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| Strategy Development Support for the development of custom automated trading strategies using NinjaScript. |
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#1 |
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Junior Member
Join Date: Jul 2009
Posts: 6
Thanks: 1
Thanked 0 times in 0 posts
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My imported historical EOD data isn't processed correctly in the Strategy Analyzer or even in a chart anymore. It seems that the days are shifted by 1 day.
As an example, I attach a screenshot of the imported data (the date format shown is German, i.e. dd.mm.yyyy) and another image what NT shows in a chart (or uses in Strat Analyzer). Today is Aug 8th, the imported data is only available until today and not for tomorrow (unfortunately ) but the chart is displayed until Aug 9th. As a result, also weekends are shifted by 1 day. Aug 4th/5th was a weekend, but the chart displays Aug 5th/6th as weekend. I have this issue for a couple of months but I think I didn't have this in the past. I appreciate any hints or help. Thanks. |
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#2 |
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NinjaTrader Customer Service
Join Date: Dec 2009
Location: Denver, CO, USA
Posts: 6,499
Thanks: 109
Thanked 291 times in 280 posts
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Hello,
Thanks for the note. With NinjaTrader all time stamps need to be in the local time stamp so we convert the time to local time. If enough hours are added or subtracted to get the data in your local time it could push the day out one day. In your screenshot of the historical data manager. Is your data have the correct day on it or is it also one day off in the historical data manager? -Brett
Brett
NinjaTrader Customer Service |
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#3 |
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Junior Member
Join Date: Jul 2009
Posts: 6
Thanks: 1
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Brett - thanks.
In the historical data manager, the day is shown correctly. In the chart (and in the strat analyzer) the OHLC of 8th Aug in the historical data manager is shown as OHLC of Aug 9th. My local time zone is currently UTC+2. |
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#4 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,569
Thanks: 262
Thanked 1,018 times in 999 posts
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whipsaw, from which timezone was the data the exported? And which timezone did you select as source zone when doing the import in NT?
Bertrand
NinjaTrader Customer Service |
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#5 |
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Junior Member
Join Date: Jul 2009
Posts: 6
Thanks: 1
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Brett - the data contains only dates, no time values.
E.g. (yyyymmdd;OHLC;volume) 20120806;6869.00;6945.00;6847.00;6921.00;112743 20120807;6910.00;6990.00;6896.50;6964.50;117132 20120808;6958.50;6972.00;6907.50;6961.00;1 I think I used UTC+2h to import the data. |
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#6 |
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NinjaTrader Customer Service
Join Date: Dec 2009
Location: Denver, CO, USA
Posts: 6,499
Thanks: 109
Thanked 291 times in 280 posts
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To correct this please go to control center->session manager and edit the session that you are using for the daily bars or create a new session based off the one you are currently using.
Now change the time zone to be your local time zone this way no conversion occurs thus throwing your daily bars off a day. Right click on the chart->data series and apply this session template to the chart. -Brett
Brett
NinjaTrader Customer Service |
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The following user says thank you to NinjaTrader_Brett for this post: |
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#7 |
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Junior Member
Join Date: Jul 2009
Posts: 6
Thanks: 1
Thanked 0 times in 0 posts
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Thanks for you hints, Brett. Your description helped me to fix the shifted day in the chart. To correct the shifted day in the Strategy Analyzer, I changed the session template of the respective instrument, this worked. Thanks again.
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#8 |
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NinjaTrader Customer Service
Join Date: Dec 2009
Location: Denver, CO, USA
Posts: 6,499
Thanks: 109
Thanked 291 times in 280 posts
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no problem glad to help.
-Brett
Brett
NinjaTrader Customer Service |
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| eod historical data, historical data, time zone |
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