Barchart data timestamps changing

[ollywedgwood]

Hi,

I'm using a data feed from Barchart with 10min bars to analyze some strategies in the strategy analyzer. With a year's data, some bars are starting at 13:40pm and others start at 14:40pm.

Also, some day periods have 41 bars, whilst others have 40 bars.

Is this due to effects such as daylight saving / early session end times? Or do I need to ask Barchart?

I have a strategy which is entering trades at a certain time relative to the start of the day. However, sometimes the trade is missed because of these bar differences.

I'm using the format
ToTime(Time[0]) == 182000
as the trade trigger
Any ideas gratefully received!

Thanks,

Olly

[NinjaTrader_RyanM1]

Hello Olly,

One note here is that time stamps will be the end of the bar, not the start of the bar.
See here for more information on how NinjaTrader builds chart bars.

BarChart will use native time stamps and are the best ones to contact regarding the session times of their data. There can definitely be issues related to daylight savings time changes and trading hours changes.

One thing you can do in NinjaTrader is include a range of time for your entry conditions.

Example:
if (ToTime(Time[0]) >= 182000 && ToTime(Time[0]) <= 183000)

One potential issue with this is that your conditions can evaluate to true for multiple bars. To resolve you could check a bool flag and set the opposite within the same block that places orders. The bool flag can then be reset at the start of the day with Bars.FirstBarOfSession

The reference sample below can help further with this:
Resetting values at the beginning of new trading sessions

[ollywedgwood]

Thanks Ryan - Bars.FirstBarOfSession has done the trick!