Range charts without reset at session start

[koganam]

Done.

To anyone reading this thread: zip, image and instructions have been posted to the file sharing section, under NT7/Miscellaneous, same header as this thread.

The funniest part is that I realized I didn't absolutely need range bars with no reset after all!

Ain't that a blip?

[farang]

Done.

To anyone reading this thread: zip, image and instructions have been posted to the file sharing section, under NT7/Miscellaneous, same header as this thread.

The funniest part is that I realized I didn't absolutely need range bars with no reset after all!

[NinjaTrader_Brett]

Hello,

I'd say your good to post to the file sharing.section if you would like. Nice work!

I threw 60 days at it and no exceptions which If I remember is what I ran into when I tried this a long time ago . I wasn't able to give it a full test but think it should work.

Might give one warning, if you decide to do any NinjaScript strategies or indicators that run of session begin and end times might want to make sure they are working correctly when you add them just to make sure everything is working as you expect.


Thanks.

[farang]

Happy to, but I'd like NinjaTrader_Brett (or you) to let me know first if it throws any exception when he runs it - I did not test it on more than one instrument, or live, and there is no point if there is a bug I haven't seen.

[koganam]

Sure, attached.
I did test it on several months the ES, on a few different session templates, and it seems to work - bars definitely don't break as in default. It does take longer to load though, but no exceptions on this instrument at least.

May I bother you to post it to the File Sharing section of the forum. This one looks like it will be very useful, so should not be hidden/buried in a thread.

[NinjaTrader_Brett]

Thanks for sharing!

[farang]

Sure, attached.
I did test it on several months the ES, on a few different session templates, and it seems to work - bars definitely don't break as in default. It does take longer to load though, but no exceptions on this instrument at least.

[NinjaTrader_Brett]

Hello,

Thanks for that information.

Could you please post your solution if you are open so that other can benifit? Also have you tested this solution with greater then 30 days loaded of historical data? If I remember correctly I tested doing this a while back however ran into an exception with the program when I did this since NT7 is expecting a new bar for each day.

-Brett

[farang]

Actually, I think I have a simple workaround - all that is needed is to create a cs file that reproduces the NT code for range bars, taking out the "|| bars.IsNewSession(time, isRealtime)" expression, register this as another type in the file, and copy it into the types folder, in addition to teh default files.

So issue solved on my end, but thank you.

[farang]

Thank you.

Just my two cents' worth: as the logic behind range charts is to eliminate "time" and focus on price action, it makes sense that range charts do not reset at session open (as "time" does not matter, only price change).
From reading through the forum posts, I understand NT changed this in version 7 as bars could look different, depending on many bars were loaded and price at the beginning of the chart, but when you think about it, the same applies to most indicators (and they don't reset at session start!)...
Background of my query was that I am currently using another software, but wanted to change to NT for the automated strategy capabilities - my current software plots "uninterrupted" range bars.
I am sure others prefer the "resetting" range charts, maybe both could be available...
Thank you for your prompt answer.

[NinjaTrader_Brett]

Hello,

Thanks for the forum post and welcome to the NinjaTrader forums.

This is added in NinjaTrader 7. Unfortunately there is no workaround for this at this time.

I will send this into development and make sure this is on suggestion list.

Let me know if I can be of further assistance.

[farang]

Hello,

Is there a way to have range charts NOT reset at session start?

From other posts, I understand resetting is a feature of NT7 - unfortunately, I can't roll back to 6.5, which I understand plotted ranges differently, as I am running Windows 7 SP1, but I really need my range charts to continue on the same bar (if the previous session's range bar is not broken) at session start.

If not possible in the standard NT7 range chart, is there maybe a workaround .cs for this?

Many thanks in advance