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NT 6.5 Range bars in NT 7

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    NT 6.5 Range bars in NT 7

    I've been playing with a strategy in NT 6.5 that uses those range bars (the ones with the phantom 0-volume bars inserted), and I want to reproduce it on NT 7. Has anyone developed an add-in to use the real range bars? This should be listed as a code-breaking change in the documentation.

    #2
    zstheorist, sorry I'm not sure I follow you here - NT7 uses per default the Range Bar Alt style offered also on NT 6.5 - it would not fill the gaps created, the range bar count is reset each session here.
    BertrandNinjaTrader Customer Service

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      #3
      I am looking for "range" not "range_alt" bars

      Here is a picture of the default NT 6.5 range bars. There are phantom bars inserted with 0 volume when price jumps. In NT 7 you have programmed "range_alt" bars, where no phantom bars are inserted. What I am trying to reproduce are the range bars from NT 6.5 seen in the picture. I am using NT 7.0.1000.2.
      Attached Files

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        #4
        Unfortunately this bars type is not available anymore in NT7 per default - however you could perhaps adapt the 6.5 one with custom coding (which would not be supported by us).
        BertrandNinjaTrader Customer Service

        Comment


          #5
          Bertrand, is there any reason that standard range bars are no longer available directly from the time drop down list? it take so much longer now to select data series, then change type to range then change value to whatever is desired.

          Previously it was available in the drop down list and was much quicker to select.

          Is it it possible to add it back to that drop down list? If not, what was the reasoning behind removing it?

          Thanks in advance for your help

          honkin

          Comment


            #6
            honkin, to change quickly to a range bar chart simply type on the chart in NT7 now, for example type 4R to open a 4 Range chart.
            BertrandNinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_Bertrand View Post
              honkin, to change quickly to a range bar chart simply type on the chart in NT7 now, for example type 4R to open a 4 Range chart.
              That's great Bertrand. In fact, much easier than it was before

              cheers and thanks for your reply

              honkin

              Comment


                #8
                Originally posted by NinjaTrader_Bertrand View Post
                zstheorist, sorry I'm not sure I follow you here - NT7 uses per default the Range Bar Alt style offered also on NT 6.5 - it would not fill the gaps created, the range bar count is reset each session here.
                Hmm.. now I'm really not sure if I'm following you but my NT7 Range Bar DOES fill those gaps with fictitious bars. Where can download the Alt Range Bar version for NT7, if any?

                Comment


                  #9
                  kemin, please post a screenshot of the behaviour you see, is this on our latest NT7 R4?

                  Thanks,
                  BertrandNinjaTrader Customer Service

                  Comment


                    #10
                    Originally posted by NinjaTrader_Bertrand View Post
                    kemin, please post a screenshot of the behaviour you see, is this on our latest NT7 R4?

                    Thanks,
                    Yes it is the latest NT7 version 7.0.1000.4.

                    Am I getting a different chart from everybody else?
                    Attached Files

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                      #11
                      Which contact is this and which broker / data provider are you using? I just ran tests here for example on Kinetick's ES contract and as expected there were no phantom bars inserted on gaps across sessions.

                      Which session template is being used here?
                      BertrandNinjaTrader Customer Service

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                        #12
                        Originally posted by NinjaTrader_Bertrand View Post
                        Which contact is this and which broker / data provider are you using? I just ran tests here for example on Kinetick's ES contract and as expected there were no phantom bars inserted on gaps across sessions.

                        Which session template is being used here?
                        Palm oil futures, esignal data source, 24/7 template.

                        [edit] template: <use instrument settings>
                        Last edited by kemin; 05-02-2011, 03:50 AM.

                        Comment


                          #13
                          I could unfortunately not test here as I would not have that data / exchange available - fundamentally, the filling of the gap created by the session definitions you use should not occur here on NT7. If you could please contact me directly via Help > Mail to Support and then choose to attach your trace / logs for review and I'll follow up then this way.

                          Thanks,
                          BertrandNinjaTrader Customer Service

                          Comment


                            #14
                            Originally posted by NinjaTrader_Bertrand View Post
                            I could unfortunately not test here as I would not have that data / exchange available - fundamentally, the filling of the gap created by the session definitions you use should not occur here on NT7. If you could please contact me directly via Help > Mail to Support and then choose to attach your trace / logs for review and I'll follow up then this way.

                            Thanks,
                            I tried to set a custom session template with the RTH (exact trading hours 10:30am to 12:30pm; 3:00pm to 6:00pm) of this contract and find the phantom bars were not there anymore. So, in other words is this the way to set up contracts with fixed trading hours instead of leaving it to default mode which seems to be 24/7? I don't remember having to set up a unique session template to display range bars with gaps back in NT6.5.
                            Attached Files
                            Last edited by kemin; 05-02-2011, 05:08 AM.

                            Comment


                              #15
                              Thanks for clarifying - correct for your custom instrument the Default 24/7 hours are applied if you specify no other template or a custom session template you created. This would be needed to apply session break to chart for your specific market.
                              BertrandNinjaTrader Customer Service

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