Multi timeframe Weekly + Daily Issue => Friday, Monday...

[tomas777]

Dears,

I found out one issue when coding with Multi timeframe. Please see simple code - when activated on Weekly chart:

protected override void OnStateChange()
{

if (State == State.SetDefaults)
{

Description = @"Enter the description for your new custom Indicator here.";
Name = "tomTest";
Calculate = Calculate.OnBarClose;
IsOverlay = false;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
IsSuspendedWhileInactive = true;

}

else if (State == State.DataLoaded)

{

}

else if (State == State.Configure)

{

AddDataSeries(BarsPeriodType.Day, 1);

}

}

protected override void OnBarUpdate()
{

if(BarsInProgress == 0)
{

Print(String.Format("{0} Weekly --------------------------------", Time[0]));

}
else
{

Print(String.Format("{0} Daily, DayOfWeek={1}", Time[0], Time[0].DayOfWeek));

}

}

Here is result:
13.05.2022 22:15:00 Weekly --------------------------------
13.05.2022 22:15:00 Daily, DayOfWeek=Friday
16.05.2022 22:15:00 Daily, DayOfWeek=Monday
17.05.2022 22:15:00 Daily, DayOfWeek=Tuesday
18.05.2022 22:15:00 Daily, DayOfWeek=Wednesday
19.05.2022 22:15:00 Daily, DayOfWeek=Thursday
20.05.2022 22:15:00 Weekly --------------------------------
20.05.2022 22:15:00 Daily, DayOfWeek=Friday
23.05.2022 22:15:00 Daily, DayOfWeek=Monday
24.05.2022 22:15:00 Daily, DayOfWeek=Tuesday
25.05.2022 22:15:00 Daily, DayOfWeek=Wednesday
26.05.2022 22:15:00 Daily, DayOfWeek=Thursday
27.05.2022 22:15:00 Weekly --------------------------------
27.05.2022 22:15:00 Daily, DayOfWeek=Friday
31.05.2022 22:15:00 Daily, DayOfWeek=Tuesday
01.06.2022 22:15:00 Daily, DayOfWeek=Wednesday
02.06.2022 22:15:00 Daily, DayOfWeek=Thursday
03.06.2022 22:15:00 Weekly --------------------------------

This doesnt look like good behaviour, what do you think? Ninja processes wrong Friday - starts with friday from previous week and doesnt account Friday from current week. It will be great if this should be fixed. Thanks, best regards

Tomas

[NinjaTrader_ChelseaB]

Hello Tomas,

A bar does not fully close until a new tick opens a new bar. The Day bar isn't closing until the first tick of Monday which appears to the start of a new session.

If you were to run the script with Calculate OnPriceChange or OnEachTick, you could have this update before the bar closes.

Kind regards.