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Help on FDAX trading hours in NT8
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Help on FDAX trading hours in NT8

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Elite Member
Trading Experience: Intermediate
Platform: MultiCharts 10
Broker/Data: InteractiveBrokers, IQFeed
Favorite Futures: ES
Posts: 52 since Nov 2015
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Help on FDAX trading hours in NT8

Hello all,

Iím trying to adapt a strategy that I use on ES to the FDAX as well as switch it from NT7 over to NT8. I should start by saying that my programing skills are basic at best and that I predominantly use the Strategy Builder to create the bulk of my code.

I am trying to trade the FDAX during normal Euro Equity Index hours 7:50 Ė 10:00 daily (UTC + 1 Berlin). I trade the ES during RTH hours (UTC - 8 Chicago). Here is my problem. With the ES, I have created a custom trading hour template that begins prior to the Central Time opening of the CME to ensure that my indicators have sufficient bars to trade prior to the opening. This is possible as the ES trades extended hours, as we all know, allowing my strategy to place trades on the first bar closed after the opening of the session. The FDAX on the other hand does not allow for this set up which then delays trading for 20 bars on the first day of each trade week. Additionally, each subsequent day the strategy will trade on the first bar but has to deal with the overnight opening gap. Finally, Ninjtrader will regardless of any modifications to the trading hour template only ever start the FDAX at 8:00 am which is 10 minutes after the opening. So here are my questions for all of you trade gurus.

1. Why does NT8 force the start of FDAX at 8:00 am even if a custom template with a stat of 7:50 am is applied? (I know itís me just canít figure out how).
2. I have never used Gapless indicators; how do they work and might that be an answer for dealing with the overnight gap each morning? Anyone using them have markedly better results?
3. What effect does reducing the Bars Required to Trade from 20 down to 1 have on indicator performance? Is this an Option.

Lastly; If you take this out one more step into back-testing or walk forward optimization (WFO) it induces an error for each of the OOS (Out of Sample) periods that the WFO is programmed to accomplish. An example would be a WFO with a 28-day optimization period and a 28 day OOS period. This means that in a given year there will be 12 OOS periods each of which start with a trading day shortened by 20 bars as this would be the bars required to trade. Each subsequent day would trade normally except for the overnight gap. The error induced is multiplied if you use a weekly or daily OOS period (Iím not using this short of a period but for illustration purposes it would generate a huge error in results).

1. Can a strategy be programmatically updated to fetch an additional day of data prior to each OOS period so that the bars required to trade are met at opening for each OOS period evaluated?
2. Is there another workaround used in this situation?

Thanks for taking the time to consider these questions. I truly appreciate all that everyone does on this forum. Please feel free post any other considerations that might be applicable that I may have missed.

Happy Holidays,


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