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NinjaTrader
Are Calendar Charts possible?
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Are Calendar Charts possible?
That would optionally place empty spaces on non-trading days. Some timing calculations and draw projections are done using calendar days.Tags: None
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Hello marketmasher,
Unfortunately this is not supported. We support the following intervals:
- Tick
- Volume
- Range
- Seconds
- Minute
- Day
- Week
- Month
- Year
In addition, I suggest to review the link below as well regarding the improvements in NinjaTrader 7 as per the chart.
"New Chart Styles
This is work in progress and may or may not be released at beta. We will add additional styles such as Renko, Point and Figure and Kagi. Although we do not provide official support for this, all chart styles are implemented as NinjaScript objects and advanced developers can create their own custom chart styles."JasonNinjaTrader Customer Service
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This brings up the subject of holidays - both days and intraday minutes, which I don't see addressed here: http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html
I'm glad to see session handling is - does that mean there will now be a linear time axis? ie. will there be 60 x 1 minute bars per hour even if there is no trading for 11 minutes? At the moment there would only be 49 bars and 49 minutes on the time axis. I hope there will be either a 1 bar blank space or a dash with the last price if there is no trading (ie zero volume) for a period/bar.
This is also of concern if there are data collection gaps within a session - at the moment the charts carry on as if nothing happened. Also for intraday history on futures contracts that are not the most actively traded or newly rolled over - sometimes no trades for a whole hour or day if you go back a bit and not use continuous. If the charts display data just packed together with no gaps it is meaningless.
So, if sessions are handled properly, then what about holidays? Globex eminis on holidays often close at 10.30 in the morning and reopen at 17.00. There should be no entry for these times on the time axis. Are these and other holidays going to be handled on NT 7 ?
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- There will be an option to have equidistant bars (what we have now in 6.5) or non-equidistant which then has an evenly spaced time axis, linear as you are calling it. However, if there is no trading for 11 minutes, you will see a blank 11 minutes but no bars for that time period since there of course is no data. At this time we are not planning on introducing a holiday manager as part of session management.RayNinjaTrader Customer Service
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I'm glad you'll be giving the option of an uncompressed time axis. CQG (see page 4/5 here: http://www.cqg.com/Docs/CQGCharting.pdf ), Tradestation and Prophetx (that I currently use, for this exact reason), all deal with this.
What I can't see is how you can display empty/zero volume periods, but not deal with intraday holidays. You are going to have many hours of out-of-session holiday periods displayed making the chart history unuseable for trends etc.
It is not hard to deal with holidays - you can even allow the user to define them. Just have an ascii file with a few records per year: to exclude from YYYYMMDDhhmm to YYYYMMDDhhmm from the data series.
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