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Can you change how the "Days" period works?

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    Can you change how the "Days" period works?

    Hey guys...

    This has been working the same way in NT for years now, but it would probably be a good idea if you changed it, because the way it works doesn't seem to make a lot of sense.

    Right now, when you select Days for the look-back period and enter a number, it seems to go by Calendar days, instead of Trading days. For example, if I select the period of 2 Days, then if the current day is a Wednesday, it will give me data for that day plus Tuesday. This works fine.

    However, what if the current day is a Sunday, like today? In that case, looking back only 2 days gives you no data, because nothing happened in terms of trading today or yesterday. Right now my chart setting for 1 Day worth of data is showing nothing, because it's Sunday right now, and no trading has occurred since Friday. All markets are always closed over the weekend, so this behavior makes no sense the way it works now. The way it works now, you have to either:

    1. Select a minimum period of 4 days in order to ensure that you will always get at least 1 day's worth of data showing up no matter when you load it. This is actually kind of useless because on a Friday you will actually end up loading 4 days worth of real data, when maybe you really only want it to load 24 hours.

    2. Set the look-back period to Bars and calculate how many time bars are in a given day (this will work for Hours if you set it to look-back 48 hours, for example). The problem is that this doesn't work very well for non-time-based charts (like Range charts), because you never know how many bars are in a day.

    Either way, it's not very useful. Would it be possible to change this to skip over days that are clearly non-trading periods? At the least, I would think you could cut out every Saturday since no trades ever occur on that day in any market.

    (This is actually an issue when you have indicators that do things like calculate Market Profile from the previous days' data, since on a Monday they won't work unless the Days are set to 4, in order to ensure that Friday's data is loaded.)

    #2
    Hi,

    Thanks for your post.

    This is, at least in part, controlled by the session template which is used in the chart. If that template includes Saturdays and Sundays, those dates will be included.

    To view a session template's hours, open the Session Manager (Tools > Session Manager).

    If you intend to exclude weekend days from your charts, just use a template which does not include times for Saturday or Sunday. More information about session templates can be found here: http://www.ninjatrader.com/support/h...on_manager.htm
    KyleNinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_Kyle View Post
      Hi,

      Thanks for your post.

      This is, at least in part, controlled by the session template which is used in the chart. If that template includes Saturdays and Sundays, those dates will be included.

      To view a session template's hours, open the Session Manager (Tools > Session Manager).

      If you intend to exclude weekend days from your charts, just use a template which does not include times for Saturday or Sunday. More information about session templates can be found here: http://www.ninjatrader.com/support/h...on_manager.htm
      Thanks for the response. I have attached a screenshot of my session settings... notice that it starts on Sunday at 6 PM, and goes 5 days for 24 hours each, ending Friday at 6 PM. This is a pretty reasonably way of dividing up the days given that forex and futures trading can be active from Sunday at 6 PM EST right through to the close on Friday.... so your suggestion to exclude Sundays isn't really workable for me. Can you offer any suggestions?
      Attached Files

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        #4
        Trader_55,

        When a data request is submitted with this session template, NinjaTrader requests only the data during the times you've outlined. My suggestion is not to exempt Sundays from your template, just to exempt the days of data (or hours of data) which you have no intention of loading.
        KyleNinjaTrader Customer Service

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