GetSessionBar() flawed

[Harry]

NT 7.0.0.20

The values returned by Bars.GetSessionBar() are often false. I have written many, messages here that the session logic is flawed and needs to be reworked. This is just another example.

To facilitate the detection of false values returned by Bars.GetSessionBar(), I have coded a small indicator (attached).

Also you can have a look at the charts below. You can see that GetSessionBar() does not return the correct values for the high, low and close.

[Harry]

GetSessionDate() with the same virus infection.

Just to add that our friend GetSessionDate() finds a week with two Mondays.

[Harry]

PriorDayOHLC also flawed

The PriorDayOHLC indicator does not work correcly either, because it uses the flawed methods.

I now remember that I have already reported this bug months ago, but nothing happened so far.

[Harry]

Repeating my suggestion

The problem occurs specificly with the session template CME ETH Index Futures, because the Monday session is 90 minutes shorter than the other four sessions.

To avoid the display of false session bars, session dates, you would need to reference the end time of a session instead of the start time. This is in line with the official definition of session and trade dates by the exchanges.

The session date is always the date associated with the closing time, never the open.

Session.FirstBarOfSession works correctly, so with proper logic, it would be easy to build a PriorDayOHLC indicator with this one.

[NinjaTrader_Brett]

Hello,

Thank you for your patience we will respond shortly.

[NinjaTrader_Dierk]

The PriorDayOHLC indicator does not work correcly either, because it uses the flawed methods.

I now remember that I have already reported this bug months ago, but nothing happened so far.

Harry,

PriorDayOHLC and CurrentDayOHL had been fixed by using a new method .GetTradingDayFromLocal(). .GetSessionBar() no longer should be used (as it is misleading). It would be great if you give the latest custom build a shot to see if the issues related are addressed. Please:
- uninstall NT7 via control panel
- install custom build from here: https://www.ninjatrader-support2.com...er.Install.msi

Looking forward your feedback.

Thanks in advance

[Harry]

Message received, will test it and come back with the results. Thank you.

[Harry]

GetTradingDayFromLocal() and PriorDayOHLC produced correct results

Works as expected with CET (Central European Time), have not changed my
system clock.

Have tested GetTradingDayFromLocal() and PriorDayOHLC with a variety of instruments (including index, currency, energy and agricultural futures) and session templates (including templates with several sessions per day). Have also tested Bars.GetSessionDateFromLocal() with the chart session.

All results were correct.

Bars.GetDayBar() and Bars.GetSessionBar() display false results. Maybe it is better to remove them entirely.

Bars.GetSessionDate() was no longer recognized by the compiler.

Harry,

PriorDayOHLC and CurrentDayOHL had been fixed by using a new method .GetTradingDayFromLocal(). .GetSessionBar() no longer should be used (as it is misleading). It would be great if you give the latest custom build a shot to see if the issues related are addressed. Please:
- uninstall NT7 via control panel
- install custom build from here: www.ninjatrader-support2.com/ninjatrader/nt7.custom/NinjaTrader.Install.msi

Looking forward your feedback.

Thanks in advance

[NinjaTrader_Dierk]

Thanks for checking, Harry.

Could you please elaborate why you fell .GetDayBar() and GetSessionBar() would not be working? Thanks

[Harry]

GetSessionBar ignoring first bar of second intraday session

Let us start with GetSessionBar().

Below attached an indicator and a chart of ZC (corn futures) that shows false highs and lows for the prior day.

Also you can see that GetSessionBar() does not get the bar for the session but for both sessions. This in contradiction with its name.

Hint: The problem occurs with session templates that have several intraday sessions. When calculating high and low, GetSessionBar() ignores the first bar of the second intraday session. If the high or low of the day is made on that first bar of the second session, it is not taken into account.

Thanks for checking, Harry.

Could you please elaborate why you fell .GetDayBar() and GetSessionBar() would not be working? Thanks

[NinjaTrader_Dierk]

Thanks for pointing that out on the screenshot. We're looking into...

Also: You're right .GetSessionBar should not be used, since it's name is misleading. Please use .GetDayBar instead (has same issue as above though...)

[Harry]

GetDayBar() similar

The problem with GetDayBar() is similar. First bar of the second session ignored, creating some false highs and lows.

Otherwise it displays the same values as GetSessionBar(). But the problem lies with GetSessionBar(), which should display the values for one session, but diplays daily values.

[NinjaTrader_Dierk]

Thanks. Again, please do NOT use GetSessionBar, it's misleading.

[NinjaTrader_Dierk]

Harry, I just uploaded a new custom build to same link as per below. Would you mind taking another look? Please don't forget to clear you browser cache before downloading. Thanks

[Harry]

GetDayBar() works correctly

Tested GetDayBar() and for all my instruments and session templates it worked correctly.

Harry, I just uploaded a new custom build to same link as per below. Would you mind taking another look? Please don't forget to clear you browser cache before downloading. Thanks