Day Data Appears Mislabled

[Sader]

I am using NT7 beta 18.

I wrote a brief indicator (see attached) to highlight Monday and Tuesday daily bars in red. Using Template = Use Instrument Settings it works as it should. However, using Template = Default 24/5 or Default 24/7, it only highlights Tuesdays.

Taking the last week, for example, with Use Instrument Settings selected, Monday 7/12 data block is preceded by Friday 7/9 and followed by Tuesday 7/13 as expected.

However, with Default 24/5 or Default 24/7 selected, Friday 7/9 bar is followed by a bar with a date of 7/10 (Saturday) and then Tuesday 7/13. Sunday, 7/11 and Monday, 7/12 bars are missing.

Also, I have not been able to make sense of the open and close prices of the Saturday, 7/10 bar.

Since there should be no 7/10 data and 7/11 and 7/12 data are missing, I conclude that there is some error with the way the data is stored. Alternatively, it may be a problem with the way the Default 24/5 and 24/7 templates display data.

I tried this on a Crude Oil (CL) chart and a DJIA index chart (which should have no weekend data). Same display problem.

[NinjaTrader_Austin]

Sader, thank you for the report, I will have someone respond to you on Monday.

[NinjaTrader_Austin]

Sader, I changed your bar highlighting to use BackColor = Green instead of BarColor because that could get confusing. Then I applied your script to a daily chart of CL 08-10 with the Default 24/7 session template applied and every Monday and Tuesday are correctly hightlighted. Please try reloading your historical data and see if that solves the issue. There should be no data for Saturday.

[Sader]

Reloading data changed nothing

Austin,

Reloading data did not solve the problem. So I added the NASDAQ composite index (COMP) in the Instrument Manager to force fresh data, since I had not used it before. You can see the results in the attached screen shots - same problem.

Is there some place else we can look?

[NinjaTrader_Austin]

Sader, again, everything looks as it should here. Which data provider are you using? Have you modified the Default 24/7 template at all?

I only scanned from right -> left for a few red bars on your chart, but there are the expected days missing (July 5th, for the 4th, and May 31st, for Memorial Day) and it appears as if the Mondays and Tuesdays are correctly colored.

[Sader]

Austin,

I have removed (via Add/Remove Programs) NT7 and reinstalled. Same results.

I have not modified the 24/7 template. I only changed the default template to a black background and gave it a new name.

My data are the same as yours as you attached in your last reply. I use Mirus with Zenfire. For indexes such as DJIN and COMP I have used Ameritrade and Kenetick. Same results.

What I have determined, from closer examination, is that for an index (COMP, eg) daily chart bars are the same, whether using 24/7 or Instrument Settings. However, according to the Data Box the Instrument Settings charts show the correct dates and the 24/7 charts show the next day with a 0000 time stamp. Ie: last Friday's OHLC is shown as Saturday and Monday is shown as Tues. Thus my indicator does not work.

When looking at something like CL, which has data on the weekend, a daily chart does not show a bar for the weekend data. And the day error shift is the same as above.

What I am seeing is that 24/7 does not create a bar for the Sunday trading. Why this does not carry over week to week, losing a day each week, I do not understand. It is only off by one day from the right edge of the chart.

I do not understand why I have this problem and you do not. How do we troubleshoot this?

[Sader]

Partial Solution Found

Austin,

I looked at the Default 24/7 template. Each day begins on (eg) Monday 12:00AM and ends at (eg) Tuesday 12:00AM.

Since NT used end of period time as the time stamp for the bar, each bar is showing on the chart as the next day. This is why my indicator works as it did for me.

So, I created my own template ending each day as (eg) Monday 11:59PM. This corrected the problem.

However, the 24/7 template does not plot Globex data. Use Session Template and 24/7 daily bars are exactly the same. I see this as something which should be corrected.

[NinjaTrader_JoshP]

Sader,

"Use instrument setting" is chosen by however you have the instrument defined in the Instrument Manager. If the instrument is defined with Default 24/7 as the default template then Use instrument settings would be the same as Default 24/7. If you want it to default to a globex session template you would need to select the proper one and set it to that in the Instrument Manager.

NT does indeed timestamp all bars with end of time timestamps so the solution is either to program your indicator to look for the end of bar timestamps or use a session template that accommodates the timestamps your script is looking for.

[Sader]

Thank you Josh. Mystery solved.