Market Analyzer "Use Instrument Settings" not working properly

[bmont]

We have been experiencing problems with the Market Analyzer when using the Session Template "<Use Instrument Settings>"

It seems that all rows in the analyzer are picking up the first row's instrument settings. For instance, if I add ES 12-10 as the first row then the CME US Index Futures RTH (8:30am - 3:15pm Central time) is picked up correctly. However, if I then add the FDAX 12-10 as the second row the same 8:30am-3:15pm settings are used even though the instrument settings for the FDAX 12-10 are 8:00am-10:00pm UTC+1.

The way I confirmed this is through the attached indicator. This indicator exports the last 300 bars to a data file. Each instrument is exported to a different data file. As you will see from the output it is not working correctly.

Thanks
P.S. You will need to create the output folder before you add the instruments to the MA.

[NinjaTrader_Kyle]

Hi bmont,

Thank you for your post.

Can you clarify for me how you are setting session template on a per-instrument basis?
Which exact steps do you take?

[bmont]

Hi Kyle,

I have not set the instruments directly. I have taken the defaults from the Instrument Manager for each session. For instance the setting in the Instrument Manager for the ES is "CME US Index Futures RTH" and the setting for the FDAX is " Eurex Equity Index Futures"

As you know you can have only one setting fro the Market Analyzer. I am using the <Use Instrument Settings> for the session template which should... unless I am mistaken... use the session times for each of instruments that you have in the Market Analyzer. So if I have the ES 12-10 as a row in the MA it should use the "CME US Index Futures RTH" setting and if I have FDAX on another row then it should use the "Eurex Equity Index Futures" setting.

Hope that helps.
P.S. I am using beta 23. Also I am setting the "# of Bars to Lookback" property on the Ma to 300.

[bmont]

Here are the exact steps.

1. Import the Data Export indicator
2. Create a Market Analyzer
3. Create the folder "C:\NinjaData
4. Add the DataExport indicator as a column to the MA. Use a 3min time frame and make sure you set the "CalculateOnBarClose" to true.
5. Add the ES 12-10 instrument to the MA
6. Add the FDAX 12-10 instrument to the MA.
7. Look inside folder "C:\NinjaData" for the two data files that are created.
8. Open each data file in Notepad or excel to see the data that was exported. Observe the time stamps and see that they are not correct for the session times for the FDAX.

[bmont]

Sorry, forgot one step.
2a. Set the "# of Lookback Bars" in the properties for the MA to 300.

[NinjaTrader_Kyle]

Hi bmont,

Thanks for the clarification.

The Session Template setting applies to the Market Analyzer as a whole. Unfortunately, it's not possible to set a per-instrument template within the Market Analyzer as it exists currently.

I will forward a request on to my development team to add this type of functionality, but in the mean-time separate Market Analyzer windows would need to be used for each template.

[bmont]

Hi Kyle,

I will implement your workaround. However, I must respectfully disagree that this is a program enhancement. This was one of the new features of NT7 that was listed about a year ago when the product was being developed. It is also confusing for an end user. Let say for example that I have setup a MA with two instruments. The first one is the ES and the second one is the FDAX. Now a little later I decide to remove the ES. Now I have only the FDAX in my MA. I look at the Session Template and it says "<Use Instrument Settings>. So I would assume it is using the FDAX settings since it is the only one on my MA. But this is incorrect, it would still be using the ES template. That is why I believe it is a bug.