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Date/Time: Sat, 18 May 2024 15:41:10 +0000

Post From: Closed bar not written in Write Bar Data To File study

[2020-03-12 02:16:46] Link To Thread - Link To Post [Go To First Post]
User186149 - Posts: 3
When using the Write Bar Data To File study under an Intraday Chart and a 1-0-0 bar period type with custom session start time and end time (e.g. 08:10:00 to 14:29:59). The 'closed' bar (which occurs at 14:30) does not show up in the data file until the next bar begins (which is not until the next day). I see in the source code that there is a sc.GetBarHasClosedStatus(Index) test. It 'appears' that, at least in my instance, even though the bar is 'closed', the study does not recognize it until the next bar opens (and consequently the bar isn't written it out to the file). The charted market data is one which trades all day and night (except from 4PM to 5PM) and is a continuous futures contract using date rollover back adjusted (but the market is current in between rollover dates). I have used this study much in the past and never ran into this issue. Also, FYI I have played around with different settings/configuration/versions but with no change in behaviour. Please enlighten and/or advise.