FirstBarOfSession

[Mike Winfrey]

I want to reset variables for each new day. This is what I'm doing the first thing in OnBarUpdate


if (BarsInProgress != 0)
return;

if (Bars.FirstBarOfSession && FirstTickOfBar)
Print(Time[0]);

That should print a timestamp for the first bar of each day. It isn't. Following is what it prints. It misses days and I don't mean saturday; It prints more than one time for some days; and it prints times that aren't the first bar. I'm using a 3 min chart.
1/2/2011 11:03:00 PM
1/3/2011 11:03:00 PM
1/4/2011 11:03:00 PM
1/5/2011 11:03:00 PM
1/6/2011 11:03:00 PM
1/9/2011 5:03:00 PM
1/9/2011 11:03:00 PM
1/10/2011 11:03:00 PM
1/11/2011 11:03:00 PM
1/12/2011 11:03:00 PM
1/13/2011 11:03:00 PM
1/16/2011 1:48:00 PM
1/16/2011 11:03:00 PM
1/17/2011 11:03:00 PM
1/18/2011 11:03:00 PM
1/19/2011 11:03:00 PM
1/20/2011 11:03:00 PM
1/23/2011 3:18:00 PM
1/23/2011 11:03:00 PM

[Mike Winfrey]

by the way I'm using nt7

[NinjaTrader_Bertrand]

Hi Mike, what session template are you working with? Have you tried reloading your historical data and then reapplying the prints?

[Mike Winfrey]

24/7 and yes i've reloaded historical data. shouldn't my code work regardless what template i'm using?

[NinjaTrader_Bertrand]

Correct, it would work for any template - but when looking into the printout times you need to keep in mind for example on a Sunday the for electronic hours would start at 6PM EST, not 12:00 like you would see for regular weekdays on the 24 hrs template.

[Mike Winfrey]

understand...if you look in detail at the times i provided you will see there are days missing that aren't saturday, some days have more than one date printed, others have times printed that aren't the first bar of the day.

[NinjaTrader_Bertrand]

Mike, I can't reproduce it here - can you please let me know the exact setup you use in order to see the see invalid prints?

[Mike Winfrey]

here's a strat that does what I described.

here's what it prints in the output window and is based on a 5 min bar.

1/9/2011 11:05:00 PM
1/10/2011 11:05:00 PM
1/11/2011 11:05:00 PM
1/12/2011 11:05:00 PM
1/13/2011 11:05:00 PM
1/16/2011 1:50:00 PM
1/16/2011 11:05:00 PM
1/17/2011 11:05:00 PM
1/18/2011 11:05:00 PM
1/19/2011 11:05:00 PM
1/20/2011 11:05:00 PM
1/23/2011 3:20:00 PM
1/23/2011 11:05:00 PM

[NinjaTrader_Bertrand]

Thanks Mike, in which timezone are you testing, CST? Here's what I get on latest NT7 R2 -

1/9/2011 6:05:00 PM
1/10/2011 12:05:00 AM
1/11/2011 12:05:00 AM
1/12/2011 12:05:00 AM
1/13/2011 12:05:00 AM
1/14/2011 12:05:00 AM
1/16/2011 6:05:00 PM
1/17/2011 12:05:00 AM
1/18/2011 12:05:00 AM
1/19/2011 12:05:00 AM
1/20/2011 12:05:00 AM
1/21/2011 12:05:00 AM
1/23/2011 6:05:00 PM
1/24/2011 12:05:00 AM

[Mike Winfrey]

central

you are getting what i expect to see. wonder why i'm not getting that? my computer clock synchs with an atomic clock every day.

[NinjaTrader_Bertrand]

Hmm, I would then retry with a cleared cache and brand new data downloaded from the server, it looks to me like your missing periods / ticks here, so it triggers correct on the underlying data it has...