Bug in Bars.FirstBarOfSession

[Baruch]

Hi,
There is a bug in this property.
When the time stamp of a bar is 00:00:00 it is recognized as a FirstBarOfSession but so is the bar with time stamp greater then 00:00:00.
Attached is a debug example.

Baruch

[NinjaTrader_Bertrand]

Baruch, thanks for reporting in - could you please share your code snippet so I could reproduce here?

If you look for the first OnBarUpdate() call of the new session please use FirstBarOfSession in tandem with FirstTickOfBar.

[Baruch]

Bertrand hi,
I get this error in backtesting. There is no FirstTickOfBar. Back testing runs OnBarUpdate() only once per bar.
To reproduce it you need to run on ES on 1 Tick Data series. (because ES has many ticks and some dates ticks with time stamp 00:00:00)
Just print something in
If (Bars.FirstBarOfSession)
{
print something
}

Baruch

[NinjaTrader_Bertrand]

Baruch, thanks this is a bug which will be fixed in NT7.

[rperez]

N7.18 Not recognizing FirstBarOfSession

Hi.... I have a strategy that runs ok on N6.5, but N7.18 never recognizes FirstBarOfSession nor SessionBreak

Any idea o suggestion?

Thanks

[NinjaTrader_Bertrand]

Please try using Bars.FirstBarOfSession and Bars.SessionBreak -

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

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

[rperez]

Bertrand, the two expressions - Bars.FirstBarOfSession and Bars.SessionBreak - are exactly what I've tried in the code and it doensn't work. In the following code snipet, the strategy never enters neither expression:


// Resets the highest high and lowest low at the start of every new session
Print("Bars.FirstBarOfSession"+Bars.FirstBarOfSess ion);
Print("Bars.SessionBreak"+Bars.SessionBreak);
//if (Bars.FirstBarOfSession)
if (Bars.SessionBreak)
{
Print("Bars.SessionBreak"+Bars.SessionBreak);
Print("Bars.FirstBarOfSession"+Bars.FirstBarOfSess ion);

highestHigh = High[0];
lowestLow = Low[0];
barraInicio = CurrentBar;
startBar = 0;

I am getting the following error message in the output window:
**NT** Error on calling 'OnBarUpdate' method for strategy 'TSP_1/a1e4c574a1d74601a0bb77ebdbfd7280': Reference to object has not been established as an instance of an objet Referencia a objetono establecida como instancia de un objeto.
8/2/2010 10:08:11 AM CancelAllOrders: BarsInProgress=0

The translation to English is mine. It may not coincide exactly with the original English version text.

Thanks

[NinjaTrader_Bertrand]

This is likly not triggering as your OnBarUpdate() processing encounters an issue trying to access an empty object - can you please strip the strategy down to using only the two session related calls you attempt to test and then retry without other code interfering?

Thanks

[rperez]

Thanks... fixed it!