Support Board
Date/Time: Mon, 13 Jan 2025 05:41:34 +0000
Exclude Premarket data
View Count: 799
| [2017-04-05 10:15:44] |
| User659433 - Posts: 13 |
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Is it possible to exclude premarket and aftermarket data while doing backtest. At several month, due to changing time, sessions starts 13^30 (UTŠ” 0) another 14^30. The only way I see to make 3 different backtests changing date periods and time sessions. But it is very inconvenient.
Date Time Of Last Edit: 2017-04-05 10:16:53
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| [2017-04-05 10:19:08] |
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The only way this can be done is by adjusting the Session Times: Chart Session Times Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2017-04-05 10:28:48] |
| User659433 - Posts: 13 |
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So as I said - this can be done by 3 different backtests?
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| [2017-04-05 16:44:57] |
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Yes but the other way is to program your automated trading system itself to not submit any orders during certain times.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2017-04-05 19:50:33] |
| User659433 - Posts: 13 |
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The problem is that I need Previous Dayly Highs Lows - so i get them including premarket data. The best way to let know SierraChart changing of time sessions 2 times a year to work in this way more properly. I think there are many other studies which couldn`t be used for backtests due to this problem.
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| [2017-04-05 21:21:52] |
| Merlin - Posts: 83 |
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For the user: I also live in an area (Arizona) with whacky daylight savings time changes. I get around the problem by displaying my charts in the exchange's time zone rather than my own - and training myself to think in that time zone when trading. Once I got used to this, it eliminated the kind of issues you're discussing. Perhaps you can do something similar?
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| [2017-04-06 05:04:01] |
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We cannot provide further help. From our perspective it is hard for us to say exactly what to do because we do not know what symbol you are looking at and the time zone of the chart. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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