Bars.IsFirstBarOfSession not working on charts with bar period "second"

[Harry]

Bars.FirstBarOfSession does not work correctly on second charts.

For example

- on a 300 second chart for CL 06-17, the first bar of the session of May 17 is not detected
- on a 300 second chart for ES 06-17, the first bar of the session of May 18 is not detected
- on a 60 second chart for ES 06-17, the first bar of the session of May 18 is not detected

Please find below a test indicator and charts that show that Bars.IsFirstBarOfSession is not working on second charts.

[NinjaTrader_PaulH]

Hello Harry,

Thanks for your post.

I'm sorry but I am unable to replicate your results, I've added a video of what I saw here in case I have misunderstood something.
https://www.screencast.com/t/t2VJXxJrP42w

I did test using the Kinetick data feed and the public version of 8.0.6.1

I also tried various tick, volume and renko bars.

[Harry]

Hi Paul,


Thank you for your quick reply.

I can see on your video that there is no problem on your side.

Unfortunately, on my Trading PC there is a problem.

I have also encountered this problem on the secondary bar series loaded via different indicators and then tracked it back to the source.

The only thing I can offer is that you log on to my PC and check yourself.

I am running NT 8.0.6.1 64-bit on Kinetick data feed.

[Harry]

I have now deleted the db -> cache folder and reloaded the data for the current week.

After reloading the data everything shows as expected.


I believe that there is a major problem with the historical data manager. When the historical data manager updates a chart

-> it first removes the incomplete data for the last historical day on the chart
-> then adds data for that day and the following days as needed

However, the data manager has a severe bug. It sometimes deletes data without replacing it which cannot be seen on the chart

-> because the cached data is not deleted
-> but the data in the historical data is deleted (typically one hour)

It is my suspicion that the behavior that I have seen can be explained from a difference between cached and historical data. After reloading a full week of data from Saturday to Saturday, the data is clean, and the indicator works as expected.

[Harry]

Problem reproduced (with difficulties) on two different machines

I have continued to enquire about the problem.

(1) I have now tested the indicator on my second machine.

I was able to observe the same problem. Bars.FirstBarOfSession did not work on May 18. This applied to the test indicator and other indicators as well.

(2) I have also deleted all historical data on my main machine and reloaded data via a chart and then extended the loading period. The problem was hitting again. Bars.FirstBarOfSession did not work.


This is a serious problem, as I have used Bars.FirstBarOfSession in various indicators where it fails.

I have observed it on two different machines, both of then having installed NinjaTrader 8.0.6.1 and connected to Kinetick data feed. I am sure that the problem only occurs with second data. Second data is a hybrid between tick data and time based data. Other bar types are not affected.

[NinjaTrader_PaulH]

Hello Harry,

Thanks for your updates, we appreciate the input.

Please attach your chart template with the indicator.

[Harry]

Hello Harry,

Thanks for your updates, we appreciate the input.

Please attach your chart template with the indicator.

Paul,

Thank you for coming back.

The chart template is the standard template that comes with NinjaTrader and which is set via instrument settings. There are no holiday settings for May 17 or May 18.

The indicator is already attached in post #1. You have already used it for creating the video.

[NinjaTrader_PaulH]

Hello Harry,

Thanks for your reply.

Sorry, I was not very clear. I am requesting a chart template from your system where the issue occurred that was demonstrated by the indicator, in an effort to recreate on our end.

[Harry]

Hello Harry,

Thanks for your reply.

Sorry, I was not very clear. I am requesting a chart template from your system where the issue occurred that was demonstrated by the indicator, in an effort to recreate on our end.

I did not even have a chart template. I simply added the indicator to a default chart that used the template <instrument settings>.

Currently, I am unable to reproduce the issue on my side. I will try to reproduce it.