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Date/Time: Sat, 18 May 2024 19:50:33 +0000



New Bar At Session Start vs contract rollover

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[2016-02-10 22:56:24]
i960 - Posts: 360
Can we change the disabled behavior of "new bar at session start" to not apply to contract rollover events? I usually do not use the new bar at session start setting as it has a tendency to distort patterns with longer term volume based charts when using a high amount of trades for the volume setting (e.g. 50k contracts in ES or 2k contracts in lower volume agriculture futures, etc.). Unfortunately when not using the setting it also has the side effect of producing a "false bar" situation when a contract rollover happens. Preferably the latter should result in a gap rather than a big bar. When it's enabled it does the right thing with contract rollovers but then I have the original problem of new sessions distorting things (which is why I have it off in the first place).

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