CurrentDayOHL failed to reset on session break

[MikeInMA]

See if you can reproduce this, please.

1. Create a new session template with 24-hour sessions from 3 a.m. Eastern to 3 a.m. Eastern Sunday through Saturday. (See first screen shot below.)

2. Create a new 30-minute chart of 6E using the new template. (In mine I went back 7 days, though I suspect that's not relevant.) Add the CurrentDayOHL indicator to show the current high and low. My results are shown in the second screen shot, and are correct.

3. Switch the chart to a different template. Then edit the template and change the end time of the last entry to 5 p.m. Friday. (See third screen shot below.)

4. Reapply the template to the chart. My results are shown in the fourth screen shot, and are INCORRECT. The high and low did not reset at 3 a.m. Friday.

[NinjaTrader_Chip]

Hello

Thank you for your post.

When I stepped through this procedure I was not able to reproduce the results you cited.

When I applied the edited template in step 3 I reloaded the chart so perhaps that is why the result was different.

Let me know if you also experience this after reloading the chart/template.

[MikeInMA]

Happened again. This seems to be limited to 3 a.m. Friday. The first attachment shows the definition for the session template used by the one and only data series in the chart that follows. The second attachment is my chart, squished to show a week so you can see the problem last Friday and again today. (The rectangles show the session breaks where the high should have reset. I only marked the highs, though the lows also failed to reset.)

[NinjaTrader_JoshP]

MikeInMa,

This happens because of the heuristics the CurrentDayOHL() indicator uses. What it tries to do is find session segments that belong to the same trading day. In this case, that Friday segment is seen as part of the same trading day as the prior session segment. Depending on what kind of session template is used the heuristics used to determine the trading day can run into limitations like what you have experienced. Removing this limitation is on our list for a future release. Thanks.