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End of session BaRs problem/Residual ticks

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    End of session BaRs problem/Residual ticks

    It seems that Ninja ignores the residual ticks from the last bar until the end of the session, apparently because the number of the residual ticks is less than the number of ticks set for the interval (bar) on that chart.
    In a 10 tick interval chart, for example, if after the previous bar there are only 5 ticks until the end of the session, Ninja will ignore these 5 ticks. Thus, at the session close the previous bar becomes the last bar on the session. In order not to distort the actual price action on the session, Ninja should regard the residual ticks of the session as the final bar, as other platforms do. This problem affects not only tick bars but any tick based interval (line break, for example) whether on chart or on scanner.
    Also see image
    Attached Files

    #2
    david111,

    NT will only "cripple" that last bar if there is a session break at that point in time as defined in the Session Manager. Can you please check what you have for the session end time there?
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      Josh,
      Tnx for the quick reply.

      1) Having checked several more charts, I am unable to ascertain what Ninja does with respect to residual ticks that were accumulated at the end of day.
      Thus,Can you please elaborate on how does Ninja treat residual ticks that
      accumulated at the end of session bar into the next day in case where the line break params did not meet Ninja's rules for close of bar at the end of the session time ?

      2) Is it possible that at the end of day Ninja pulls the residual ticks into the next day, absent incorrect session params?

      3) If the answer to question 2 is yes (providing one has defined the session time correctly) what other measures can one take to avoid such data crippling?

      Cheers







      Originally posted by NinjaTrader_Josh View Post
      david111,

      NT will only "cripple" that last bar if there is a session break at that point in time as defined in the Session Manager. Can you please check what you have for the session end time there?

      Comment


        #4
        david111,

        There maybe something else happening here. We are checking into something and will let you know whether or not it is indeed what you are seeing as well at a later point in time. Thank you for your patience.
        Josh P.NinjaTrader Customer Service

        Comment

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