Fix BreakoutVolumeStrength and Volatility factor calculators, session reset gate

src/NT8.Adapters/Strategies/NT8StrategyBase.cs

@@ -97,7 +97,7 @@ namespace NinjaTrader.NinjaScript.Strategies
         public bool EnableVerboseLogging { get; set; }
 
         [NinjaScriptProperty]
-        [Display(Name = "Min Trade Grade (0=F,1=D,2=C,3=B,4=A,5=A+)", GroupName = "Confluence", Order = 1)]
+        [Display(Name = "Min Trade Grade (1=F,2=D,3=C,4=B,5=A,6=A+)", GroupName = "Confluence", Order = 1)]
         [Range(0, 6)]
         public int MinTradeGrade { get; set; }
 

src/NT8.Strategies/Examples/SimpleORBStrategy.cs

@@ -157,9 +157,18 @@ namespace NT8.Strategies.Examples
                         ? context.Session.SessionStart
                         : context.CurrentTime.Date.AddHours(9.5);
 
-                    if (thisSessionStart != _openingRangeStart || _currentSessionDate == DateTime.MinValue)
+                    // Validate session start is a legitimate RTH boundary (08:00-10:30 ET).
+                    // Rejects spurious ETH-derived session boundaries that can reset _tradeTaken mid-session.
+                    TimeSpan sessionStartTime = thisSessionStart.TimeOfDay;
+                    bool isValidRthSessionStart = sessionStartTime >= new TimeSpan(8, 0, 0)
+                        && sessionStartTime <= new TimeSpan(10, 30, 0);
+
+                    if (isValidRthSessionStart)
                     {
-                        ResetSession(thisSessionStart);
+                        if (thisSessionStart != _openingRangeStart || _currentSessionDate == DateTime.MinValue)
+                        {
+                            ResetSession(thisSessionStart);
+                        }
                     }
 
                     // Only trade during RTH
@@ -329,21 +338,48 @@ namespace NT8.Strategies.Examples
             var avwap = _avwapCalculator.GetCurrentValue();
             var avwapSlope = _avwapCalculator.GetSlope(10);
 
-            var bars = new List<BarData>();
-            bars.Add(bar);
-            var valueArea = _volumeProfileAnalyzer.CalculateValueArea(bars);
-
             if (context.CustomData == null)
                 context.CustomData = new Dictionary<string, object>();
 
+            // Use pre-calculated intraday average from daily bar context when available.
+            // Fall back to current bar volume only if daily context is not yet populated.
+            double avgVol = (double)bar.Volume;
+            double normalAtr = bar.High - bar.Low;
+
+            if (_config != null && _config.Parameters != null && _config.Parameters.ContainsKey("daily_bars"))
+            {
+                var src = _config.Parameters["daily_bars"];
+                if (src is DailyBarContext)
+                {
+                    DailyBarContext dc = (DailyBarContext)src;
+
+                    if (dc.AvgIntradayBarVolume > 0.0)
+                        avgVol = dc.AvgIntradayBarVolume;
+
+                    // Use 10-day average daily range as the volatility baseline.
+                    if (dc.Count >= 5 && dc.Highs != null && dc.Lows != null)
+                    {
+                        double sumRanges = 0.0;
+                        int lookback = Math.Min(10, dc.Count - 1);
+                        int start = dc.Count - 1 - lookback;
+                        int end = dc.Count - 2;
+                        for (int i = start; i <= end; i++)
+                            sumRanges += dc.Highs[i] - dc.Lows[i];
+
+                        if (lookback > 0)
+                            normalAtr = sumRanges / lookback;
+                    }
+                }
+            }
+
             context.CustomData["current_bar"] = bar;
             context.CustomData["avwap"] = avwap;
             context.CustomData["avwap_slope"] = avwapSlope;
             context.CustomData["trend_confirm"] = avwapSlope > 0.0 ? 1.0 : 0.0;
             context.CustomData["current_atr"] = Math.Max(0.01, bar.High - bar.Low);
-            context.CustomData["normal_atr"] = Math.Max(0.01, valueArea.ValueAreaHigh - valueArea.ValueAreaLow);
+            context.CustomData["normal_atr"] = Math.Max(0.01, normalAtr);
             context.CustomData["recent_execution_quality"] = 0.8;
-            context.CustomData["avg_volume"] = (double)bar.Volume;
+            context.CustomData["avg_volume"] = avgVol;
         }
 
         private void ResetSession(DateTime sessionStart)