NT 7 beta 19 - ToTime() historical calulations on tick based charts

[powermoney]

After upgrading from beta 18 to 19, the ToTime() function, like code example below, does not appear to be working properly in Tick and Renko charts historically - when doing backtests and when attaching a strategy (backfilling trades on a chart). It works fine with Minute charts and works fine on all charts Real-Time.

// Only trade between 7:45 AM and 1:45 PM
if (ToTime(Time[0]) >= 74500 && ToTime(Time[0]) <= 134500)
{
// Strategy logic goes here
}

Thanks,

Powermoney

[NinjaTrader_Bertrand]

Powermoney, thanks for the report, I was unfortunately not able to reproduce here yet, what dataprovider and symbols / sessions were you using in your testing?

Thanks

[powermoney]

Originally Posted by NinjaTrader_Bertrand

Powermoney, thanks for the report, I was unfortunately not able to reproduce here yet, what dataprovider and symbols / sessions were you using in your testing?

Thanks

Esignal - YM ES CL SI GC - Default 24/7

I am using the strategy logic to exist trades when the condition is met (time is within the specified window)

[NinjaTrader_Bertrand]

I tried the attached for example on ES 333 Tick in the Strategy Analyzer backtests and backtesting from chartd and do not run into any issues, would you mind posting a sample that would not work as expected for you?

[powermoney]

Originally Posted by NinjaTrader_Bertrand

I tried the attached for example on ES 333 Tick in the Strategy Analyzer backtests and backtesting from chartd and do not run into any issues, would you mind posting a sample that would not work as expected for you?

In the strategy you sent, shrink the window to 15 minutes like so:

if (ToTime(Time[0]) >= 74500 && ToTime(Time[0]) <= 80000)

Set Exit on close to False, and look at a GC and YM Renko 20 charts

Also, look at a YM 20 range chart.


Powermoney

[NinjaTrader_Bertrand]

powermoney, please see the screenshot attached, YM 20 Range on Default 24 / 7 sessions, ExitOnClose false, strategy modified as you suggested - both time exits from the last 2 days working as expected here for me, I get the same results when backtesting from SA.