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Will not respect time zone constrains

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alexisSQ

Customer, bbp_participant, community, 20 replies.

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7 years ago #116139

Hello and happy new year!

I wish to create an “overnight” strategy so I set my strategy options to limit signals to time range, exit at end of day and time range from 19:00 to 01:00. My Ninja futures data is US EST time stamped.

This is 2am  to 8am (Eastern Europe) like Athens where I am based. Most strategies created begin trading like 11am, 10:15am, 05:00am etc and this is completely out of range set.

I have noticed this issue in re testing as well as it will not respect time zone restrains.

Maybe the end of day is affecting or the time difference? What do you suggest as I really want to create an overnight strategy (Asian session) where volatility is low (less news reports etc.) in Ninja

Alexis

 

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tomas262

Administrator, sq-ultimate, 2 replies.

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7 years ago #140833

Hello,

 

it works well for me. When I set trading from 23:00 to 01:00 for example in the list of trades I get entries only between those times. Can you check list of trades and open times?

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alexisSQ

Customer, bbp_participant, community, 20 replies.

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7 years ago #140836

As already posted I want the overnight and my data is US EST (UTC-5). Therefore I set 19:00 to 01:00. All strategies created have entries outside these times like after 01:00 (example 05:30, 10:30, 01:45) exits like (09:30, 23:34, 02:00)

Nothing to do with the specified range. I used ES 15 min data. I tried to use 1min data in MT4 format (to select 15min) and NT back test engine also used pure 15 ES data (NT format). Same problem. I also tried to use 23:00 to 01:00. Same issue

How can I post screen shots? Impossible to do here.

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tomas262

Administrator, sq-ultimate, 2 replies.

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7 years ago #140841

Hello,

 

just to make sure, do you use the ‘Limit signals to time range’ option? Just tried to do various tests using 6E NT data in Builder and Retester and all works well. If you can provide screenshots to [email protected] it would be appreaciated

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