NinjaTrader Support Forum  

Go Back   NinjaTrader Support Forum > NinjaScript Development Support > Strategy Development

Strategy Development Support for the development of custom automated trading strategies using NinjaScript.

Reply
 
Thread Tools Display Modes
Old 08-08-2012, 02:12 PM   #1
whipsaw
Junior Member
 
Join Date: Jul 2009
Posts: 6
Thanks: 1
Thanked 0 times in 0 posts
Default Issue with historical EOD data

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.
Attached Images
File Type: png screen1.png (153.1 KB, 3 views)
File Type: png screen2.png (55.4 KB, 4 views)
whipsaw is offline  
Reply With Quote
Old 08-08-2012, 02:43 PM   #2
NinjaTrader_Brett
NinjaTrader Customer Service
 
NinjaTrader_Brett's Avatar
 
Join Date: Dec 2009
Location: Denver, CO, USA
Posts: 6,499
Thanks: 109
Thanked 291 times in 280 posts
Default

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
NinjaTrader_Brett is offline  
Reply With Quote
Old 08-09-2012, 12:38 AM   #3
whipsaw
Junior Member
 
Join Date: Jul 2009
Posts: 6
Thanks: 1
Thanked 0 times in 0 posts
Default

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.
whipsaw is offline  
Reply With Quote
Old 08-09-2012, 05:19 AM   #4
NinjaTrader_Bertrand
NinjaTrader Customer Service
 
NinjaTrader_Bertrand's Avatar
 
Join Date: Sep 2008
Location: Germany
Posts: 22,569
Thanks: 262
Thanked 1,018 times in 999 posts
Default

whipsaw, from which timezone was the data the exported? And which timezone did you select as source zone when doing the import in NT?
NinjaTrader_Bertrand is offline  
Reply With Quote
Old 08-11-2012, 08:46 AM   #5
whipsaw
Junior Member
 
Join Date: Jul 2009
Posts: 6
Thanks: 1
Thanked 0 times in 0 posts
Default

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.
whipsaw is offline  
Reply With Quote
Old 08-13-2012, 06:23 AM   #6
NinjaTrader_Brett
NinjaTrader Customer Service
 
NinjaTrader_Brett's Avatar
 
Join Date: Dec 2009
Location: Denver, CO, USA
Posts: 6,499
Thanks: 109
Thanked 291 times in 280 posts
Default

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
NinjaTrader_Brett is offline  
Reply With Quote
The following user says thank you to NinjaTrader_Brett for this post:
Old 08-13-2012, 10:55 AM   #7
whipsaw
Junior Member
 
Join Date: Jul 2009
Posts: 6
Thanks: 1
Thanked 0 times in 0 posts
Default

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.
whipsaw is offline  
Reply With Quote
Old 08-13-2012, 10:57 AM   #8
NinjaTrader_Brett
NinjaTrader Customer Service
 
NinjaTrader_Brett's Avatar
 
Join Date: Dec 2009
Location: Denver, CO, USA
Posts: 6,499
Thanks: 109
Thanked 291 times in 280 posts
Default

no problem glad to help.

-Brett
NinjaTrader_Brett is offline  
Reply With Quote
Reply

Tags
eod historical data, historical data, time zone

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

Forum Jump

Similar Threads
Thread Thread Starter Forum Replies Last Post
Yahoo EOD Day Data Loading Issue jstockman Connecting 2 09-07-2012 09:39 AM
Advice on Kinetick EOD Historical data with IB specialsof Connecting 17 06-15-2012 12:28 PM
Backtesting, historical data and current day eod puravida Strategy Analyzer 3 03-19-2012 07:21 AM
Daily EOD historical Indexes data Danielj Connecting 2 08-20-2010 09:20 AM
EOD charts from Historical Data mazahreh Charting 5 08-18-2009 09:11 AM


All times are GMT -6. The time now is 03:52 PM.