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Hello Stem1,
Thank you for your post.
This is expected behavior within NinjaTrader 7 since each day is looked at as a completely new session. In order to achieve this you would need to create a custom continuous Session Template by going to Tools-->Session Manager-->New and input the parameters shown in the attached screen shot.
To apply the Session template please right mouse click within your chart-->Data Series-->Session template.
Please let me know if I may be of further assistance.Christopher J.NinjaTrader Customer Service
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