How to remove T+1 trading session data from weekly and monthly chart?

[simonhy]

Hi, in weekly and monthly chart, i would like only to view price data of T session of the future contract I am trading. Is there any way to exclude data from T+1 session in weekly and monthly chart? thanks!

[NinjaTrader_ChelseaB]

Hello simonhy,

I'm not quite understanding your meaning by T+1.
Can you clarify what this means?

Are you wanting to change the merge policy?

Below is a public link the NinjaTrader 8 help guide on Merge Policy.

https://ninjatrader.com/support/helpGuides/nt8/en-us/merge_policy.htm

[simonhy]

Hello simonhy,

I'm not quite understanding your meaning by T+1.
Can you clarify what this means?

Are you wanting to change the merge policy?

Below is a public link the NinjaTrader 8 help guide on Merge Policy.
https://ninjatrader.com/support/help...rge_policy.htm

Hi Chelsea, thanks for your prompt reply! The future contract I am trading has two trading sessions: T session from 9 am to 5pm, and T+1 session from 6 pm to next morning 5 am. If I plot weekly chart or monthly chart in NT8, the charts will have price data of both T session and T+1 session. Now I only want data of T session to be plotted in weekly and monthly chart. Is any way I can do it in NT8? thanks!

[NinjaTrader_ChelseaB]

Hello simonhy,

Are you asking if it is possible to apply an RTH / ETH (Regular Trading Hours / Extended Trading Hours) Trading Hours template to a Day, Week, or Month bar type chart?

Unfortunately, no this would not be possible as Week and Month bars are created from Daily data. Daily bars come fully formed with only an Open, High, Low, Close, and Volume price points and cannot have a Trading Hours template applied.

For a simulated day chart using any applied Trading Hours template, a 1440 Minute chart can be substituted and the trading hours template will limit the trading period by choosing which minutes are included with the chart.

However, for week, month, and year charts, it would be necessary to define trading hour templates that are larger than one day (for week bars), larger than one week (for month bars), or larger than one month (for year bars).

I will submit a feature request on your behalf for the development team to consider allowing for trading hour templates with sessions that can be defined larger than one month to allow for minute charts to be substituted for week and month charts.

Once I have a tracking ID for this request, I will post in this thread for future reference.

[simonhy]

Hello simonhy,

Are you asking if it is possible to apply an RTH / ETH (Regular Trading Hours / Extended Trading Hours) Trading Hours template to a Day, Week, or Month bar type chart?

Unfortunately, no this would not be possible as Week and Month bars are created from Daily data. Daily bars come fully formed with only an Open, High, Low, Close, and Volume price points and cannot have a Trading Hours template applied.

For a simulated day chart using any applied Trading Hours template, a 1440 Minute chart can be substituted and the trading hours template will limit the trading period by choosing which minutes are included with the chart.

However, for week, month, and year charts, it would be necessary to define trading hour templates that are larger than one day (for week bars), larger than one week (for month bars), or larger than one month (for year bars).

I will submit a feature request on your behalf for the development team to consider allowing for trading hour templates with sessions that can be defined larger than one month to allow for minute charts to be substituted for week and month charts.

Once I have a tracking ID for this request, I will post in this thread for future reference.

Dear ChelseaB, Thanks a lot for your help!

[NinjaTrader_ChelseaB]

Hello simonhy,

I have received tracking ID# SFT-1676 for this request to have month sized session definitions in Trading Hours templates.

Please note it is up to the NinjaTrader Development to decide if or when any request will be implemented.

We appreciate your feedback on this.