Issues PnF Charts

[NinjaTrader_PaulH]

Hello soulfx,

Just to let you know I am looking into this and will update when I have further information.

[NinjaTrader_PaulH]

Hello soulfx,

Just to review my findings before creating a bug report. What I see is that Bars.IsFirstBarOfSession triggers on the very first bar of the first session only. However I do see that IsFirstTickOfBar triggers on every bar.

I've tested with second, minute tick and volume. I've tried with/without tick replay. I've tried with the three Calculate modes.

Can you confirm this (IsFirstBarOfSession does not trigger at first bar of session and that IsFirstTickOfBar does trigger on each bar) is what you are seeing as well?

[soulfx]

Hello there, ok i have just tested this on PNF chart (did you try PNF which is what this thread is based on) and can confirm IsFirstTickOfBar is called fine now but IsFirstBarOfSession is not. I just added a print statement test and ran through debugger output. let me know what you see.
thanks

[NinjaTrader_PaulH]

Hello soulfx,

Thanks for your reply.

Yes, sorry, I did all my testing on PNF charts.

I will proceed with submitting the bug report.

Thanks again for your reply and persistence, we greatly appreciate it.

[soulfx]

Hello no problem - so were you able to reproduce thus for the IsFirstBarOfSession for PNF
thanks

[soulfx]

Hello,can you check on the time component on horizontal access at bottom of chart - further testing of the PNF reveals it is showing the SAME time stamp for every bar and i am using Tick Replay mode and Break at EOD is set to false
thanks

[NinjaTrader_PaulH]

Hello soulfx,

Thanks for your post.

So I can check, what instrument and PNF settings are in use here?

[soulfx]

Hello i am using ES 03-16 and setting Box size = 1 : Base period 1 Minute : Reversal 3 and using Tick Replay .....
thanks

[NinjaTrader_PaulH]

Hello soulfx,

Thanks for your reply.

I created a chart with the settings you advised exactly and did not see any issues and was about to post the same when i tried reloading the historical data and that showed all the bars at 15:00.

I deleted the chart and recreated the issue. I deleted the chart and tried with out tick replay and was able to create the issue. I deleted the chart and then created with break EOD checked and it displayed normally, I then unchecked break at EOD and the time base immediately changed to 15:00 on all bars of today. If I scroll back, yesterdays bars show the correct time. I've tested this 3 more times (deleting and recreating).

I will write up a bug report that pnf charts with the settings you advised (but w/o tick replay) and break at EOD checked/unchecked will produce the issue. Thanks for identifying this.

I will update this thread when I have further information.

[soulfx]

Hello, thanks for testing. I read your response several times to check and just want to verify.

The PNF chart i am using and testing this with IS WITH TICK REPLAY set to TRUE. So your note mentioned (w/o tick replay) produced the issue ? It may be the way you have written this is confusing and not clear as TICK REPLAY is a key component to this being fixed i would have thought. Just want to be sure here
thanks

[NinjaTrader_PaulH]

Hello soulfx,

Thanks for your reply.

To be clear, the condition you reported exists with and without using tick replay.

[soulfx]

Hello, thanks for clarification. Another potential problem - can you check the volume bars with volume indicator for PNF ES 03-16 - compared to other ES charts the values seem way off but this 'could' be related the timestamp issue as this will be required obviously to know which bar volume relates to
thanks

[NinjaTrader_PaulH]

Hello soulfx,

So that I can recreate please advise the charts you are comparing, settings and instruments. If you have charted examples that would be helpful.

[soulfx]

Hello, just looking at best way to probably see this. If you setup ES 03-16 on NT7 with
3 Reversal 1 Box size and 1 minute period PNF - NT7 and compare the volume @ 14:11 EST today volume bar and note the volume.
Compare the same on NT8 and you will notice the difference in volume number.
That is probably the best comparison - obviously you will be using the same datafeed
Let me know if you need more information
thanks

[NinjaTrader_PaulH]

Hello soulfx,

Thanks for your reply.

I created the two charts as you described and found the volume to be identical between the two at the point specified. I then changed the NT8 chart to tick replay and again found that the volume to be exactly the same. I turned off tick replay and verified again same volume. I then turned off Break at EOD and as before observed that the time of all bars reflected the end moment of the first day. However the volume amplitude did not change. Checking the volume, on each bar, by the mini databox showed only the date/time, bar characteristics and volume of the end moment of the first data (of data loaded).

So this is the same issue as previously discovered (Break at EOD unchecked causes PNF bars to display end of 1st day time/data for remaining bars).