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View Full Version : How to backbest with market hours data only?


emcdowe
11-17-2009, 12:29 AM
Hi, Ninja Support,

I have a question for backtest and optimize timeframe, the Strategy Analyzer timeframe only gives session begins/ends with local time, is there anyway to choose Exchange time? or is there anyway to have a checkbox for market hours session? Due to day light saving time switch, using local time may cause confusions.

This is try to filter out pre-market/post market noise for more accurate beacktest results

Thanks.

NinjaTrader_Bertrand
11-17-2009, 02:51 AM
emcdowe, welcome to our forums - you would either need to set the session begin / end times as needed expressed in your local set PC time zone, or code time filter rules directly in the strategy code like shown here -

http://www.ninjatrader-support2.com/vb/showthread.php?t=3226

NinjaTrader 7 will feature a Session Manager for working with predefined and custom session time templates - http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html