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Timeframes not matching for two instruments.

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    Timeframes not matching for two instruments.

    Hello,

    Currently I'm developing a strategy that bases its buying decision on 2 different instruments.

    These instruments have different trading hours and this strategy has a 2 hours timeframe.

    According to the data I'm using from Kinetick, 2 hours bars from these 2 instruments do not match in time, ie. for the first instrument there might be a 2 hour bar closing on 15:45 and the second instrument might have a 2 hour bar closing on 16:15. This is not helpful. For this strategy I need 2 hour bars containing data from the same hour range (13:45 - 15:45 or 14:15 - 16:15).

    How do I make sure the latest is going to happen?

    Also, how would it work on the period of time one of the instrument is not available?

    thanks in advance.

    #2
    Hello 7robert, thanks for your note.

    The hour break would be determined by the beginning of the session template. You will need to edit one of the instruments session template such that it will start up at the same time as the other instrument. Could you let me know the two instruments being used so I can test on my PC?

    I look forward to hearing of your results.
    Chris L.NinjaTrader Customer Service

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