Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

OHLC for non-midnight 24 hour market

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    OHLC for non-midnight 24 hour market

    I have 3 years of historical FOREX tick data that is in GMT time. From what I can tell, the daily pivot is calculated from the previous "session," which corresponds to the previous day's OHLC from 12:00 AM to 12:00 AM (24 hour market). I am trying to calculate the OHLC values on a session that runs 6:00 AM to 6:00 AM and am having a bugger of a time thinking about how to approach this.

    Changing the chart properties, setting the Session Open and Close times to both 6:00 AM doesn't work. Doesn't look like the Session Close time can be *before* the Session Open (which should imply rolling over the day).

    I can somewhat handle C#, and taking a look at the Pivot indicator code I think I can hack something together, but a shove in the right direction would be extremely helpful.

    #2
    >> Doesn't look like the Session Close time can be *before* the Session Open (which should imply rolling over the day)
    Correct, not supported at this time. Will be supported by fall time frame.

    For now you only could change your PC timezone to match the import data + change the timestamp of your import data to go from 12 AM to 12 AM.

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by FrancisMorro, Today, 03:24 AM
    0 responses
    1 view
    0 likes
    Last Post FrancisMorro  
    Started by Segwin, 05-07-2018, 02:15 PM
    10 responses
    1,769 views
    0 likes
    Last Post Leafcutter  
    Started by Rapine Heihei, 04-23-2024, 07:51 PM
    2 responses
    30 views
    0 likes
    Last Post Max238
    by Max238
     
    Started by Shansen, 08-30-2019, 10:18 PM
    24 responses
    943 views
    0 likes
    Last Post spwizard  
    Started by Max238, Today, 01:28 AM
    0 responses
    10 views
    0 likes
    Last Post Max238
    by Max238
     
    Working...
    X