Possible Bug: Days to Load not respecting Trading Hours template

[kevinenergy]

At the start of the session, I want to make sure the historical bars for the last 2 days are included on my chart. So I select "Days to Load: 2" on the data series dialog box.

This works on Wednesday, Thursday and Friday. But Monday gives me no historical bars, and on Tuesday I only get one day's worth of bars.

In order to get 2 days of historical bars, Days to load needs to be set as follows:

Monday: Days to load: 4
Tuesday: Days to load: 3
Wednesday: Days to Load: 2
Thursday: Days to load: 2
Friday: Days to load : 2:

It gets even more complicated if I need 5 days or more which requires a different 'Days to load' value for every day of the week in order to actually get 5 days loaded.

I've just tested this on ES RTH Trading hours 15 min bars. I'm in GMT+0 timezone - not sure if that makes a difference.

[NinjaTrader_PaulH]

Hello kevinenergy,

Thanks for your post.

The "days to load" would be calendar based days so that would be expected performance. IE: Loading 2 days on Monday should show the Sunday session up to the current bar on Monday.

An option you can select is to load a specific number of bars. In the data series window change the selection of "Load data based on" from days to bars. If using 15-minute bars then you could specify for example 192 bars to get two days worth of time bars. So on Monday, you would get the Sunday session and then the Friday session. Note if you change the bar type to a non time based bar or change to a different time bar, loading 192 bars may or may not continue to meet your needs.

[kevinenergy]

I'm actually not using time-based bars, so using "bars to load" isn't much use for ensuring that I always get two days of bars.

I don't see how it can be claimed that this is expected behavior. If I ask Ninjatrader to load 2 Days of bars, the expected behavior is that 2 days of bars get loaded. You should try to see expected behavior from a user-perspective. Why would a user ever ask for 2 days of bars and expect to get zero? They wouldn't. This isn't expected.

Furthermore, why does "Bars to load" take into account the trading hours template, but "days to load" does not? The behavior is not consistent.

[NinjaTrader_PaulH]

Hello kevinenergy,

Thanks for your reply.

I will create a feature request to add the ability to load data based on the trading hours selected relative to trading days.

I will update this thread when I have the feature request.

[brucerobinson]

Just a heads up that the issue is more pernicious/farther reaching. E.g. if you have a PriorOHLC indicator a User's expected behaviour might reasonably be to expect 2 or 3 Days to Load would do the trick.
Wrong if you want it to work on Monday!

[NinjaTrader_PaulH]

Hello kevinenergy,

Thanks for your patience.

The feature request is tracked as SFT-3800, "Days To Load to only count Trading Days".

Thanks for your interest to improve NinjaTrader.