NT7 ZenFire daily charts corrupt

[xenayoo]

Hello,

in NT 6 I wrote an indcator for exporting daily data generated from minute data. The 1440minute 'trick' doesn't work good enough for me (the session break is always 0:00pm - I am using GMT +1, so the real session break should be 22:30) [Tradestation cold be configured with the local timezone - so the sessionbreaks were always right]. That causes further the problem with the different dates of daylightsaving between germany and USA. That I corrected manually by setteing my indicator to an other breaktime for this days.

Now I saw, that NT7 seems to generate daily bars - but I don't know, where the data came from. The Problem is: The daily data doesn't have the same OHLCV values like the Minute-data (f.e. yesterday ES 06-11: daily high after 'reload all historical data is 1328.00 but in Minute the High was 1332.25).

shure I can export my daily data since january 2000 with my indicator again, but in that long range, I can't adjust the daylight-error. BTW NT7 has destroyed my over ten year daily data - now there are great gaps in time and price. So: where I get accurate daily data for a contiuous daily ES? How I get right daily data from NT7?

I know, that ZenFire doesn't provide daily data. So I suppose, that NT7 generates the daily data itselve from Minute data. But it doesn't generate right. Is there any way to configure that generator?

I was trying to change the session template without any other result.

Jens

[NinjaTrader_ChristopherJ]

Hello Jens,

Thank you for your post.

That is correct within NinjaTrader 7 when connected to Zen-Fire NinjaTrader will convert Minute data to Daily bars when requested. One option is to connect to the Kinetick End of Day (Free) connection first within NinjaTrader then connect to Zen-Fire second.

Keep in mind Daily bars within NinjaTrader will only be based off of Regular Trading Hours as apposed to a 24/7 trading session.

Please let me know if I may be of further assistance.

[xenayoo]

Hello CristpherJ,

well then please forward following to the todo-list of the programmers for the next update:
a configurable daily-bar-generator (f.e. regular session or 24/7, a volumefilter - days with less than 500k volume don't appear in daily charts, configurable timzone for whole NT because some Traders don't live in America.....).

Jens

[NinjaTrader_ChristopherJ]

Hi Jens,

This request has been submitted to our development team and has been assigned ID #55 for tracking.

Thanks again for your suggestion and please let me know if I may be of further assistance.

[billr]

I'm sorry this reply has little to do with the problem discussed, but it reminded me of an issue I hear on occasion. That is, change in charts can change daily highs etc. Could you tell me if or why any change in chart settings could alter the high of a chart (not shift the high to another bar)? I realize some chart types do not record the absolute high (like renko) but what about tick or time charts? Is there a way to get variances on the highs/lows? Thanks.

[NinjaTrader_ChristopherJ]

This may be due to the way historical data is stored on your data providers server and which will cause bars to look differently after reloading historical data.


I have provided a link below to our Help Guide that goes over why bars may look different after reloading historical data when compared to real time bars.

http://www.ninjatrader-support.com/HelpGuideV6/HowDoesNinjaTraderBuildChartBars.html