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Why am I getting errors when using Sess1StartTime or Sess1EndTime?

MultiWalk uses TradeStation’s Optimization API to perform optimizations on strategies. Sess1 and Sess2 are ‘legacy’ keywords and are not supported using the Optimization API. The following error is produced:

elsystem.SessionException: Status has been turned off. Change the keyword that is used or the session setting to “Regular Session.”

TradeStation replaced these old keywords with new ones: SessionStartTime and SessionEndTime.

So if you used Sess1StartTime or Sess1EndTime, simply make the following replacements:

  • Replace Sess1StartTime with SessionStartTime(1,1)
  • Replace Sess1EndTime with SessionEndTime(1,1)
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