Accurate EOD Values

[bkool]

Hi,

I am using EOD values of several instruments to calculate an indicator in a multi - instrument strategy. The values are requested by Closes[0][0], Closes[1][0], etc.
It seems, however, that some values are correct and of the last close, and others are of the previous day.
Obviously, this is a session timing issue, but I have no idea how to solve it. It seems that using another session template may solve it for one, but not the other. Is there a way to specify for the correct end of session within the strategy?

I'm using Session template of - US Equities RTH since my time zone is UTC+2.

Thanks, bkool.

[NinjaTrader_Bertrand]

bkool, which broker or datafeed is used and when do you do those calculations?

[bkool]

Hi Bertrand,
I was testing EOD of both CQG and Kinetic. The latter seems cleaner.
Obviously, when using instruments of the same session template, the Closes[0] data will be consistent. The issue I have is only when using instruments of different sessions.
For example -
ES: template session - CME US index futures ETH,
6E: template session - CME FX futures ETH,
GC: template session - Nymex Metals / energy ETH.
My specific aim is to get the last EOD values of these instruments on a chart and in a strategy.
Thanks.

[NinjaTrader_Bertrand]

bkool, so this would be on intraday or daily data?

Only the intraday data would be affected by the used session template, the daily bar session / content will be dependent upon the connected provider.

If you add those series for programmatic access they would use the same session template as the primary series, unless you're using <Use Instrument Settings>, then the Instrument's default would be used.

Another would approach would be working on for example Default 24/7 that would cover all trading segments and then just grab the value needed via GetBar().

http://www.ninjatrader.com/support/helpGuides/nt7/getbar.htm