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| Strategy Development Support for the development of custom automated trading strategies using NinjaScript. |
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04-04-2008, 09:27 AM
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#1 |
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Session-only data in Strategy Analyzer?
In Strategy Analyzer, is there any way to define a session and only load data for the session time? For Forex, I only want to trade during 8 am EST and 12 noon EST.
So it only needs to load data during these times. I can't find where to define a session for Strategy Analyzer or control what data it loads other than entire day at a time. Since 4 hours is a 1/6th of 24 hour period, I could load 6 times as many days if there's a way to control what hours in the day it trades. Sincerely, Wayne |
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04-04-2008, 09:39 AM
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#2 |
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- right click->properties
- see Session begin/end properties
Dierk
NinjaTrader Customer Service |
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04-04-2008, 09:41 AM
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#3 |
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By the way, this is especially a concern because I'm using 1 second data for the strategy which loads tick data. So a way to limit the data loaded to only the hours per day that I need would be great. Is there a way?
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04-04-2008, 09:42 AM
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#4 |
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Please proceed as per my post below.
Dierk
NinjaTrader Customer Service |
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04-04-2008, 09:43 AM
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#5 |
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Oh. Looks like we posted at the same time. Where do I right click on properties? The strategy? The Instrument ($USDJPY)?
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04-04-2008, 09:45 AM
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#6 |
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You have the issue on the market analyzer no? Right click there.
Dierk
NinjaTrader Customer Service |
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04-04-2008, 10:02 AM
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#7 |
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The issue is on the Strategy Analyzer as in the title of this post and my original thread. I never used the Market Analyzer yet. Is it somehow related? Will changing session in the Market Analyzer also change in the Strategy Analyzer?
Thanks for your quick responses!!! Wayne |
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04-04-2008, 10:04 AM
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#8 |
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On the strategy analyzer you will find it in the strategy properties as you backtest a startegy.
Dierk
NinjaTrader Customer Service |
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04-04-2008, 10:12 AM
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#9 |
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Well, I'm not at the computer with NT loaded right now. But I only remember start and end days to load. There wasn't any session start and end that I can remember. I'm running 6.5.0.10. Are you sure? If so, I'll look again more closely later this evening.
Thanks! Wayne |
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04-04-2008, 10:14 AM
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#10 |
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Yes I'm sure.
Dierk
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04-05-2008, 05:46 AM
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#11 |
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You were right, of course! Thanks, this worked beautifully. Is there a way to set the session per instrument or otherwise make it a default so I don't have to set it again everytime I open a chart or strategy analyzer? IF not, that's fine. It's a minor issue.
Wayne |
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04-05-2008, 10:37 PM
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#12 |
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>> Is there a way to set the session per instrument
Unfortunately not
Dierk
NinjaTrader Customer Service |
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04-10-2008, 12:40 AM
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#13 |
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I hope you don't mind me jumping in for a quick, related question ... Is there a way to set the Start Session / End Session in code, instead of entering them in the properties dialog when running a Backtest?
Brian1 |
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04-10-2008, 01:38 AM
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#14 |
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Not that I'm aware of.
Dierk
NinjaTrader Customer Service |
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