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

[Ricam]

That looks the same as what I posted except for the line spacing.

[vaivanov]

I would also complain about NT8 Continuum daily data being ETH. For Price Action trading RTH daily/weekly/monthly data is an absolute must, on the other hand I cannot think of ETH daily data value other than general "look and feel" and probably settlement prices. Moreover, NT appears to get rollover offset prices from daily closes, so these values are different for NT7 and NT8 as well, which is also disappointing. TradeStation provides RTH daily data, and those guys really know what they are doing, and I need to say that NT is a "developer" platform in many ways, it lacks many real trading-oriented features, but almost everything can be custom-coded, but this one issue of ETH daily data is a structural defect, which needs to be (easily) corrected, for example a datafeed option checkbox can be added, and RTH daily data is being already collected for NT7 anyway. There is custom bar types workaround, but as a software developer myself I feel very very uncomfortable making monthly bars for many years from one minute bars, and CPU is not happy about this as well.
I think there are many people who would complain about this, but they are just probably lurking and sticking to TradeStation or NT7.
So, to summarize, would you please address these two issues - ETH daily data, and rollover offset prices being different from NT7. Thanks

[Harry]

I have already complained several times about the way NT8 determines rollover prices.

The approach that was retained for NT8 cannot even be debated, as the rollover offset are now detemined off-session when the liquidity is low.

I have already documented that this method leads to completely false rollover offsets that cannot be used. I do not understand that the approach that has been used for NT7 has not been retained.

It is actually a problem that may kill NinjaTrader as a platform used for futures. I would appreciate if you took such problems more serious.

I do not agree with @vaivanonv on the RTH problem. It is easy to build RTH daily bars by using a 1440 min chart. Just use a different session template or preset the template under instrument settings.

[NinjaTrader_PatrickH]

Hello vaivanov,

Thank you for your post and welcome to the NinjaTrader Support Forum!

I will forward your request on the Daily bars and the Rollovers to development.

[NinjaTrader_PatrickH]

Hello vaivanov,

Thank you for your patience.

The request for the option for ETH or RTH Daily bars has been assigned the internal tracking id of SFT-1062.

[bohod817]

i see this has been going on two years now. any solution for the problem with the weekly and monthly charts? the 1440 min hack with the daily worked but not for the weekly...

[NinjaTrader_PatrickH]

Hello bohod817,

Thank you for your post and welcome to the NinjaTrader Support Forum!

The work around with the 1440 minute bars works as there is 1440 minutes in a day and the session is per day. For the Weekly and Monthly charts even if you did 10,080 (week) or 43,920 (Monthly) minute bars the session is per day and not per week or month. So at this time there is no work around for the Weekly or Monthly charts.

Please let me know if you have any questions.

[bohod817]

thanks, any idea when something will be done about it, it's been two years...

[NinjaTrader_PatrickH]

Hello bohod817,

Thank you for your response.

There are no current plans to change this behavior.

[bohod817]

@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.

i guess Ronny has peaced out, I downloaded his add on but my week and month charts still aren't right, followed instructions to the T, using RTH hours and having enough days to load, i have bars populating but it still looks the same as if i never used his script. any help would be appreciated! :-)

[RonnyKeller]

@bohod817:
- make sure you see the three new "RTH"-entries at the bottom of the drop-down "Type" in any chart's "Data series" (s. attached screenshot)

- compare your settings to my other attached screenshots for RTH-Day, RTH-Week, RTH-Month, each compared to NT8's original daily, weekly, monthly bars. Be aware that sometimes the differences are very subtle, especially on weekly and monthly charts.

Hope it helps.

[bohod817]

Hi Ronny

Thanks for the quick reply! my settings are the same as yours but when I look at the weekly and monthly the chart is still moving when daily session has closed so it's still calculating the globex movements. it still looks the same if I just used minute settings. not sure why.

[NinjaTrader_PatrickH]

Hello bohod817,

Thank you for your response.

Some providers provide the Daily bars as ETH or RTH. The Trading Hours Templates have no affect on Day, Week, Month, or Year bars. It very possible to see the Daily based bar types still moving after the RTH hours if the data provider supplies the ETH hours.

Please let me know if you have any questions.

[RonnyKeller]

...but when I look at the weekly and monthly the chart is still moving when daily session has closed so it's still calculating the globex movements. it still looks the same if I just used minute settings. not sure why.

Do those bars still move, saying increase in width? Or do you simply see them triggering calculations through incoming "bar-updates"?
IF your RTHmonth-bars still MOVE (not speaking about monthly bars, but RTHmonth!) then your 5-minute-bars MUST still move as well since the RTH-bars are nothing but a simple copy of the regular minutes-bars provided originally by Ninja, but slightly modified to print daily, weekly or monthly bars - you may just make a quick code-comparison between NT's minute-bar and e.g. the RTHday-bar you imported. If RTH-bars keep moving, your minute-bars must move, too - and vice versa. IF they still move you may want to double-check your RTH-session-template, perhaps it's screwed up somehow.

Plus, let me ask: if you open the very same charts I provided in my latest screenshots (setting to same "Last date", and look for the bars I circled in blue - do they look like my RTH-screenshots or not? Because they would have to show exactly either the left side OR the right side of the chart. Which version do they print? Can you provide a screenshot of your RTHmonth-chart AND of your dataseries-settings-window?

[RonnyKeller]

Hello bohod817,

Thank you for your response.

Some providers provide the Daily bars as ETH or RTH. The Trading Hours Templates have no affect on Day, Week, Month, or Year bars. It very possible to see the Daily based bar types still moving after the RTH hours if the data provider supplies the ETH hours.

Please let me know if you have any questions.

@PatrickH: since the RTH-bars bohod817 is using are built based on MINUTE-bars (or rather a copy of the minute-bar type from NT, "@MinuteBarsType.cs"), which is why they fully respect any given session-template. It can't be influenced by how the dataprovider delivers "daily"-data, since the RTH-bars don't even use "daily" or "weekly" input at all - they're nothing but concatenated minute-bars. A RTHday or RTHweek-bar can only move if the corresponding x-minute-bar moves, too