CalculateOnBarClose and session end

[mantak007]

Hi,can you please confirm, if COBC == true, is the OnBarUpdate() called when a session ends or when a new bar is created? More specifically, when the market closes on Friday night, do I get OnBarUpdate() on Friday or on Saturday when a the market opens and new bar is created? Thanks

[NinjaTrader_ChelseaB]

Hello mantak007,

Thank you for your post.

A bar will close when a new bar opens.

The last bar at the end of the session will not close until the new session starts.

[mantak007]

Thank you. Is there a way how to detect session end, or how to detect a bar will not get any more data? Are you planning to change the business logic of reporting bar close to more natural way? Waiting for the next bar makes sense only in some cases and opening a new bar is not the only condition for deciding if a bar is closed.

[NinjaTrader_ChelseaB]

Hi mantak007,

To find the end time of a session you can use:
Bars.Session.GetNextBeginEnd(Bars bars, int barsAgo, out DateTime sessionBegin, out DateTime sessionEnd)
http://www.ninjatrader.com/support/h...xtbeginend.htm

As far as I know the bar construction will be the same.

Would like a feature request to end the bar if the bar is a time based bar at the time the bar closes without a tick necessary to open the new bar?