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Old 04-10-2012, 03:33 PM   #1
Eickola
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Default Session template

Hello

Sorry for my question but i'm new and i really don't know where can I find the right session template. So it would be very nice, if somebody can write the correct session template for the different markets...


BRN
C
CL
ES
FDAX
FESX
FGBL
FTDX
MDAX
SB
SI
TT
VX
FSMI
DC
CT

Thanks a lot and greets
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Old 04-10-2012, 03:56 PM   #2
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Eickola,

If you go to Tools > Instrument Manager > Click an Instrument > Click Edit. The "Session template" field will show what the default and generally correct session template is for this instrument.

Please let me know if I may assist further.
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Old 04-10-2012, 04:14 PM   #3
Eickola
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thanks for your fast answer.

For example, is that correct that CT (Cotton No. 2) have the session template Ipe US Agriculturals4 and FDAX have Eurex Equity Index Future?

And is it also true, that i become only the right backtest results if i use the right session template?So i can be sure when the code is correct and i use the right session template i become the right results? Or have i to look also other things?
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Old 04-11-2012, 03:41 AM   #4
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The session template for the FDAX reflects the proper trading times.

When I check the Cotton No. 2 futures on the Ice website, I see trading times listed different than the 'Ipe US Agriculturals4'.
https://www.theice.com/productguide/...tml?specId=254

It reflects trading sessions of 9:00 PM to 2:30 PM the next day.

However when I create a CT 05-12 chart using the 'Default 24/7' session template, I see more data. You can create custom session templates in the Session Manager so it will only load the data you like. More information can be found at the link below.
http://www.ninjatrader.com/support/h...on_manager.htm

The session template determines during what hours historical data is loaded. Subsequently the strategy will be backtested on the historical data that is loaded.
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Old 04-12-2012, 03:51 PM   #5
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Ok I understand.

But if i want make a backtest with the right Trading Time of an instrument, I have to use the right session template, because if I bmake a backtest with other times, i have in the backtest not the right results. Because when i trade after this strategy, the market will take the right times and not this I had backtested!

So how I see, I have to write self the right session template for every instrument?

And when i write this, how does that work after with a automatic system? Take this my self wroten session template or this which is in the official settings on ninja? Like cotton N2, when I'm write the right one, but in the settings is Ipe US Agriculturals4' which session template will my system take?

Sorry for my english, i hope you can understand what i want to say?
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Old 04-13-2012, 03:12 AM   #6
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Eickola, yes generally you would want to determine which intraday session you wish to use for your instruments, if it's backtesting or live trading -> some thoughts would apply, the session template used will determine what session the bars / charts are running with. You can check the used templates under Tools > Session Manager and check if those would suit your style wishes and customize as needed - in your Instrument Manager you can then also set a new default session template to use per market, so it would be remembered for the future when you select this instrument again and use the < use instrument settings > setting when creating the chart.

Another option is using for example always the ETH (electronic) trading hours and then furthe limiting the strategy allowed executions time through a so called time filter directly in the strategy code - as example of such a technique is located here for you -

http://www.ninjatrader.com/support/f...ead.php?t=3226
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