Moving Pivot Type Indicator

[vegasfoster]

Hi,

Do you think the attached can be realized in nt? The center black line is the (H+L)/2 for a selectable period length that is calculated pivot style at the desired time and carried forward to the same time the next day. In the example, it is calculated for 180 1-hour periods prior to 10 EST. The other lines are the centerline plus multiples of a specified fixed pip amount, e.g. +50 pips, +100 pips, +150 pips, etc. The bold green and red line are the first level and provide a tunnel for entry points and initial stops. The period length, fixed pip amount, and time of day are selectable.

I calculate the values this way so that I can place orders in advance during slow periods to simplify administration of the system. Also, daily pivots were too fast and weekly pivots were too slow. Also, the (H+L)/2 gives it a little more breathing room during the trend. The downside is that it will occasionally step up over the price or step down below it. When this happens, I extend the prior values forward to calculate entry and exit points.

Maybe there is something like it already, but haven't found it. Any help would be appreciated. Thanks.

[NinjaTrader_Bertrand]

vegasfoster, welcome the forums - don't believe this type of pivot indicator has been shared already, but yes this should be doable, too our NinjaScript.

You can work with CurrentDayOHL and set up your chart session times to reflect the time period you want to include in the calculations -

http://www.ninjatrader-support.com/HelpGuideV6/CurrentDayOHL.html

[vegasfoster]

Thanks, I took a look and that seems like the right place to start, but I am having a bigger problem. When I connect to the IB data feed, demo or live, it is dropping bars on all pairs. Reloading doesn't fix it, so will have to figure that out first.

[NinjaTrader_JoshP]

vegasfoster,

What do you mean by "dropping bars"? Are you saying you are missing data? Is there any pattern you can discern as to what is missing?

[vegasfoster]

Didn't mean to alarm you, it's dropping off Sundays, probably just a setting somewhere, I spent a few minutes looking for it, but it wasn't jumping out at me.

[NinjaTrader_Bertrand]

Which chart session begin / end times are you using and in which timezone are you? I believe there's a daily 15 min Pause for IB FX spot data at 5 PM Eastern, so you could see exactly this (expected then).

[vegasfoster]

Doesn't appear to be the case, I changed the time and it doesn't affect it. The chart still stops at 2:00 p.m. PST on Friday and picks up again at 12:00 a.m. on Monday morning. All of Sunday is missing. I also have a lot of problems connecting, it gets hung up trying to load the data. I verified connection settings and reinstalled both. I think I will just wait for the next version and see if that one works better. Thanks for your help though.

[NinjaTrader_Bertrand]

vegasfoster, are you on NT 6.5.1000.14 and TWS 898.4?

http://www.ninjatrader.com/webnew/support_interactivebrokers.htm

For 2 PM PST Friday - this would be the regular FX spot market close on Friday (5 PM EST).

If I download 10 days from an IB live account connection, my Sunday starts at 5 PM EST, which would be expected, please try clearing old data and downloading a full fresh set.