Session Break for first session?

[dave1992]

Hello,

SessionBreak and FirstBarOfSession don't seem to get set for the first session? If I run this code below, for most contracts (6A, NKD etc) and put in a session of 17:00 to 17:05, for three days, you get no first bar or session break on the first day.

What am I missing?
thanks
Dave

protected override void OnBarUpdate()
{
if (Bars.FirstBarOfSession) {
Print("First Bar");
}
if (Bars.SessionBreak) {
Print("Session Break");
}

Print("here");

}

[NinjaTrader_Bertrand]

Dave, thanks - can't reproduce here on my end - which chart interval are you using when you see this?

[dave1992]

Hi,

1 min chart, NKD 12-09, start 6 sep end 8 sep, start session 17:00, end session 17:10

thanks
Dave

[NinjaTrader_Bertrand]

Dave, this produces an empty chart with no bars so the behavior would be expected.

[dave1992]

Hi Bertrand,

Thanks for the reply. You need to check your chart, there is definitely data. See attached chart. In any case, I wouldn't have been able to spot that there was no session break on the first day if there'd been no data.

In any case, this is a strategy problem. I suspect that this will occur for any instrument. I just checked and it does. FirstBar works but sessionbreak doesn't.

Does the manual page for session break need to change to say it isn't set for the first session in a run?

Dave

[NinjaTrader_Bertrand]

Thanks Dave, could finally see the behavior you see and it's expected for the first session break, since there's no session to record a break from at the start of your chart. You could use FirstBarOfSession in combo with FirstTickOfBar for this.

[dave1992]

Thanks, yes I figured that out. It may be worth clarifying on the web pages since it's not really obvious.

[NinjaTrader_Bertrand]

Ok, I see - thanks for the input Dave.