Range Bar Gaps

[tradingcube]

Hello, I was hoping you might be able to point me in the right direction for the following:
I am doing some testing using range bars or various size across various markets and am also testing them for spacific time periods i.e 8am-4-30pm (Ftse Cash market times) etc.. My problem being if i set this time period for the test then the gaps are not gaps using a range bar instead it puts in a number of bars to fill the gap and somtime this will lead to trades that are impossible to trade in reality... what would be the best way to over come this problem?

Many thanks.

[NinjaTrader_Jason]

I tried a backtest on my end using range bars, but I did not display range bars after 4:30 PM in the Chart-tab of the Strategy Analyzer.

Could you please post a screenshot of the chart displaying the issue.

[tradingcube]

Hey Jason,
I dont think its a problem with the charting just the way range bars deal with gaps.
The below link should demonstrate the problem.
Because i want to test based on not trading 24h per day you can see the gap between finishing for a day and coming back the following morning creates a problem so i need a way of adding somting to the script that tells my system to ignor the first 5mins each day or somthing similar??

http://img504.imageshack.us/my.php?image=35173757qx2.jpg

[NinjaTrader_Jason]

I see. You would want to use the Alternative Range Bar implementation, which you can download at the link below.

http://www.ninjatrader-support2.com/vb/local_links.php?catid=3&sort=d

[tradingcube]

that should do it! many thanks.