NT8 not respecting session template in daily, weekly, monthly charts

[Harry]

@RonnyKeller: Being impolite does not contribute to finding better solutions.

As far as I have understood it is possible to have daily bars built from RTH data, when you use Continuum as a datafeed. Did you check it?

[RonnyKeller]

As I see, you have 2900+ posts in this forum - not sure whether all the rest was just as unasked as they were here in this thread. I'm reporting a major fault in NT8 TO NINJA TRADER, not to you - why do YOU keep answering? Most certainly I'm not interested in switching to another futures-broker or a different data feed just because Ninja is unable to provide a feature in NT8 that worked fine in NT7 - or a valid workaround.

IF I'd switch anything (and I'm darn close to it), I'd rather leave the whole Ninja ecosystem and switch back to Trade Station.

[NinjaTrader_PatrickG]

Harry is correct - supported real-time data providers who do not supply their own historical data are automatically connected to NinjaTrader's historical data servers free of charge.

CQG and Rithmic-based connections are real-time data providers only. All historical data for these connections is provided by NinjaTrader historical data servers unless you manually change this. A side note - 'Continuum' is a CQG-based connection and therefore uses NinjaTrader historical data servers by default. The table you referred to is currently incorrect. Thanks for pointing this out, Harry. We'll get that fixed.

RonnyKeller, you're correct to say that 'Rithmic did not change anything'. They are only providing your real-time data. The NinjaTrader 8 historical data servers have changed from providing RTH daily data to ETH daily data. We are tracking interest in reverting this behavior.

[aslane]

We are tracking interest in reverting this behavior.

I vote for RTH + Settlement.

[NinjaTrader_PatrickG]

I vote for RTH + Settlement.

Added. Thank you.

[RonnyKeller]

just adding a reminder that the lack of RTH-data for futures for weekly and monthly charts continues to be a show-stopper - I can't switch to NT8 with ETH-data only

[NinjaTrader_PatrickG]

Thanks for the feedback, We're still tracking this feature as SFT-1062, however, I have no update at this time.

[RonnyKeller]

Meanwhile I created some Custom Bar Types based on the original Monthly, Weekly and Daily Bar Types and modified them to be built from Minute-Data.

Of course, the additional minute-based Monthly, Weekly, Daily charts load a bit slower than the original ones, but the difference is absolutely acceptable, and the results completely satisfy my needs which are correct RTH-Support-/Resistance-levels and correct RTH-Bar-Highs and -Lows on those long term charts - these new Custom Bar Types perfectly respect any given Session Template, even down to skipping specific holidays - which is even better than NT7 was.

For each of the three Custom Bar Types I needed to modify only five, six lines from the original Bar Types (e.g. to avoid hiding the current ones by setting custom BarsPeriodTypes etc.).

I will test performance and behavior a bit more, and later upload the Custom Bar Types to the "Version 8 Add-Ons section", but since the modifications are so little, I'd rather like to make a Feature Request to have NT8 providing such session-template respecting Bar Types officially with one of the next releases.

To me, this was the last obstacle that prevented me from changing to NT8; I think, I'll give it a Go now.

[NinjaTrader_PatrickG]

I am glad you were able to find a solution. I would recommend writing in to PlatformSupport[AT]NinjaTrader[DOT]com with your custom files so I may pass them on to the Development Team directly.

Please include a link to this thread and mention '1761164 ATTN Patrick G' in the subject or body.

[dacamon]

Meanwhile I created some Custom Bar Types based on the original Monthly, Weekly and Daily Bar Types and modified them to be built from Minute-Data.

Of course, the additional minute-based Monthly, Weekly, Daily charts load a bit slower than the original ones, but the difference is absolutely acceptable, and the results completely satisfy my needs which are correct RTH-Support-/Resistance-levels and correct RTH-Bar-Highs and -Lows on those long term charts - these new Custom Bar Types perfectly respect any given Session Template, even down to skipping specific holidays - which is even better than NT7 was.

For each of the three Custom Bar Types I needed to modify only five, six lines from the original Bar Types (e.g. to avoid hiding the current ones by setting custom BarsPeriodTypes etc.).

I will test performance and behavior a bit more, and later upload the Custom Bar Types to the "Version 8 Add-Ons section", but since the modifications are so little, I'd rather like to make a Feature Request to have NT8 providing such session-template respecting Bar Types officially with one of the next releases.

To me, this was the last obstacle that prevented me from changing to NT8; I think, I'll give it a Go now.

@RonnyKeller Would you mind sharing those custom bar types?
Thanks!

[RonnyKeller]

@dacamon:

Sure, here you go. Once imported you should get three new types under "Data Series" -> "Type": "RTHDay", "RTHWeek", "RTHMonth". Make sure to set the value "Days to load" high enough - my defaults are 365, 1825, 5475 days.

Be aware that those bars load from intraday-data. Thus, if for instance your historical data feed provides EndOfDay-data only, those RTH-bars won't populate, leaving the chart empty.

And - obviously you need to select some RTH-trading hours template on your chart.

Hope it helps.

[Ricam]

cannot call new RTH bars in code

Thanks RonnyKeller for all your efforts on this topic. And for perseverance in the face of all the obtuse cluelessness which is so typical here..

Not able to add these in code using the AddDataSeries method. This seems to affect custom bar types in general, not just this one.

Error CS0117: NinjaTraderData.BarsPeriodType does not contain a definition for these bar types.Therefore the names of these bar types do not show up in the Intellisense® drop down when typing out the signature for the AddDataSeries method.

Maybe Ninjatrader would need to add these bar types to the list of custom resources, which I don't know how to do...

[NinjaTrader_PatrickH]

Hello Ricam,

Thank you for your post.

Please refer to Tip #2 at the following link for adding custom BarsTypes: https://ninjatrader.com/support/help...dataseries.htm

For the RTH BarsType by RonnyKeller you would use the following:

			else if (State == State.Configure)
			{
				AddDataSeries((BarsPeriodType) 6564, 1); //RTHDailyBarsType
				AddDataSeries((BarsPeriodType) 6566, 1); //RTHMonthlyBarsType
				AddDataSeries((BarsPeriodType) 6565, 1); //RTHWeeklyBarsType
			}

Please let me know if you have any questions.

[Ricam]

Adding custom bar type in code

Here the syntax for doing this with the signature that includes the Trading Hours as a parameter. Seems to compile OK.

 
        AddDataSeries
	(   Instrument.FullName,
	    new BarsPeriod() {BarsPeriodType = (BarsPeriodType)6454, Value = 1},					
	    sessionStringE				 
	 )

[NinjaTrader_PatrickH]

Hello Ricam,

Thank you for your response.

You would use new BarsPeriod() {}, for example:

AddDataSeries("ES 06-18", new BarsPeriod() { BarsPeriodType = (BarsPeriodType) 6565, Value = 1}, "Default 24 x 7");

Please let me know if you have any questions.