Trading Hours and Sessions

[saberik]

I am using Kinetic data for Stocks. It is unfiltered data and every day between 8 AM and 8:05 AM, we get crazy prices on some stocks. I would like to start my session at 4 AM each day and end 8 PM but I want to skip the abnormal 5 minutes. So I set up the new trading hours attached. My understanding of this is that a session starts at 4AM and will end at 8 PM since I only have EOD set for the last time frame. However on the chart, it seems that they are two different sessions. Indicators based on a Session start calculating at 4 AM and end at 7:59 AM. They start calculating again at 8:06 AM. I want indicators based on a session that starts at 4 AM and ends at 8PM with no data between 8AM and 8:05 AM. Please let me know how I can make the trading hours attached to be one session for each day.

[NinjaTrader_Clayton]

Hello saberik,

Thank you for the message.

From your description, you would want to set up the Trading Hours Template as shown below:

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You may click here for more details and information on the Trading Hours templates

Please let us know if we may provide any further assistance.

[saberik]

Clayton - Thank you for getting back to me. The Trading Hours you sent me is exactly what I have. However in the Chart, they show as two different sessions. 4:00 AM is start of a session and 8:06 is again start of the session.


I know this based on two things.

#1. I have a Magenta Dash separating the sessions. If you look at the chart attached before, you see there is one at 4 AM and another one at 8:06 AM.

#2. I have VWAP set based on the sessions. In the Chart attached before, you can see a Red Line representing this VWAP. It starts calculating at 4 AM and then stops at 7:59 AM. It starts calculating again at 8:06AM. I want it to start calculating at 4AM and stop calculating at 8 PM.

Please advise.

[saberik]

I have attached a new clean Chart. I have the Dash line representing start of each session. The Red/Green line is the VWAP based on a Session.