Bars.BarsSinceSession unreliable on Renko charts

[NinjaTrader_Bertrand]

bretddog, correct that limitation however that was for IB daily bars only.

[marcow]

Originally Posted by NinjaTrader_Bertrand

Thanks for the details and file Marco, just tried this here and was unfortunately not able to reproduce - please see my screenshot attached from the 'run'.

Are you on latest NT7 R10 here as this happens for you?

Would you see the same still with freshly downloaded replay data from our server?

Thanks,

First of all, I have some breaking information, I did the same testrun on a 10 minute chart, and the problem is also there. See attached image. So the issue is NOT related to Renko or any other chart type.
Because I exclusively use Renko for my strategies, I made the assumption it was Renko related, but again it is not.

Are you on latest NT7 R10 here as this happens for you?

No, I was on NT7 R9, but I now upgraded to R10. Unfortunately the problem still is there, no improvements

Would you see the same still with freshly downloaded replay data from our server?

I deleted and re-downloaded ES 09-12 from June29 to July 4, same problem.
I also doubt if it is the data causing this, because as I've mentioned before, I also encountered this issue several times in the past with ES 09-11 / ES 03-12 and ES 06-12 data.

Would it be helpful if I did a larger testrun this weekend on an ES 03-12 from Jan to March ? Just to get a bigger picture of how many times the error occurs ?

Marco

[NinjaTrader_Brett]

Where are you doing the start and too dates and what time are you hitting plat from as this does matter here.

Finally does this only happen in market replay, can you see it when connected to a regular feed for this same date range?

-Brett

[marcow]

hello Brett,

Replay settings are:

From: 6/29/2012 (June29) To: 7/4/2012(July4)
when replay starts, at 06:00 CET on 6/29/2012 , slider is completely to the left.

[NinjaTrader_Brett]

We will give this another test to see if we can reproduce and update.

[marcow]

Brett,

I just did a test on MarketReplay data for ES 09-11 from 20Jun2011 to 27Jul2011 and I got a very interesting result !
The error seems to appear every 5th sessionbreak, please take a look at the attachment.
It is on the sessionbreak from Monday to Tuesday each week, without exception. The error I reported in an earlier post was also on the sessionbreak from Monday to Tuesday.

I also did a testrun on Historical data, with the same results; Bara.BarsSinceSession is wrong on each Monday-to-Tuesday sessionbreak.


Maybe this is of any help to you.

Marco

[NinjaTrader_Bertrand]

Hi Marco, thanks for the updates - but the bars / calendar day alignments are correct on your setup, right?

[marcow]

Originally Posted by NinjaTrader_Bertrand

Hi Marco, thanks for the updates - but the bars / calendar day alignments are correct on your setup, right?

sorry, I don't understand what you mean with bars / calendar day alignments, can you explain this a bit further ?

[NinjaTrader_Bertrand]

Sure what I meant is - if you check your charts session segments, do they appear on the correct weekday for your timezone / date?

[marcow]

Yes, they do.

[NinjaTrader_Bertrand]

Thanks for clarifying, I will give this now a run on PC in your CET time as well.

[NinjaTrader_Bertrand]

I could see this now on my machine running on CET time - thanks much for the patience and report, we will look into matters.

[NinjaTrader_Bertrand]

To update, this has not been forgotten. It's under review by development.

[NinjaTrader_Bertrand]

To conclude - development reviewed the report and steps we could find to reproduce with your help.

Unfortunately it touches a sensitive area, so it was added to the list of fixes implemented then for our next major update of the platform.

To workaround now, you could for example change regional settings to US, as I was only to trigger in on a machine running German settings, so your scenario worked normally on my US set machine here.

[marcow]

Guess my best option would be to code my own barssincesession by using Bars.FirstBarOfSession something like:

 
 if (Bars.FirstBarOfSession)
  { Count = CurrentBar ;
    BarsInSession  = 1;
  }
else 
 BarsInSession = CurrentBar - Count;

What amazes me is that apparently I'm the only one on CET TimeZone settings who uses the Bars.BarsSinceSession in strategies trading the ES

Hope the next major update will come soon.


Marco