Special Monthly BarsType

[eebene]

Could someone please help.

I would like to modify the monthly BarsType, so that if January 1st for example is a holiday, the figures for the previous month (December) last trading day's are included in the current monthly bar (January). In other words, the OHLC in the last trading day of December is also the OHLC for the first trading day of January, and is included in the January monthly bar as the first trading day of January.

I would like to do this in NT7 and NT8

[NinjaTrader_ChelseaB]

Hello eebene,

Modifying a bar type in NinjaTrader 7 is not supported by NinjaTrader Support to do. However, this thread will remain open for any community members that would like to assist.

I do want to mention that TradingHours in NinjaTrader 8 (previously session templates in NT7) will have the ability to remove sessions for holidays (or any specified date).

The open of the next session after the holiday, however, will be from the first tick of data received after that session begins. It will not be possible to use the last tick of previous session as the first tick of the new session.