Alternate Range Bar Implementation (RangeAlt)

[Mike Winfrey]

I imported this RangeAlt type and comparing it to the one that comes with NT. I read your description of the differences between the 2 implementations and only saw comments regarding differences between sessions where there can be gaps. But I'm seeing them between bars throughout the day. I also reloaded my historical data to be sure I had everything that I should have and still see the gaps between bars. I assume that your use of session also refers to the individual bar as opposed to chart sessions. Am I correct and is this behavior to be expected. If so, seems like using the RangeAlt type is more realistic when backtesting. Is this correct or not?

Thanks,
Mike

[NinjaTrader_JoshP]

If there is a price jump producing a gap it is very possible for you to see such gaps with RangeAlt. It is up to you which one you want to use. Some people like the phantom bars some people don't see value in them.