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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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Senior Member
Join Date: Jul 2010
Posts: 214
Thanks: 0
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I'm wondering what exactly a session template does (v7)?
If my strategy itself, has some code that only allows it to trade from 6:30am to 12:50am (pacific standard time) and exits any open positions at 12:50, should the session time really be doing anything? If so, what is it doing? If I run optimizations and walk forwards with different session times, I'll get different results depending on the session. Even if those sessions fully encompass 6:30am to 12:50am entirely. Thanks |
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2009
Location: Denver, CO
Posts: 8,117
Thanks: 249
Thanked 418 times in 415 posts
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Hello lookoutBelow,
Session templates will construct the bars based on the times defined. To get an idea of how they'll shape the data, use a chart with different session templates applied. A different session template can have different bars which leads to different indicator calculations compared to only having a time filter for your strategy. You can read more about session manager and session templates here: http://www.ninjatrader.com/support/h...on_manager.htm
Ryan M
NinjaTrader Customer Service |
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