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Old 05-23-2009, 09:46 AM   #1
anothertoy
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Default NT/Zen-fire - setting session start and end times

My strategy starts at 6am GMT and ends at 5pm GMT for FX futures traded on CME using 90 minute bars. Because of the 90 minute bars, I need to be precise on my start and end times so that my 90 minute bar times are correct. I am using zen-fire data and am based in London.

1) What session start times and end times should i enter for chart properties? Is it GMT or Chicago (CME) times?

2) When i program in Ninjascript to enter and exit trades at these times, should i use GMT or US central time?

3) in strategy analyser, there is also a section to enter session begin and session end times. What should i do there to?

4) when i run my strategy LIVE (one of the tabs in control centre), there doesn't seem to be a place to enter session start or end times so what does it defaul to and what should i do?

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Old 05-23-2009, 11:56 AM   #2
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Hi anothertoy, the session times you want to use across all session defining windows in NinjaTrader should be set in your local PC time, as NinjaTrader uses this. In the strategy tab please look under 'Time frame' to enter your session times, for the data history used to start your strategy please look under Tools > Options > Data > Chart default look back.
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Old 05-25-2009, 04:41 AM   #3
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So I have been doing the following to start a LIVE strategy:
I pull up a chart from File>new>Chart then insert a strategy (Strategy Icon) and set the session start time and end time under Properties (Property Icon).

So the Live strategy will use the start and end times as set in the property icon of the chart. After starting the live strategy, if i change the start and end times of the property icon of that chart, will it alter the start and end times of the live strategy that is currently still running? The reason it is important to me is because a 90min bar chart will have different bar times with different session start times.

What if i close the chart and open a new chart with the same security and then alter the session start and end times? Will my Live strategy use the new bar times?
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Old 05-25-2009, 05:43 AM   #4
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if you change the session times for a running strategy, NinjaTrader will start a new instance of the strategy. Just change the session times in the chart and take a look at the active strategies listed in the Strategies tab in the Control Center.
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Old 05-25-2009, 08:26 AM   #5
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Thanks. So I assume that the existing strategy still runs with the old session start and end times? How can I see what are the properties of each Live strategy? There is a column for Data Series which shows the time intervals of the data but where can I see the session start and end times for the Live strategies?
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Old 05-25-2009, 01:17 PM   #6
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Unfortunately this info can't be checked in the strategies tab. For this you would need to start them from the chart. Or create inputs for trading start / end and set the session to 24 hours for all.
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Old 05-29-2009, 09:56 AM   #7
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If I start a new live strategy in ES 06-09 (for example) with a session start time of 0:00 and end time of 0:00 and I start another live strategy in ES 06-09 with a different start time, will the 2 strategies trade live with their own session start times? And I don't have to worry about subsequent changes affecting live strategies?
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