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Gaps correction

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    Gaps correction

    Hi,

    I wonder if there is a mechanisim in indicators to "correct" gaps between trading sessions? I'm looking on the HSI future (Hang Seng) and the gaps distort some indicators of mine...
    If not, I guess I can do it programmatically, is there a way to know if the currect bar is the first bar of the current trading session?

    #2
    Hi yuvalw, unfortunately there's no automatic gap correction, you would need to code this in your indicator script directly. You can use FirstBarOfSession for this - http://www.ninjatrader-support.com/H...OfSession.html

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