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Adjusting Custom Intervals

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    Adjusting Custom Intervals

    I would like to see charts at a custom interval such as quarterly bars. I could use the value of '3' in the monthly interval to aggregate 3 months of data on a bar.

    The problem in NT8 is that the last quarterly bar ends on November of the calendar year for ES ##-##. That is odd because there are 4 quarters in a year and the expiry of contracts also correspond to HMUZ (March, June, Sept, Dec). It has created a visual discrepancy between other platforms I am using, or have used, such as the free thinkorswim, Trade Navigator, Tradingview etc.

    Is there a workaround to align the 3 bar interval to the calendar quarter ending in the months mentioned above?

    #2
    Hello MannyDLT,

    Thank you for your post.

    With bars such as monthly bars, when you're using bars that cover multiple months, the number of days to load on your chart matters. For example, if I set my days to load today at the default for months, which is 5000-something, I get 3 month bars that don't align with calendar quarters.

    However, I used a website to figure out how many days ago 1/1/2010 was (for September 12, 2019, the answer is 3541). I then input this as the days to load in the Data Series preferences for the chart. Once it reloaded, I got bars that corresponded with the calendar quarters you'd expect.

    Please let us know if we may be of further assistance to you.
    Kate W.NinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_Kate View Post
      With bars such as monthly bars, when you're using bars that cover multiple months, the number of days to load on your chart matters. For example, if I set my days to load today at the default for months, which is 5000-something, I get 3 month bars that don't align with calendar quarters.

      However, I used a website to figure out how many days ago 1/1/2010 was (for September 12, 2019, the answer is 3541). I then input this as the days to load in the Data Series preferences for the chart. Once it reloaded, I got bars that corresponded with the calendar quarters you'd expect.
      That's a great help although I foresee that I would need to adjust the days everytime. Would live with this then.

      Comment

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