Session times/bar calc

[nicko9]

If I set calculate on bar close=true, how is this treated at session close if the session closes at (say) 10 mins. past the hour? (I have session begin/end set as 12:00am/12:00am - so i assume bars begin/end on the hour).

If I have an indicator based on a 60 min bar, and the last bar of the session collects only 10mins data before the close - does it wait for the open of the next session to complete the bar?

I use multiple instruments taht trade different session times but using the same indicators in a single MA window, so adjusting the session begin/end time in the MA properties wouldn't suit all instruments.

would it make sense to set the session times per instrument in the instrument mnanager?

[NinjaTrader_JoshP]

CalculateOnBarClose set to true would mean you would have to wait for the next tick to come in before we know that the previous bar has closed. I would suspect maybe some after-market trades will be enough to close the bar for you, but that depends on the timestamp those come in at as well.

I don't think you can set session end/begin times in the instrument manager.

[astrolobe]

Is it not meaningless being able to change the session times in MA, if it is going to use the same session times across all the instruments? How are my indicators going to behave if they have incorrect session times?

[NinjaTrader_RJ]

CalculateOnBarClose set to true would mean you would have to wait for the next tick to come in before we know that the previous bar has closed. I would suspect maybe some after-market trades will be enough to close the bar for you, but that depends on the timestamp those come in at as well.

I don't think you can set session end/begin times in the instrument manager.

It IS possible to set the session begins and ends time in the Instrument Manager by right clicking and selecting properties.

[NinjaTrader_RJ]

Is it not meaningless being able to change the session times in MA, if it is going to use the same session times across all the instruments? How are my indicators going to behave if they have incorrect session times?

Unfortunately setting instrument specific session begins and ends times is not supported.

I will forward this as a request to development for future consideration.

[astrolobe]

Yes, but this means that the same session times are used across all instruments in MA. So all bars will be built the same, when they should not be. This is very limiting, as it implies you should only have instruments in MA that have the same session begin and end times...not very practical.