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Last hour bar of day missing
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Last hour bar of day missing
Hi- I'm noticing a strange issue: I'm on 1 hr bars and in my strategy and I print out a time stamp in the OnBarUpdate() method along with a summary of my holdings, among other things. However I'm missing the 4 pm bar for each day. Strange thing is the 4 pm bar does eventually show up the following morning in my output window on market open. Also any trades that happen on that missing 4 pm bar gets bought the next morning as well. Could it be an issue with the session manager?Tags: None
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Hello ciro1963,
Thank you for your note.
A bar is not closed until the next bar opens, and in this case, that would be the next session.
If you wanted to have an action run at 4PM everyday, you could check that the time was after a certain time in OnMarketDepth, then do the action, set a bool to prevent that action from being done again until tomorrow. I put together a sample which demonstrates this.
See OnMarketDepth section of our helpguide,
Please let us know if you need further assistance.Attached FilesAlan P.NinjaTrader Customer Service
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