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.)
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.)
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