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OHLC for non-midnight 24 hour market

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  • NinjaTrader_Dierk
    replied
    >> 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.

    Leave a comment:


  • StinkiePhish
    started a topic OHLC for non-midnight 24 hour market

    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.

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