Bars.FirstBarOfSession doesn't work with Renko bars

[gregid]

New session identificator code:
if (Bars.FirstBarOfSession && FirstTickOfBar)

doesn't work for Renko bars and some other custom bar types similar to renko I tested so far (it seems like it works on minute bars but needs some further testing).

Please take a look at the attached screenshot and test strategy which should draw vertical line when new session starts (but it doesn't always draw it)

[NinjaTrader_Josh]

gregid,

Please ensure you are on NT7B10. This should have been already fixed.

[gregid]

Josh, I am afraid I am on Beta 10...

[NinjaTrader_Dierk]

Could you please:
- terminate NT
- delete the directory <my documents>/NinjaTrader7/db/cache
- start NT and see if the issue still persists

May be just the cache held corrupted data....

Thanks

[gregid]

Nope, deleting cache folder didn't solve the problem.

[gregid]

Observation: the bigger the renko bar size the likelihood of identifying a new session is getting smaller

[NinjaTrader_Josh]

gregid,

Here is what your script looks like running on a 13 renko chart. It properly identified 2/26 session break. Can you please try a 100% clean reinstall?

[gregid]

I will do clean reinstall, in the meantime could you also check it on forex data (Gain feed) for $EURGBP - it couldn't identify new session for 26/02 in any combination I tried

[NinjaTrader_Josh]

Well first of all, your chart doesn't even look properly loaded. A 4 renko chart of forex would yield significantly more bars (multiple full windows for a day requiring much scrolling). How you managed to load the chart with multiple days in view suggests you are missing significant chunks of data.

[Harry]

I have tested this with Renko bars, and for the test it worked. The SessionPivots indicator uses Bars.FirstBarOfSession and it correctly plots on Renko charts - this at least what I have tested.

[gregid]

After clean install it shows exactly as in the first post and still doesn't catch the new session.

Can someone please post a screenshot of 4 renko $EURGBP between 02/25-2/26/2010 using free Gain demo feed with the strategy attached to the first post loaded?

Thanks

[NinjaTrader_Josh]

GAIN demo doesn't provide you with enough historical data to be on session breaks. Session break is 5PM Eastern Time when using the default Forex template. Trying to pull a Renko chart of that results in a chart that goes from 5PM to 5PM for one day. There is no session break inbetween from 2/25 to 2/26 so for sure there is no line drawn at 12:00 midnight.

You would only see the lines as you had data going from before 5pm to past 5pm ET. If you instead use Default 24/7 then you would see the break at midnight if you were in Eastern Time Zone. Attached is a screenshot of just that, but showing up at 22:00 because I am in Mountain Time which is -2 from ET.

[Harry]

If you use Gain Feed / NinjaTrader Server: The data is corrupted. There is no data between Feb 24 18:42 and Feb 26. Garbage in -> garbage out. If you want to use Renko charts, this would require a decent data feed and not a collection of holes.

Originally Posted by gregid

After clean install it shows exactly as in the first post and still doesn't catch the new session.

Can someone please post a screenshot of 4 renko $EURGBP between 02/25-2/26/2010 using free Gain demo feed with the strategy attached to the first post loaded?

Thanks

[gregid]

OK, this slowly starts to make some sense. I will check the forex data with the one from market replay... but - I will start a new thread with a MR bug

[Harry]

Bars.FirstBarOfSession is not working on Renko charts. It had not been working on some early releases, then it worked on the subsequent releases, and now it does not work again.

This is a bit confusing. Could you please check into?