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Issue on Break at EOD in a strategy?

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    Issue on Break at EOD in a strategy?

    Hi,

    I have a strategy based on time bars and on indicators based on time bars only.
    The performance with "Break at EOD" disabled are different from the performance with Break at EOD enabled.

    Why in your opinion?

    Why time bars are affected by "Break at EOD" ? I supposed only NON time bars were affected by this option.

    Any help is highly appreciated!

    Thanks

    #2
    Hi gbulle,
    What is the time frame you are in? Time bars can very well be affected by EOD break.
    Open a new chart with a time frame NOT ending "properly" at the end of the trading session and watch the last bar.
    Example:
    If you take Eurex German Equity Extended (1:15 - 22:00) and 60 min candles and enable EOD break, you will see the last bar ends at 22:00 for 45 min(!) of data only. The first bar of the next day will show up at 2:15 (1:15 + 60 min).
    By contrast, if you disable EOD break, the last bar of current day will have formed at 21.15 and the first bar of next day will show up at 1:30. This bar has 45 min data of the day before (21:15 - 22:00 and 15 min of the next day, 1:15 - 1:30).
    Is that the phenomen you are observing?
    NT-Roland

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      #3
      Hi,
      Thank you very much!! It is impressive the difference of profits caused by different formed bars!
      GB

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        #4
        Hi gbulle, thanks for your post.

        If you would like me to test what you were seeing with the strategy I would be happy to take a look.
        Chris L.NinjaTrader Customer Service

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