NT7B9 Bars.FirstBarOfSession using Default 24/7

[whitmark]

I changed the 1000 volume ES 3-10 dataseries on a chart to use Session Template = Default 24/7 and noticed when I ran a strategy that some days the Bars.FirstBarOfSession was never true. I then wrote a small test indicator to confirm it. Is this expected?

Thanks,

Whitmark

[Harry]

I tested this, and Bars.FirstBarofSession worked on volume charts with 24/7. However on Renko charts, the condition was true only once for the very first session of the lookback period. If it does not work on Renko charts, maybe that it does not work on volume charts under certain conditions.

[whitmark]

Thanks, Harry, for checking this out.

Interestingly, last night (Friday, Feb-12, after market hours and before Midnight), there were no bars where Bars.FirstBarOfSession was true for that day verified by both an indicator and a strategy. This morning (Saturday, Feb-13, 6:30am) I ran a 100 day test of 1000 Volume bars, and found each day had a Bars.FirstBarOfSession=true bar as expected. I'll have to check again next week to see what happens after normal market hours and before Midnight for the current day Bars.FirstBarOfSession.

Whitmark

[NinjaTrader_Dierk]

Thanks for reporting. We'll look into.

[NinjaTrader_Christian]

Hi !

The issue with Bars.FirstBarOfSession on Renko bars is fixed and the fix will be available with the next update of NinjaTrader. Thanks for reporting !

But we tried to reproduce the issue with Bars.FirstBarOfSession set to false on session begin, but did not succeed.

A few questions to clarify:
- did see the FirstBarOfSession set to false only for 'today's' bars (that was the friday session), or for more days (in post #1 you write 'some days') ?
- post #3: did you switch period value before you saw that, or was this on a new chart ? Did this happen with the <instrument default session> ? Or did that only happen with 24/7 ?

Thanks,
Christian

[whitmark]

Hi Christian,

Thanks for the follow-up. What I recall is, I noticed it on the current day's bar and after I changed from CME US Index Futures RTH (the <instrument default session>) to Default 24/7. I can't remember if there was an issue using the <instrument default session> or not. It was getting late (Friday) and I made a point to retest in the morning (Saturday), but the issue did not persist into the next day.

Regards,

Whitmark

[NinjaTrader_Christian]

Hi whitmark !

We tried to reproduce again, but FirstBarOfSession worked under every scenario we tested.

If you see this again, pls. provide us with following information:
- in which timezone and at which time (date & local time) happened this ?
- which connection ?
- did you run NT and open up that chart fresh or was it running 'longer' >= 1 day ago ?
- what are the bars settings (1000 Volume, session template, days back ?) before and after the switch
- when this happens, does that also happen on a chart which you open new, with same bars settings before and after switch ?

Thanks,
Christian