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NT8 Last trading day

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    NT8 Last trading day

    I have created a program with a single statement: Print(Time[0]);
    I connect to Kinetick end-of-day data and run the Strategy from 1/1/2016 till 1/1/2018. All other settings are default.
    The last print I get in the output screen is:7/24/2017 10:00:00 PM

    However, as today is July 26, I had expected to also see 7/25/2017 10:00:00 PM
    I tested the same in NT7 and it works fine on NT7.

    Can you explain why this simple NT8 program is not executing the last day of historical data?

    #2
    Hello PaulZ,

    Thank you for writing to the support team.

    I am reviewing your inquiry and will be back with a reply shortly.

    I look forward to assisting further.
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      Hello PaulZ,

      Thank you for your patience.

      The bar for the 25th did not have a close price yet as the 26th had not opened as a Daily bar yet. Historical bars will always evaluate at the close of the bar, so there was no data for the current working bar at the time the strategy was loaded.

      Please let us know if we may be of any further assistance.
      Chris L.NinjaTrader Customer Service

      Comment


        #4
        Dear Chris,

        I don't think your response is correct. In Ninja Trader7 I can see the close bar for July 25 - as this was at 10PM that date. In NT8, for some reason, July 25 is not shown (yet).
        A few minutes after July 25 10PM CET, I should be able to see the close bar for July 25.I do not understand why that uis not the case.
        So this seems to be an issue witb the/my NT8 settings.

        Comment


          #5
          Hello PaulZ,

          Thank you for the reply.

          I am able to pull up charts on Kinetick End of day in Both NinjaTrader 7 and 8. The last bar I am getting is the 26th (expected). I set my charts to daily bars, set them to load 365 days, and set the End date to 01/01/2018.

          Could you please provide me a screen shot of the chart in question as well as the parameters you have set up in the Data Series window (Right Click> Data Series).

          I look forward to your reply.
          Chris L.NinjaTrader Customer Service

          Comment


            #6
            Dear Chris, I can see the daily bar for July 26 in a Chart also. So the data is available.

            I am still having issues with my simple Strategy.
            For your information I have added screen shots of the NT8 strategy code, the Strategy analyzer settings, and the output screen.
            I am puzzled as to why the output screen does not end with 7/26/2017. I hope you can answer this question.
            Attached Files

            Comment


              #7
              Hello PaulZ,

              Thank you for the reply.

              We can force NinjaTrader to use the last bar by setting Calculate to Calculate.OnEachTick.

              Edit your strategy to include this, reload the strategy in the Strategy Analyzer, and you will see the bar for the 26th.

              If there is anything else I may assist with please let me know.
              Chris L.NinjaTrader Customer Service

              Comment


                #8
                Hi Chris,

                As you suggested I have inserted the following statment in my strategy:
                Calculate = Calculate.OnEachTick;


                Unfortunately the NT8 strategy is still lagging by a day as the latest print I see today (7/28/2017) is:
                7/26/2017 10:00:00 PM

                Comment


                  #9
                  Hello PaulZ,

                  Thank you for your response.

                  It is expected that that EOD bars in backtesting would not see the prior day. This is due to the fact that a bar is not closed until the next bar is closed. The current day (28th) is not closed yet and there fore is not considered, the prior day (27th) is the last closed bar and there fore the last bar to be considered. However, as the backtest is calculating on the close of the bar it will not calculate the last closed bar as no bar is closed beyond it.

                  Chris provided a work around by changing the strategy to Calculate.OnEachTick in the code. This will force it to calculate the last closed bar. If this does not work on your end please consider trying the attached strategy for an example.

                  Please let me know if you have any questions.
                  Attached Files

                  Comment


                    #10
                    Dear Patrick,

                    With NinjaTrader 7 I could see the EOD bar for all Dow shares from Kinetick about 10 minutes after close of business 10PM CET. I used this for years to enter my trade at end of day.
                    I only want the same result with NT8 that I have had with NT7.
                    Are you telling me that NT8 does not allow to see the latest EOD bar but only the bar of the day before?
                    That would make it completely useless for entering trades after COB.
                    I find it hard to believe that NT8 functionality would be that much poorer than NT7?
                    Are you sure this is true?

                    Comment


                      #11
                      The Calculate.OnEachTick seems to work now. I am still puzzled why this is needed for NT8 and not for NT7 but I am helped for now. Thanks.

                      Comment


                        #12
                        Hello PaulZ,

                        Thank you for your response.

                        We see the behavior as consistent between NinjaTrader 7 and 8. Perhaps we can schedule a support call with you to look into this on your PC? If so, please write to us at platformsupport[at]ninjatrader[dot]com with a reference to this thread in the body of the email along with a telephone number we may reach you at and a time window that would work best for you. We are available from 8:30 am to 6 pm EST, Monday through Friday.

                        Please let me know if I may be of further assistance.

                        Comment

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