How to setup market aggregation at market open in ninja trader 8

[mikeloph]

Hi there,

I wanna setup NT8 as TOS with the option to include market agregation at market open, is that possible using NT8?

I really appreciate your support,

Best,

Miguel.

[NinjaTrader_PatrickG]

The concept of 'chart aggregation' is not one that we use in NinjaTrader, although it may be referred to as something else. I found the following publicly available link on Think or Swim's website which is unfortunately still a bit vague as to what it actually does:

https://tlc.thinkorswim.com/center/howToTos/thinkManual/charts/Chart-Aggregation

Some of these links almost seem as if they're describing certain bar types with x amount of historical data available. I.E. a 2 Renko chart loading 3 historical days of data. First off, is the above link relevant to what you're referring to? Could you elaborate on what you're trying to accomplish in NinjaTrader?

[AMATX]

I believe what the OP is referring to is having the market open time match up with the timeframe(s) on his charts. Details:

* Using NYSE normal hours, the 'market' is open from 9:30am to 4:00pm Eastern time.

* This presents a choice on some chart timeframes. For example, when setting up a 1 hour chart, do you want the beginning of the hour/bar to match the 9:30am market open, or do you want the hours/bars to match up with top of the hours, say, 9:00-10:00, 10:00-11:00 etc. Since the stock market is open 6.5 hrs per day, there will always be a 'short' hour...where do you want it placed??

* In the general settings panel for TOS charts, there is a spot to select whether you want the start of longer timeframes(such as 1 hr) to start at the market open or to line up with top-of-the-hour clock time. This is under the 'Equities' tab, as 'Start aggregations at market open'. Each version produces noticeably diff charts, so pick accordingly, or setup -both- charts.

* In Ninja, this concept is handled by specifying which set of 'open' hours are to be used. I'm not gonna go into all of the permutations(LOTS), but what the OP is probably after would be handled by selecting 'RTH', which specifies Regular Trading Hours. This will work fine for some instruments; other instruments may require a different selection(see config pic below)..

Here's a sample AAPL 1h chart, over several days, along with the config panel(press Ctl-F to open this panel). Note the 'US Equities RTH' in the session template line specifies to use normal trading hours for -this- chart, which would be 9:30am-4:00pm. To produce other results, select something else for the session template. Experiment with other session settings to see which ones line up charts/bars the way you want...