It calculates the opening range of the High and Low between 9:30:00 AM – 10:00:00 AM
Exactly at 10:00:00 AM , the strategy should calculate ( and log) the High and Low prices of the opening range.
However, I have noticed that Ninjatrader or the market data providers that I am using are unable to handle 10 request at exactly the same moment ( 10:00:00 AM).
I have tried to run the strategy with 4 market data providers ( Kinetick, Esignal, Barchart and Interactive Brokers)…..
With all 4 market data providers I have seen the same issues ( with Interactive brokers and Esignal the problem is worse than with Kinetick and Barchart)
In most cases the log showed that for 2-3 stocks the opening range was calculated exactly at 10:00:00 AM, 2 -3 stocks between 10-20 seconds late, some stocks 30-40 seconds late, often the opening range for the 10th stock was calculated between 40-100 seconds late…
However, with SIMULATED DATA in Ninjatrader the openingranges for all 10 stocks where calculated exactly at 10:00:00 AM.
Because of this, it seems to me that the problems that I am seeing are not related to the strategy code or Ninjatrader.
I would like to know if anybody knows if there is a way to have Ninjatrader calculate the opening range for all stocks the same moment that the range is finished ( 10:00:00 AM)
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