Multi-time series strategy in NT using different sessions?

NexusFi · 2010-04-02T07:20:53-04:00

So I have a strategy and I use StopLimits and unmanaged trades to get me into and out of the market. Problem is I'm using the default session template for my commodity and it doesn't show fills overnight historically. Even though it definitely would have been filled, it just acts as if the market never got there. Naturally, this is a problem, it changes all the positions that I have. So what I'd like to know is this: Can I have two different time series, one with 24/7 session template, and one with …

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Updated April 2, 2010

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Multi-time series strategy in NT using different sessions?

April 2nd, 2010, 07:20 AM	#1 (permalink)
zwentz Austin, TX Vendor: www.ninjaterminal.com Experience: Advanced Platform: NinjaTrader Broker: Optimus Futures/Rithmic Trading: Futures [ZB] Posts: 36 since Sep 2009 Thanks Given: 12 Thanks Received: 22	So I have a strategy and I use StopLimits and unmanaged trades to get me into and out of the market. Problem is I'm using the default session template for my commodity and it doesn't show fills overnight historically. Even though it definitely would have been filled, it just acts as if the market never got there. Naturally, this is a problem, it changes all the positions that I have. So what I'd like to know is this: Can I have two different time series, one with 24/7 session template, and one with "use instrument settings" for indicator calculation? That way I get the fills and I get the indicator that I like. If not, can you suggest a solution? Thanks!