Help on FDAX trading hours in NT8 - NinjaTrader | futures io social day trading
futures io futures trading


Help on FDAX trading hours in NT8
Updated: Views / Replies:362 / 0
Created: by GuppyDRV Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Help on FDAX trading hours in NT8

  #1 (permalink)
Elite Member
Seattle
 
Futures Experience: Intermediate
Platform: MultiCharts 10
Broker/Data: InteractiveBrokers, IQFeed
Favorite Futures: ES
 
Posts: 46 since Nov 2015
Thanks: 18 given, 2 received

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,

GuppyDRV

Reply With Quote

Reply



futures io > > > > Help on FDAX trading hours in NT8

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
FDAX 1 minute trading Zemlic The Elite Circle 8 April 17th, 2016 06:12 AM
How is the slippage when trading FDAX live? tradingishard Emini Index Futures Trading 11 February 22nd, 2016 12:02 PM
Trading FDAX live in a transparent fashion xelaar Elite Trading Journals 168 March 12th, 2015 07:40 AM
FDAX pit hours jeffman Emini Index Futures Trading 7 August 10th, 2014 04:19 AM
Looking for trading buddies (FDAX and CL) vvhg Traders Hideout 9 December 10th, 2012 02:00 PM


All times are GMT -4. The time now is 04:11 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-15 in 0.06 seconds with 19 queries on phoenix via your IP 54.234.255.29