NexusFi: Find Your Edge


Home Menu

 





Session templates and Strategy Analyzer during Eurex trading hours using NT7


Discussion in Traders Hideout

Updated
    1. trending_up 3,394 views
    2. thumb_up 3 thanks given
    3. group 2 followers
    1. forum 4 posts
    2. attach_file 0 attachments




 
Search this Thread

Session templates and Strategy Analyzer during Eurex trading hours using NT7

  #1 (permalink)
 warcious 
Brisbane + Australia
 
Experience: Advanced
Platform: NinjaTrader
Broker: CQG, NinjaTrader Brokerage
Trading: NQ, FDAX
Posts: 104 since Oct 2016
Thanks Given: 35
Thanks Received: 21

Good day Professional Traders,

If I am trading during Eurex and US market hours, and use Market Replay data 5 month back, and want to get as accurate trade results as possible, I have a few questions:

I live in an Asian time-zone location with local PC set to Asian time, my session will start during one day and finish on the next day, which will complicate analyzing the trade results using Strategy Analyzer in NT7 on a day to day basis.

Question 1:
Is switching my computers local time to a Euro timezone (which would allow my Eurex session to start and finish during the same day as well as US RTH time to start and end during the same day inside my strategy analyzer), the only and best solution to my Strategy Analysis problem so I can analyze my day-trades using Strategy Analyzer without complicating the dates?

Question 2:
How about day-time saving hour complications when using Market Replay data in NT7, looking back 5-6 months.
Would I somehow have to adapt my session template so it automatically adapts to these trading hour differences, or what is the solution to this problem?

Question 3:
Is there any other factors I have to take into account when analyzing day-trades using Strategy Analyzer trades made using Market Replay data for various instruments on the Eurex and US markets?

Thank you!

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
Better Renko Gaps
The Elite Circle
MC PL editor upgrade
MultiCharts
What broker to use for trading palladium futures
Commodities
Cheap historycal L1 data for stocks
Stocks and ETFs
 
  #3 (permalink)
 
amoeba's Avatar
 amoeba 
Sydney, NSW, Australia
 
Experience: Intermediate
Platform: Sierra Chart, Python, C#
Broker: Interactive Brokers
Trading: MJNK, ASX, SPI
Posts: 205 since Jan 2014
Thanks Given: 98
Thanks Received: 284


It is an annoying problem, specially when our daylight savings kicks in, we go from US market opening at 11:30pm to 1:30am the next day :/

I created a few virtual machines on my pc and set their timezones to US / Euro to help with strategy design & back testing. I do not trade from those though, so not sure how that would go.

Reply With Quote
Thanked by:
  #4 (permalink)
 warcious 
Brisbane + Australia
 
Experience: Advanced
Platform: NinjaTrader
Broker: CQG, NinjaTrader Brokerage
Trading: NQ, FDAX
Posts: 104 since Oct 2016
Thanks Given: 35
Thanks Received: 21


amoeba View Post
It is an annoying problem, specially when our daylight savings kicks in, we go from US market opening at 11:30pm to 1:30am the next day :/

I created a few virtual machines on my pc and set their timezones to US / Euro to help with strategy design & back testing. I do not trade from those though, so not sure how that would go.

Thanks!
Well, I am using Market Replay data and backtesting and usign Strategy Analyzer to analise my trades. And it is a bit difficult when all the trades from 1 trading day session is split in 2 days in the Strategy Analyzer for Periods-> Days.
Is there a way to get around this?
Otherwise, I dont think it should make much difference if I trade with my local PC machine changed to Euro or US exchange times.

Btw, which VPS do you use that gives you a good ping from Sydney?
I used FXCMs preferred FXcolo before, and it was pretty good.

Started this thread Reply With Quote
Thanked by:
  #5 (permalink)
 
amoeba's Avatar
 amoeba 
Sydney, NSW, Australia
 
Experience: Intermediate
Platform: Sierra Chart, Python, C#
Broker: Interactive Brokers
Trading: MJNK, ASX, SPI
Posts: 205 since Jan 2014
Thanks Given: 98
Thanks Received: 284


warcious View Post
Thanks!
Well, I am using Market Replay data and backtesting and usign Strategy Analyzer to analise my trades. And it is a bit difficult when all the trades from 1 trading day session is split in 2 days in the Strategy Analyzer for Periods-> Days.
Is there a way to get around this?
Otherwise, I dont think it should make much difference if I trade with my local PC machine changed to Euro or US exchange times.

Btw, which VPS do you use that gives you a good ping from Sydney?
I used FXCMs preferred FXcolo before, and it was pretty good.

Just on my local PC I am using VMWare with virtual pc's to run with different timezones set in each OS, I only use them for backtesting and strategy design (for the same issues you mentioned).

I don't know if there is any other way around the issue out side of changing your OS timezone.

Reply With Quote
Thanked by:




Last Updated on August 7, 2017


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
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.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts