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Price bars showing unexpectedly perhaps

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    Price bars showing unexpectedly perhaps

    There are a couple of questions that I have. This is with NT version 6, beta 10+ (a build to address some market analyzer memory/performance issues).

    Note: All charts mentioned below have the properties set to 9:30AM to 4:00PM (my local PC time is GMT Eastern time). I am on the east coast of the U.S.

    1) I have a weekly chart. I would like to be able to run some scans in market analyzer (market analyzer is set to time frame as chart properties) over the weekend using the most recent weeks data but the weekly data doesn't calculate until 9:30 Monday morning. Am I doing something wrong or can this be "fixed" so that weekly calculations can be done starting Saturday 00:01AM?

    2) Same situation with daily. Market analyzer doesn't update daily data until 9:30AM.

    3) I have a 60 minute chart. First bar of the day is 10:30 which is expected (9:30 to 10:30) but last bar of the day is 4:30. Another charting package I use (ESignal) has the first bar showing 9:30 and the last bar at 3:30. I am pretty sure (not 100% certain) that some beta version I was using before had the bars the same as ESignal. Was this change intentional and expected behavior?

    4) On a 4 bar per day market analyzer scan the last bar (at 3:58PM) is not getting calculated until the next morning even though the properties in market analyzer are set from 9:30 to 4

    5) I would like to get 4 bars per day (97.5 minutes per bar) but I can't input a decimal value. Any chance that can be adjusted to allow for that? I can do that in both ESignal and TradeStation.

    Thoughts on how I can work around these or any fixes would be greatly appreciated.

    Thanks


    #2
    imported post

    Greg,

    1 + 2) Daily bars (and greater time frame which are built of daily bars don't respect your session settings, since there are just the bars downloaded from your provider.

    3) Yes you are right, the last bar will end at 4:30 PM. However the is just the end of bar timestamp which is set with the first tick of that bar (around 3:30 PM): No data after 4:00 PM will make it into that last bar.

    4) Not sure what you mean by "4 bars per day". What's your period setting? Also: Yes if CalculateOnBarClose=True is set then the bar only will be calculated as the first tick of the next bar comes in (the next day).
    We will look into amending the logic for a new session beging and let you know.

    5) Sorry, this is not supported.
    DierkNinjaTrader Customer Service

    Comment


      #3
      imported post

      On 4) We looked into it and it just would be too much hassle to change the implementation now.

      How about that:
      - you probably run a scan on your stock after session close on a "4 bars" MA setup to filter the stocks for the enxt session
      - if that is true, then you could run CalculatedOnBarClose=False on historical data for the current day (past session). No performance penalty there, since on historical data OnAbrUpdate only is triggerd once per bar, no matter what CalculateOnClose says

      Makes sense?
      DierkNinjaTrader Customer Service

      Comment


        #4
        imported post

        I think that makes sense. I'll try that this weekend on my weekly/daily scans. I'll let you know how that goes. Thanks.

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