - https://ninjatrader.com/Help-Connection-Guides

We look forward to assisting.

[Elamparithi]

Hi Jim,

Actually that is not the concerns I am executing only for imported data for Back testing , I am facing issue that ,when I am executing the strategy ,someday even having the trade ,entry is not plotted in chart . Hence i rose to support forum.
I have attached the Screen shot and mentioned the entry and exit point manually. Which should be actually trading day?

1. I doubt that issue will be "Trading hours”. Will you please resolve this? It will be gratefully.
2. When next day is opened First Bar is not matching with Y axis Day .That too please resolve.

Instrument Name: Nifty Future
Trading hours: 09:15 to 03:30 IST.

Regards
Elamparithi R

[NinjaTrader_Jim]

Hello Elamparithi,

We will see execution and trade markers on the chart if the strategy logic allowed order entry methods to be reached. Please note that historical processing and backtesting are different than realtime processing as there is no intrabar movement in a backtest. This can result in the strategy calculating/not calculating something when processing historical data than it would when processing realtime data.

For example, if we have a strategy calculate a trade with realtime data when it is calculating OnPriceChange, we may not see that trade take place when the strategy is re-enabled and processes historical data since the historical data will be processed OnBarClose.

To understand why the strategy has/has not taken an expected action, debugging steps will need to be taken to confirm that the strategy logic is allowing the order submission methods to be reached when the order submission is expected. If the order submission methods are getting reached but are getting ignored, the occurrence should be reproduced with TraceOrders enabled to inform you why the order was ignored.

The Playback Connection can be used to mimic realtime data if you would like to specifically look at behaviors the strategy would take when processing real time data.

Debugging Tips - https://ninjatrader.com/support/help...script_cod.htm

TraceOrders - https://ninjatrader.com/support/help...aceorders2.htm

Playback Connection - https://ninjatrader.com/support/help...connection.htm

Discrepancies between realtime and backtest - https://ninjatrader.com/support/help...ime_vs_bac.htm

Comparing real-time, historical, and replay performance — https://ninjatrader.com/support/foru...mance?t=102504

As for the bars being misaligned on the chart's X Axis, (I believe this is what you are referring to from your screenshot) Please use the middle mouse button to open a mini data box so you can check the timestamp of each bar. We can expect that bars with a timestamp before Feb 9th will be plotted before the Feb 9th marker. If you are seeing something different here, please attach a new screenshot.

We look forward to assisting.

[Elamparithi]

Hi Jim Good Morning ,

For Below concern I have attached screen shot .

As for the bars being misaligned on the chart's X Axis, (I believe this is what you are referring to from your screenshot) Please use the middle mouse button to open a mini data box so you can check the timestamp of each bar. We can expect that bars with a timestamp before Feb 9th will be plotted before the Feb 9th marker. If you are seeing something different here, please attach a new screenshot.

And I have attached 2 more Screen shot for Short Entry and exit .

I have read in Discrepancies between realtime and backtest , Only close of each bar we can test for Backtest if it is not Realtime data .

However , In Short Exit SS , Pls refer the Exit Future value it was b/w Open and close . How this is possible?

Exit point if can refer b/w Open and close the same is possible for Entry aswell ,since my Entry all are at Next Bar open

Regards
Elamparithi R

[NinjaTrader_Jim]

Hello Elamparithi,

I have been able to reproduce the symptoms with the chart scale showing a day marker after bars with that timestamp. I got some clarification on the matter and it is expected. The Time Scale has "slots" for labels and new day markers. As the chart is condensed, the label for the new day will move because the available "slot" for the label moves.

In regards to the Stop Loss filling intra bar, is this order fill simulated with historical data or realtime data?

With realtime data, active bid/ask and volume data is used to fill the order and we can expect an intrabar fill.

With historical processing the OHLC is used to estimate where an order will fill.

With historical processing and submitting orders to a single tick data series, we can simulate an order fill with intrabar granularity.

For strategies that do not use Tick Replay and are not Multi Time Frame strategies, High Order Fill Resolution can be used to attain intrabar order fills, without adding a single tick data series and submitting orders to that data series.

Backtesting with intrabar granularity - https://ninjatrader.com/support/help...ipt_strate.htm

Understanding historical fill processing - https://ninjatrader.com/support/help...ical_fill_.htm