Indicator will not correctly plot instruments that do not trade in premarket

[kenyee65]

The indicator plots the high and low of the first 30 minutes and then also 25% above and below the high and the low.

The following times are based on Eastern Standard Time.

On instruments that have premarket activity like MOS and SPY it works fine.

On instruments that do not trade in premarket or do not have enough activity it will not pick up the first 5 minutes when set on the end time of greater than 9:35. BHI on 8/25 barely had any trading so on the end time of 9:59 it did not pick up the first 5 minutes on a 5 minute chart. Oddly enough it does work on a 25 range bar setting. On instruments like the ^VIX that have no premarket trading it does not register the first 5 minutes with an end time of 9:36 and after.

It works on all instruments if the settings are for the first 5 minutes, 9:30 and 9:35 am.

Thank you in advance.

[NinjaTrader_Brett]

Hello,

Thanks for the note.

Can you please post a screenshot of the plot not being correct and what its correct value should be.

To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.


I look forward to assisting you further.

[kenyee65]

Screen Shot of Charts

The ^Vix 5 Min chart shows the bottom of the 30 minute range as 41.13 and it should be 41.18.

The ^Vix Range Bar shows that the bottom of the 30 minute range is 41.34 (the same as the 5 minute high, so it did not pick up the first 5 minutes), it should be 41.18.

5 minute range is in lime green.
30 minute range is in Dodger Blue

Thank you in advance

[NinjaTrader_Brett]

Hello,

To troubleshoot this.

Please add a Print() line for GetBar(). To see what barsAgo value are you returning, if you subtract this from the CurrentBar what bar are you ending up on? If it the correct bar?

Thank You.

[kenyee65]

what class is the GetBar method is in? And can it be modified (is it open source)?

[NinjaTrader_Brett]

Hello,

Its in the NinjaTrader strategy and indicator class.

It cannot be modified.

[kenyee65]

If it cannot be modified, how do I add the print() line for the GetBar()?

The indicator works on a 15 Range bar chart but not a 20 range bar chart.

[NinjaTrader_Brett]

I was wanting to know what is Printed when this is run. What bar index value is returned. This is where we need to check into to make sure we are getting the right bar.

[kenyee65]

Here is a screen shot of 8/25 with a data box on ^VIX on a 5 minute chart. Ran two instances of the FHHRange indicator

1. The one with the data time input of starting at 9:30 and ending at 9:35 (Lime green lines) goes back to the correct bar ending at 9:35.

2. The second one with the only change in data input was to change the end minute from 35 to 59 to reflect the period of 9:30- 9:59 (Dodger Blue Lines) only went back to the bar ending 9:40 instead of 9:35. The right upper corner of the chart reflects the starting and ending input and the only difference is the end minute input.

Since this is not a consistent problem could it be bad data?

If this is not what you are looking for where do I find the bar input value?

Would it be possible to set up a call time?

[NinjaTrader_Austin]

kenyee65, I will have Brett get back to you on Monday.

[NinjaTrader_Brett]

Hello,

Believe what you are running into here is that in NinjaTrader. Bars are time stamped on their end time. Not their start time. When running back in historical you are doing checks on the bars end times.

This is why you are getting the output you are as if you are calling a line that says I want to start when time is > 9:35. On a 5 minute chart the bar this becomes true on is the 9:40 bar.

I can arrange a call if still not clear.

Let me know if I can be of further assistance.

[kenyee65]

If it was a time stamping issue wouldn't both bars be off as one is pick up the end bar of 9:35 which is actually 9:40 and the other that is 9:40 should take the data off the 9:45 bar? But that is not the case as the bar ending 9:35 takes it off the close of 9:35 bar but the bar that should references the beginning of the 9:35 bar is taking it off at various spots from the beginning of the 9:35 bar to various places like 9:32.

I would like to set up a time for a call so I can show you on live charts, so it would have to be after 10 am Eastern Standard Time.

Thanks in advance

[NinjaTrader_Brett]

Hello,

Please email me at support at ninjatrader dot com ATTN: Brett and reference this forum post.

I look forward to assisting you further.