Also tick bars have the same behavior of cutting off at the end of a session..... even if I select default 24/7. Each bar is supposed to contain 2000 ticks let's say and exactly 2000 ticks.... not cut off and start a new bar, which causes the calculations based on close to have errors.
The value of these bar types is that they are time independent. Yet NT's current behavior imposes exactly what they are designed to get away from.... time... on at least one bar each day.
If you calculate on bar close, you get one extra calculation, at a random number of ticks on the last bar of the day, or a random range in the case of range bars. This throws the indicators off and defeats the purpose of using these bar types.
Since NinjaTrader has not exposed the custom bar type API, we are not able to build bars the way we want. Please fix this and PLEASE expose the custom bar API.
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