Daily Charts & Historical

[WolliWilli]

On a Daily Chart todays Bar is classified as Historical although todays session is still going on. Is this intended?

[NinjaTrader_Dierk]

Sorry I don't follow. Please be specific. Thanks

[WolliWilli]

The following Indicator attached to a daily chart sets History to 1 for the CurrentBar, although CurrentBar is still updated, because the session is still running.

protectedoverridevoid Initialize()
{
Add(new Plot(Color.FromKnownColor(KnownColor.White), PlotStyle.Line, "Backward"));
Add(new Plot(Color.FromKnownColor(KnownColor.White), PlotStyle.Line, "Forward"));
Add(new Plot(Color.FromKnownColor(KnownColor.White), PlotStyle.Line, "History"));
CalculateOnBarClose = false;
Overlay = false;
PaintPriceMarkers = false;
bardone=-1;
}
protectedoverridevoid OnBarUpdate()
{
int i;
Forward.Set(CurrentBar);
if (Historical) History.Set(1);
for (i=0;i<=CurrentBar;i++)
Backward.Set(i,i);
}

[NinjaTrader_Dierk]

If "CurrentBar" was either pulled from the provider as historical data (some providers support historical data for the current session) or it already was in your DB then yes, Historical would be set to "True" for that bar.

[WolliWilli]

The Historical Data Manager does not show any daily data for today. I'm connecting to IB and the Historical Data Manager shows minute and tick data for today.

Something which is still changing cannot be historical. Having historical tick and minute data for a day does not make the daily bar historical before the end of the session.

[aslane]

This is really true for any bar type/duration.

When data is pulled, all bars formed should be marked as historical. When a new "live" tick arrives and is used to update a bar, that bar should be marked as not historical until it closes. When a new bar is added, the previous bar becomes historical, and the new bar is live.

[NinjaTrader_Dierk]

>> The Historical Data Manager does not show any daily data for today
Could be the case. On some providers NT will construct a historical bar of the current session based of Opening price, DailyHigh/Low for the session (has been the same with NT6.5). There would not be any reflection in the historical data manager for that case.

[WolliWilli]

Your reply is unsatisfying. Something that changes realtime is not historical.

Historical is a NinjaTrader property and not a data provider property. It should be part of the interfaces to the different data providers to implement the NinjaTrader property Historical in the right way.

It's the typical problem of buying different components in different shops (software & data). Each side blames the other of doing something wrong and the user doesn't get what he should get.

[NinjaTrader_Dierk]

Not sure why on posts below where I described the NT logic you feel blaming would be involved.

Anyway: your change request has been noted. We'll add it to the list of future considerations. Thanks