multi chart (min-daily) strategy confusion

[kittyan]

Hello Ninja Traders,

trying to be short and clear:

I use YM 5 min strategy session template CME US Index Futures RTH

The 5 min strategy uses indicator data generated from daily YM graph

On atachment 8_29 it is 8:29:07 before YM intraday opening: on daily graph (right side ) no bar for 03/03 can be seen, because session template is CME US Index Futures RTH

On attachment 3_26 it is intraday over and YM closed. The daily graph shows the daily range as the YM 5 min ( session template CME US Index Futures RTH ) shows its daily range

On attachment 3_32 I have asked for a reload all historical data on the daily graph. The daily graph on the right now shows not only the intraday price range but the whole day (session template 24/5 or 24/7) intra and overnight range.

IF I DO NOT ASK FOR A RELOAD HISTORICAL DATA THE DAILY GRAPH WOULD GO ON WITH CME US INDEX FUTURES SESSION TEMPLATE RANGE AND NOT WITH 24/7 SESSION TEMPLATE RANGE SO THE INDICDATOR CALCULATED BY THE DAILY GRAPH WOULD NOT BE THE SAME that would confuse 5 min strategy taking data from daily graph ( confusion in results not in mechanical working) .

I hope it is clear what I want to show you. The best would be if the daily graph asked from a 5 min ( session template CME US Index Futures RTH ) YM srategy would hold its whole day range ( 24/5 or 24/7) not only the session template CME US Index Futures RTH range until asking for a historical data reload on the daily graph.

best regards
Kittyan

[kittyan]

Hello Ninjas once again,

Please would anybody be as kind as to come out of the bushes and throw a shuriken at the post above at least a "this is out of our help " type or anything a bit more helpful ?

thanks
Kittyan

[NinjaTrader_Bertrand]

Kittyan, first of all sorry for the late reply, thanks for ringing our bell on this one - what dataprovider are you using here? They daily historical data from their servers would use the session definitions they choose to record the data with, if you would like to use your own sessions why not working with a long enough minute bar then (1440 min would represent a day bar for example) ?

[kittyan]

It is Kinetick Data Feed.

Reading your answer I have a question. Is it possible to use different session templates from the same strategy ? I am looking into the help files and see that it is not in the possibilities. For example can I run a YM 5 min session template CME US Index Futures RTH strategy and get infos from a YM 15 min 24/7 session template chart from within the strategy ? I thougth the session templates used from the same strategy must be the same, isnt it ?

Without your answer getting deeper into the situation makes no sense, so eagerly waitng for your response.


best regrds
kittyan

[NinjaTrader_Bertrand]

That's correct in your case Kittyan, but you also need to keep in mind for daily bars the session template would not dictate what session the bar covers, it would always be what your provider (Kinetick) uses, at least for the historical data.

[kittyan]

Thanks for the answer. So technically is it posssible to add a chart with different session template from the strategy native session template ? If yes how ?

best regards
Kittyan

[NinjaTrader_Bertrand]

This is not possible, as because if a multi-series script adds an additional Bars object that already exists on the chart, the script will use the preexisting series instead of creating a new one to conserve memory. This includes that series' session template as applied from the chart. If the Bars object does not exist on the chart, the session template of the added Bars object will be the default one set for that instrument in the Instrument Manager and not the session template of the primary Bars object.