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Last bar of session doesn't have indicators until next session begins

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    Last bar of session doesn't have indicators until next session begins

    I have noticed that the last bar of my session doesn't have any indicator values until the next bar of the session begins. I feel it should have the values since the bar is closed.

    For example, on 5 min chart I set the session to end at 8:00 AM. The 8:00 AM bar doesn't have any indicators until the session begin time. Why is that? Is there a way around it? I feel if I don't have to wait until the next session I could have a better entry.

    Also is it possible to have 2 sessions for a multi-timeframe strategy? I am entering orders on a 1 minute timeframe but on the closing bar of the main bar series the order executes in the next session. if Icould just extend the session by 1 minute it would execute after the close of the main bar series session.

    #2
    Please set "Calculate on bar close" to False for the indicator and strategy. The indicator values and strategy conditions will be calculated upon each incoming tick (CPU intensive) instead of the close of a bar.
    JasonNinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_Jason View Post
      Please set "Calculate on bar close" to False for the indicator and strategy. The indicator values and strategy conditions will be calculated upon each incoming tick (CPU intensive) instead of the close of a bar.
      This is a possibility for the strategy, but what about for the charting? On the chart without using any strategy, there is no indicator data.

      Comment


        #4
        You will need to set "Calculate on bar close" to False for the indicators that the strategy uses as well.

        If you like to display the indicators without enabling the strategy, you will need to add the indicators via the Indicator menu.
        JasonNinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_Jason View Post
          You will need to set "Calculate on bar close" to False for the indicators that the strategy uses as well.

          If you like to display the indicators without enabling the strategy, you will need to add the indicators via the Indicator menu.
          http://www.ninjatrader-support.com/H...ndicators.html
          Ok now I understand what you meant, that it is for the indicators and not for the chart.

          But just one thing that is bothering me. If I have 5 minute bars and my session ends at 8:10 am, wouldn't the bar at 8:10 be closed? It doesn't make sense to me that I have to put "calculate on bar close" to be true when the bar should be closed.

          It seems to be a bug that the bar isn't closed if it's the last bar of the session.

          The problem with the workaround of setting calculate on bar close to false, is that it will show potentially invalid values until the bar is closed. I really want the value when the bar is closed. With this solution I could force myself to not look at the indicator values until I'm sure the bar is closed..

          Comment


            #6
            Unfortunately this is as expected. The indicator value will be displayed when the new price bar is created.

            You can increase the session end time by 5 minutes, so the indicator will calulate its value for the 8:10 AM price bar.
            JasonNinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_Jason View Post
              Unfortunately this is as expected. The indicator value will be displayed when the new price bar is created.

              You can increase the session end time by 5 minutes, so the indicator will calulate its value for the 8:10 AM price bar.
              I think this is a bit unintuitive for the user that the bar is not closed until the next bar is created, but that is a design choice.

              I've tried extending the session but it was interfering with my strategy (I'm using multi-timeframe).

              Comment


                #8
                Unfortunately I see no other workaround.
                JasonNinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by NinjaTrader_Jason View Post
                  Unfortunately I see no other workaround.
                  You have been helpful. Setting the calculate on close to false is good enough for me. Didn't know you could do that for each indicator. Thank you.

                  Comment

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