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NT not creating day bars out of tick data

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    NT not creating day bars out of tick data

    Hi,
    I am using the latest NT version with IBG.
    I start my strategies at Sunday night and they run the whole week without interference (in a perfect world). I added a strategy which is trading at the end of the bar at every day.
    I just realized that NT does not create daily bars from tick data in the chart. That means that the strategy cannot calculate the correct signals. I just attached some screenshots where you can see that days are missing although the tick data was created the whole week.
    How can I force NT to create daily data out of ticks?
    Thanks,
    Klaus

    Attached Files

    #2
    Hello klaus w,

    Thank you for your note.

    Daily bars are not created by default with tick data.

    You could create a 1440 minute chart (1440 minutes = 1 day), but this would not be exactly the same as a true daily bar.

    I would recommend using the "Generate 'Day' bars from imported tick or minute data" option when importing with the Historical Data Manager so that day bars are correctly generated:



    Please let us know if we may assist further.

    Comment


      #3
      Hi Chris,
      thanks, that did the trick. One more question: How does NT recognize the End of the Trading Day? Is it the EOD flag in the Trading Hours Template which I use? That would mean that I can always use 1440 minutes, no matter if the actual trading session is 8 hours, 16 hours or 23 hours, right?
      Does this logic also apply for additional timelines in strategies?
      Thanks,
      Klaus

      Comment


        #4
        Hello klaus w,

        Thank you for your note.

        Yes, the EOD mark in the trading hours template is what signifies the end of the trading day on the chart. And yes regardless of the amount of trading hours in the template, you could still use 1440 minutes on the chart and it should display bars according to the hours dictated by the template. It should also apply to strategies as well.

        Please let us know if we may assist further.

        Comment


          #5
          Thanks for the clarification! That really helps!

          Comment

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