OrderFlow + VWAP Weekly Error start date (Tuesday instead of Monday)

[AndreaBhs]

Dear Support,

Today I updated my version of Ninjatrader to the release 23 (8.0.23.2)

In the previous release 22 (8.0.22.2) the VWAP weekly was ok, while in this new release the indicator VWAP weekly start to calculate from Tuesday instad of Monday.

In the release note of release 23 you write:

14613

Fixed

Order Flow +

Order Flow VWAP could have wrong weekly start time

But the error there is.

The strange thing is that in my previous version (Release 22) this error there was not.

How can I fix it?

thank you, best regards

AndreaBhs

[NinjaTrader_Zachary]

Hello AndreaBhs,

Thank you for your inquiry.

Will you please share an image of your Order Flow VWAP settings so that I may try to recreate this? When I add a weekly Order Flow VWAP to my chart, I do not experience the same behavior.

Additionally, please let me know what instrument and interval you have applied to your chart.

I look forward to your reply.

[AndreaBhs]

Hi Zachary,

sure, this is the image of my Order Flow VWAP settings:



And this is the image of my Data Series settings (Instrument = NQ, Bars Type = Range, Bars Value = 200, Days to load = 30)



What I noted is that the problem is solved if I change "Trading Hours" from <Use Instrument settings> to <Default 24 x 5>
But in the release 22 I used <Use Instrument settings> and the problem there was not.

Thank you, best regards

AndreaBhs

[NinjaTrader_Zachary]

Hello AndreaBhs,

Thank you for your reply.

When I use the settings above, my weekly Order Flow VWAP starts calculating on each Sunday. This would be expected, since the CME US Index Futures ETH Trading Hours template (which is the instrument setting for NQ) starts at 5 PM CST on Sunday. When I switch the CME Us Index Futures RTH template or the Default 24/5 template (which both start on Monday), my weekly VWAP begins calculating from Monday, which would also be expected. I'm unable to reproduce the behavior of the VWAP starting from a Tuesday. I'd like you to reset your trading hours templates and see if the issue persists. To reset these templates;

Go to Control Center > Tools > Database Management
Expand the 'Update trading hours templates' section
Ensure that 'Predefined trading hours templates' is selected
Select Update
After updating, go to your chart, right-click and select 'Reload all historical data'

Does this make a difference?

I look forward to your reply.

[AndreaBhs]

Hello Zachary,

yesterday I did upgrade of my NinjaTrader versione to release 24 (to solve others problems).
Now my Order Flow VWAP Weekly is ok also when I set "Trading Hours" to <Use Instrument settings>

I did not this:

Go to Control Center > Tools > Database Management
Expand the 'Update trading hours templates' section
Ensure that 'Predefined trading hours templates' is selected
Select Update
After updating, go to your chart, right-click and select 'Reload all historical data'

Thank you for your support,

best regards

AndreaBhs

[NinjaTrader_Zachary]

Hello AndreaBhs,

Thank you for your reply.

Glad to hear that the upgrade resolve the issue.

Please let us know if we may assist you any further in the future.