[116] Session times are being ignored

I´ve set up a custom session that leaves out 00:00 to avoid trading the roll-over hour, yet the backtest (Builder / Retester / Optimizer) still places market trades at 00:00 and manual market exits at that time too (apart from TP / SL which of course can happen during that time too and are all right).



P.S.: I know that I can limit the trading times by "Limit Time Range" option and then it indeed works fine, but what are the sessions for then if they are being ignored anyway?

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  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

g
#1

geektrader

31.12.2018 04:55

Task created

g
#2

geektrader

31.12.2018 04:56
Voted for this task.
g
#3

geektrader

31.12.2018 05:05

Description changed:

I´ve set up a custom session that leaves out 00:00 to avoid trading the roll-over hour, yet the backtest (Builder / Retester / Optimizer) still places market trades at 00:00 and manual market exits at that time too (apart from TP / SL which of course can happen during that time too and are all right).


P.S.: I know that I can limit the trading times by "Limit Time Range" option and then it indeed works fine, but what are the sessions for then if they are being ignored anyway?

RL
#4

rickliao

31.12.2018 05:55
Voted for this task.
MF
#5

Mark Fric

31.12.2018 08:37

Status changed from New to Refused

Sessions don't work like this. They are used for futures, they don't make any sense for forex, because you cannot configure them in MT4.


Sesson means that the chart (data itself) will be limited to the range set by session. So with your session the strategy in SQ will not see bar with 0:00 hour, first bar it will see is 1:00 hour.

This will lead to totally wrongly computed indicaors, you will be not able to reproduce it in MT4/5.


So sessions limit range of chart/bars, not trading.


If you want to limit trading hours use settings in Trading options.


Perhaps the best would be to disable session config for MT4/MT5 engine.


g
#6

geektrader

31.12.2018 08:45
Thanks for the explanation, that wasn´t clear to me. I would not recommend disabling the sessions for MT4 completely, because nowadays you can trade many instruments like DAX / DOW Jones that do have a session in MT4 too.


Thanks again and can be closed :-)


Votes: +2

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