How to get Daily RTH OHLC on 1 Minute Chart

[TheTradingMantis]

Hi,

I am having a problem getting the correct Daily RTH Close in a Strategy on a 1 Minute chart.

I tried adding a daily bar to the Strategy and using Closes[1][0] and this works fine until the end of RTH at 3:15 CDT. After that time the Close continues to be from the prior day instead of the session just ended. I have the session start and end times set for 3:30 PM and 3:15PM respectively. I also have CalculateOnBarClose set to true; I assumed the problem was the data I was getting from IB, so I also tried this with eSignal and get the same problem. I checked a daily chart on eSignal's platform and it shows the correct data (and a new bar) after the end of RTH. Any ideas.

Thanks,
Greg

[NinjaTrader_Bertrand]

Hi Greg, to access it on the current day you would need to set CalculateOnBarClose - false as otherwise the chart's last bar would end only if the opening tick of the new came in and thus the OnBarUpdate() would be called again then.

[TheTradingMantis]

Thanks Bertrand,

I need to set CalculateOnBarClose = 0 for my strategy to work correctly on both historical and real-time data.

One work around I found was to use a 1440 minute bar instead of a daily bar. This works fine and the only drawback is it gives the session close of the prior day rather than the settled close. I can live with the occasional discrepancy between these two values.

Greg