What is the big difference between "use instrument settings" and "US equities RTH"?
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When doing backtesting on a strategy, which session template should be used if running a back test on YM 09-12? Should it be left on "use instrument settings"?
What is the big difference between "use instrument settings" and "US equities RTH"?Tags: None
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Hello zachj,
You can select the session template you like. The session template determines during what hours data will be loaded to backtest your strategy.
"Use instrument settings" refers to the session template that is setup by default for the instrument. This is the 'CME US Index Futures ETH' session template for the YM.
You can check the different hours of these session templates in the Session Manager at Control Center-->Tools.Last edited by NinjaTrader_Jason; 09-18-2012, 03:01 AM.JasonNinjaTrader Customer Service
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Why is it that Im getting such a huge difference in the Net Profit when running a backtest on my Strategy with "instrument settings" and then running it on "US equities RTH". I realize "CME US index futures ETH" is extended trading hours but my strategy code is set for 930 to 430 so it shouldn't make a difference. It went from like 15k net profit to a negative net profit.
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Unfortunately, I am not sure what is causing the difference. Do you see trades outside 930 to 430 when running a backtest using the ETH session template? You can use the Trades-tab to check this.
I suggest to open two Strategy Analyzer windows and perform a backtest in each one. Subsequently compare the trades to see why there is a discrepancy.JasonNinjaTrader Customer Service
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