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NoGapRangeBars / RangeNoGap
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Created: by RJay Attachments:30

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NoGapRangeBars / RangeNoGap

  #91 (permalink)
 Vendor: www.innovative-trading-solutions-online.com 
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bbviolation View Post
In the screenshots, the 1m chart and the RJay's RangeNoGap 5 tick chart show two different ETH opens/closes and
RTH opens. Also, after the ETH open, price has never traded above 42.74 for the first 30 minutes, but the RJay's RangeNoGap
shows that it's traded up to 42.80 right after the open.
RJay's RangeNoGap seems to be ignoring the session break lines?

RNG is a tick based chart. You are comparing to time based charts. They use different data and will not be the same.

Try a comparison with Ninjatrader's Range charts. They use the same data as RNG.

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  #92 (permalink)
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RJay View Post
RNG is a tick based chart. You are comparing to time based charts. They use different data and will not be the same.

Try a comparison with Ninjatrader's Range charts. They use the same data as RNG.

The results are identical. RNG has inserted a couple of bars after the ETH open that NT's default range bar chart
doesn't have. Can you reproduce this on your end? I'm using Rithmic.

Attached Thumbnails
NoGapRangeBars / RangeNoGap-eth01.jpg   NoGapRangeBars / RangeNoGap-rth01.jpg  
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  #93 (permalink)
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bbviolation View Post
The results are identical. RNG has inserted a couple of bars after the ETH open that NT's default range bar chart
doesn't have. Can you reproduce this on your end? I'm using Rithmic.

NinjaTrader force closes the active bar at the end of the session on their charts.

I removed this code because I want my charts to flow from one bar to the next 7/24.

Its just one line of code to put Ninja's terminated bar back.

Replace this line of code

if (bars.Count == 0 )

With this

if (bars.Count == 0 || bars.IsNewSession(time))

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  #94 (permalink)
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RJay View Post
NinjaTrader force closes the active bar at the end of the session on their charts.

I removed this code because I want my charts to flow from one bar to the next 7/24.

Its just one line of code to put Ninja's terminated bar back.

Replace this line of code

if (bars.Count == 0 )

With this

if (bars.Count == 0 || bars.IsNewSession(time))

I've turned off the NT, deleted AARangeNoGapNT7.cs file from ..Ninjatrader 7/bin/Custom/Type folder,
replaced the code in NoGapRangeBars_NT7.zip file just like you said, and re-imported the zip file after restarting the NT.

The change was applied only to the 8/26 ETH close onward. Starting with the 8/26 ETH close, there are no more
phantom bars, and the bar type respects the session break line so it looks just like NT's default range bar chart,
but everything prior to the 8/26 ETH close looks exactly the same as before -- the phantom bars are still present,
and the session break line is not respected.

Is there something else I should change?

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  #95 (permalink)
 Vendor: www.innovative-trading-solutions-online.com 
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bbviolation View Post
I've turned off the NT, deleted AARangeNoGapNT7.cs file from ..Ninjatrader 7/bin/Custom/Type folder,
replaced the code in NoGapRangeBars_NT7.zip file just like you said, and re-imported the zip file after restarting the NT.

The change was applied only to the 8/26 ETH close onward. Starting with the 8/26 ETH close, there are no more
phantom bars, and the bar type respects the session break line so it looks just like NT's default range bar chart,
but everything prior to the 8/26 ETH close looks exactly the same as before -- the phantom bars are still present,
and the session break line is not respected.

Is there something else I should change?

Right click on the chart and select dataseries.
Try selecting reload all historic data to clear the tick tables for this chart setting. If that does not work you will need to manually delete the historic data files and download new data from Ninjatrader's historic data servers.


Last edited by RJay; August 30th, 2015 at 02:52 PM.
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  #96 (permalink)
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RJay View Post
Right click on the chart and select dataseries.
Try selecting reload all historic data to clear the tick tables for this chart setting. If that does not work you will need to manually delete the historic data files and download new data from Ninjatrader's historic data servers.

Thanks.

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  #97 (permalink)
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I have a quick question regarding the no-gap range bar. If we are using a 4 tick setting, does the bar print 4 ticks higher or lower than the high/close, or does the bar print when there is 4 consecutive ticks in the same direction?

If a new bar goes +2 ticks and from that point goes -4 from that +2 level will the bar print? If somebody can clarify this that would be great! I did read through the thread but wanted to make sure.

Thanks

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  #98 (permalink)
 Vendor: www.innovative-trading-solutions-online.com 
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Vozdovac View Post
I have a quick question regarding the no-gap range bar. If we are using a 4 tick setting, does the bar print 4 ticks higher or lower than the high/close, or does the bar print when there is 4 consecutive ticks in the same direction?

If a new bar goes +2 ticks and from that point goes -4 from that +2 level will the bar print? If somebody can clarify this that would be great! I did read through the thread but wanted to make sure.

Thanks


When the range between bar high and bar low exceeds the number of price ticks selected, a new bar is formed.

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