Multiple timeframes (timescales) -- Strategy Analyzer vs. regular NT8 Chart

[MH358]

Have spent way too much time trying to resolve this myself, and I have asked this question of NT Support as well, but can anyone here tell me -- and I'm sure this is something simple that I'm just not getting yet -- as to why Strategy Analyzer does not display the same bars (timestamp issue) as NT8 charts...?

I'm looking at RTY 06-19, for instance, and in no way do the Strategy Analyzer 180-minute charts resemble the regular NT8 charts on that same timescale.

NT8 charts' bars for 180-minutes end at 4pm, 8pm, 11pm, 2am, 5am, 8am, 11am and 2pm.

Strategy Analyzer charts for the same instrument (RTY) end at 4pm, 7pm, 10pm, 1am, 4am, 7am, 10am and 1pm.

Why is this...and is it fixable? I have the same Trading hours selected for each (Use instrument settings).

[NinjaTrader_Jesse]

Hello MH358,

Thank you for the post.

From these details, I would not be certain of the difference you are seeing at this point. Do you see this when using the SampleMACrossOver strategy or specifically when using your strategy? You also noted multiple timeframes, are you using multiple timeframes in your script or did you just mention this to say you were comparing the two different charts?

I look forward to being of further assistance.

[MH358]

Regardless of strategy (including SampleMACrossOver), Strategy Analyzer (SA) is displaying RTY bars as ending at 4pm, 7pm, 10pm, 1am, 4am, 7am, 10am and 1pm.

I mention multiple timeframes as this is how I first noticed the above: I was running 5-minute Data Series backtests while testing for 180-minute bar data integrity (via Additional data for 180-minute bars). This is how I came to notice that SA timestamps (above) are not the same as the regular NT8 Chart for RTY with a 180-minute time frame (again, due to the now-known differences in timestamps).

[MH358]

Here is a visual (attached).

[NinjaTrader_Jesse]

Hello MH358,

Thank you for the additional details.

It sounds like you are able to see this using the SampleMACRossOver as well, so I believe we can exclude your strategy from testing at this point. Your second statement seems to hint that using multiple series is required to see the problem, however, the SampleMACrossOver does not use multiple series. Can you confirm this for me that you do not require multiple series to see the problem, and that just any strategy can result in this difference? If so, we should continue troubleshooting with the SampleMACrossOver from this point as we both have that script.

Regarding the comparison, you are using a 180-minute primary series in both the analyzer and the normal chart, is that right?

Do you currently have the timezone in NT8's general options configured the same as your PC timezone settings? Can you detail this for me, please?

I look forward to being of further assistance.

[MH358]

"

• Regardless of strategy (including SampleMACrossOver), Strategy Analyzer (SA) is displaying RTY bars as ending at 4pm, 7pm, 10pm, 1am, 4am, 7am, 10am and 1pm.

"

[MH358]

NT8 general options settings and my Windows 10 Pro Date & time (attached) are both set for U.S. Central time

[MH358]

And yes -- both the Strategy Analyzer and the normal Chart are set for using 180-minute primary series.

[bltdavid]

Are the session templates the same?

[MH358]

P.S. Windows 10 Pro Date & time -- is also set 'On' for "Adjust for daylight savings time automatically."

[MH358]

bltdavid The Strategy Analyzer is set to "Use instrument settings" for 'Time frame' -> 'Trading hours'...same as the regular chart. Is there something I'm missing re. the 'template'...?

[MH358]

It seems that this is a NT8 daylight savings time issue...?

[NinjaTrader_Jesse]

Hello MH358,

Thank you for the additional details.

From what has been provided so far I would be unsure of the difference you are seeing, I am not able to see this when comparing a chart against the analyzer on my end with this instrument. Have you at this point tried reloading all historical data for the period being tested from a chart? It could additionally be helpful to see if this is related to the historical data cache, you may try the following steps to clear the cache:

To delete the cache, follow the steps below.

• Shut down NinjaTrader.
• Open the Documents > NinjaTrader 8 > db folder.
• Delete the sub-folder named 'cache'.
• Restart NinjaTrader and test.

I look forward to being of further assistance.

[MH358]

NinjaTrader_Jesse -- Just finished doing that -- no effect on the 1-hour discrepancy seen in Strategy Analyzer charts for RTY 06-19 using 180-minute Data Series minute-value.

[MH358]

More info: this is not a problem that is unique to the instrument (RTY 06-19) --> I'm seeing the same thing (Strategy Analyzer 180-minute bars off by 1-hour) via ES 06-19.