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Hi Guys,
Here is my market, rb 1805 (reinforced steel bar, a heavy traded future contract in China, daily volume more than 4 million). It has a strange trading session, that is, 1st begins at 21:00-23:00, then 9:00-10:15, then 10:30-11:30, then 13:30-15:00. See the pic.
That is 345 minutes. It can be scaled by 3X5X23. If I use a 30 min bar chart, or 1 hour, 2 hour, the last bar of the 21:00-23:00 session has insufficient time and volume and price! So I figured out to use 5 ,15, 23 ,69 min bars. If I use 23 min bar, I should have 15 bars for a "session day", see pic
I am not sure if I understand you correctly, but Multicharts will break time based bars at a session change.
You could try to customize your session settings to only have one session in MC and see if this gives you the desired result.
This contract's one-day session is totally 345 minutes, broken into 4 intraday-sessions. If I use 23 min interval bar chart, there should be 15 bars for a one-day session, which is exactly the same in Tradestation. However, in Multicharts, I got 17 bars, and in every intraday-session, the last bar ends with the session end, so the last bar is insufficient in time.
So how can I configurate the Multicharts to work the same as Tradestation, that is, not to end a bar when the intraday session ends.
the pic, tradestation's 23 min bar charts, the "right" one, with 15 bars each "day".
as far as I am aware you can't change that MC behavior, but I'd suggest to contact their support directly as there might be solutions I am unaware of.
Please keep us updated here, as it might help others.
I feel the same way and that's also why I think there is no "the best platform". It all depends on the task that you want to do with a specific platform.