Trading hours

[2Look4me]

Hi, what is the proper way to set the trading hours for Futures, i.e. CL, NG, GC, etc.? I set the Instrument to NYMEX Metals - Energy ETH, but I'm having issues applying the Trading Hours Templates. Therefore, starting hours are not properly shown in the charts. Thanks.

[NinjaTrader_Jason]

Hello 2Look4me,

I suggest to leave 'Trading hours' to <Use instrument settings> in the Data Series menu of charts. That way it will use the trading hours template setup by default.

Go to Control Center-->Tools-->Instruments. Double click an instrument and you can see what trading hours template is selected. You can view start and end times of each trading hours template at Control Center-->Tools-->Trading Hours.

If trading hours are not properly shown in the chart, please tell me what instrument you have selected and what trading hours template.

[2Look4me]

Hi, I'm migrating from NT7 to NT8 and have including charts with the NT7 & NT8 default indicator "CurrentDayOHL". There are noticeable differences for the same instrument's High, Low, Open as well as with the indicators' readings. I'm using GC with a 3 minute time frame, but the issues seems to be consistent also in other time frames and with other indicators.

I included images just for the Month of May, although the differences for June aren't as large, they are still there.. I assume that the trading hours (using the default) won't have much to do with this or does it? Are there setting that I haven't setup going from NT7 to NT8?

[NinjaTrader_ChristopherJ]

Can you please change the offset being used with the steps provided below.

• Go the NinjaTrader 8 Control Center
• Tools->Instruments
• Select GC
• Edit
• Scroll to the bottom->Click on 71 rollovers
• Select 08-17 on the left
• Change the Offset to 3.6
• Click Ok
• Click Ok in the Instruments window

Next please right click in your chart, select "Reload All Historical Data" and let me know if the values then match.

[2Look4me]

Thanks, that worked. For future reference, is that something I need to do after each contract expiration and with other instruments also? How about when I backtest older contracts? Will the offset affect the backtest results?

[NinjaTrader_ChristopherJ]

You should not need to make any changes for other instruments or older contracts and the offset would not change the bar formation therefore will not affect backtest results.

[2Look4me]

It seems like changing the "offset" and "Reloading all Historical Data" will only remain in place as long as NT8 is not closed or restarted, else it will revert to the default setting.

On the other hand, NT7 has the "offset" for the instruments blank (CL, NG, GC, TF, etc.). Shall I do the same for the NT8 instruments and how will that affect? Is there additional documentation to help understand better the function of it? In particular when different instruments and different expiration dates all have different offsets.

Also, there's no data on the charts for Sunday May 28, 2017, while data for the other Sundays are available. It goes from the Friday close to Monday and that's the same for CL, NG, GC, TF....
Thanks.

[NinjaTrader_ChristopherJ]

This information if removed will automatically populate once when connected and data is requested.

The Offset is the difference in price between the two expiries when the rollover occurs. For example if GC 06-17 is trading at 1159.0 and on rollover if GC 08-17 is trading at 1160.5 the Offset would be 1.5.

May 28 data will not be available due to the observance of Memorial Day holiday this year.

[2Look4me]

Thanks for the explanation. The reason I asked about May 28th, it's because NT7 showed data on that holiday that the indicators used, but NT8 did not show any data. Therefore was wondering about the discrepancies.

[bouncetherubble]

Hi

Does this work with a Strategy on Market Replay?

Go to Control Center-->Tools-->Instruments. Double click an instrument and you can see what trading hours template is selected. You can view start and end times of each trading hours template at Control Center-->Tools-->Trading Hours.

Thanks much,
G

[NinjaTrader_Jim]

Hello bouncetherubble,

Strategies run against the data series they are applied against. Data Series can use the instrument defined Trading Hours template or a different Trading Hours template that is assigned in the Data Series window. Trading Hours filters historical and realtime data, this is the same for regular charting and when using the Playback Connection.

The steps quoted do not require you to be connected to a data feed. The Trading Hours template assigned to the Strategy's data series will filter the data that the strategy processes.

Please let me know if you have any additional questions.

[bouncetherubble]

Hi Jim,

The custom Trading Hours template I built is working at Market Replay, it just starts trade at the scheduled time, but for Strategy Performance > Historical report, it appears the template was not respected.

Should the template also work for Strategy Performance > Historical report?

Thanks much,G

[NinjaTrader_Jim]

Hello bouncetherubble,

The Strategy Performance report would not use the Trading Hours template, but the trades generated would be made from the logic/data that the strategy processes. I.E. The strategy is applied against a data series which is filtered by a Trading Hours template. The trades generated are from the filtered data the strategy processes. You would theoretically have more trades applying the strategy against a Default 24/7 template than applying the strategy against an RTH template or a custom template with further filtered hours.

I have created a demonstration video showing different results when testing the SampleMACrossover strategy against data series with different Trading Hours templates. The behavior is the same between live connections and using the Playback Connection since historical data and realtime data are filtered by the data series Trading Hours template.

Demo - https://drive.google.com/file/d/1XjN...w?usp=drivesdk

Please let me know if you have any questions.

[bouncetherubble]

Hi Jim

Thanks very much for the video! I had it already correct, but the difference is that I am using the option the Data Series > Tradng Hours >Use Instrument Settings , as I have associated the instrument to the Trading Hours from the Command Center.

Best
G

[Elamparithi]

Hi Team,

Can you please change the offset being used with the steps provided below.

• Go the NinjaTrader 8 Control Center
• Tools->Instruments
• Select GC
• Edit
• Scroll to the bottom->Click on 71 rollovers
• Select 08-17 on the left
• Change the Offset to 3.6
• Click Ok
• Click Ok in the Instruments window

Next please right click in your chart, select "Reload All Historical Data" and let me know if the values then match.


I am having the same problem what i would be Offset for NSE nifty future and after right click on the chart "Reload All Historical Data" is disabled . How to Reload Historical data .

Regards
Elamparithi R