Day bars in a bar series

[cassb]

I am using the following in my script:

Add(PeriodType.Day, 1);

This will add a bar series of 1 bar per day. My question is are these day bars for a calendar day (midnight to midnight local time) or are they for a session day (session time start to session time end)? What I need is a "session day bar" series where each bar is 1 session, regardless of the calendar day. Can you help me with that?

Thanks!
Bryan

[NinjaTrader_ChelseaB]

Hello cassb,

Thanks for your note.

For a data series with a daily interval selected the instrument will be forced to use the session times of the data provider.
For these cases, as a workaround, you can set the interval to minute and the value to 1440. This will allow you to use the instrument session and will still be a day long interval.

Below is a link to the help guide on Multi-Time-Frame & Instruments. In the section 'True Event Driven OnBarUpdate() Method' there is an explanation for how sessions are applied to data series, in the notes, under note 2.
http://www.ninjatrader.com/support/h...nstruments.htm


Please let me know if I can be of further assistance.

[cassb]

For a data series with a daily interval selected the instrument will be forced to use the session times of the data provider.
For these cases, as a workaround, you can set the interval to minute and the value to 1440. This will allow you to use the instrument session and will still be a day long interval.

Thank you, Chelsea. I'm not following you -- are you saying that my data series that I added does indeed cover the session times rather than a calendar "day"? That is what I want. For example, in my time zone, the Forex session begins and ends at 6pm EST. So I want my bars in that series to each contain 1 bar from the 6pm to 6pm time frame (not from 12am to 12am).

Is that what it's doing?

Or are you saying I should use this instead to get "day bars" that cover the session time range?

Add(PeriodType.Minute, 1440);

Thanks!
Bryan

[NinjaTrader_ChelseaB]

Hello cassb,

-- are you saying that my data series that I added does indeed cover the session times rather than a calendar "day"?

Or are you saying I should use this instead to get "day bars" that cover the session time range?

Add(PeriodType.Minute, 1440);

I am suggesting you do the latter. Using "Add(PeriodType.Minute, 1440);" will give you a day bar series that uses the session template.