H/L from weekly TF not matching LTF charts 6E current contract

[td_910]

Hi,

I have an indicator, that takes H/L of last week from weekly data series and draws it on the chart. The dark goldenrod dashed lines.

http://screencast.com/t/xiFmz4GWjCQB

Some how this does not match the H/L of the data in between.

The lines do indeed match the H/L from the weekly chart. There seems to be something wrong with the weekly data series.

Or am I missing something?

Cheers

Thomas

[NinjaTrader_JC]

Hello td_910,

Could you clarify what does not match the High/Low of the data between, and also let me know what values you are expecting to get and the values that you are getting?

Also, you can check the values of your variables using the Print() statement inside of your code. Here is a link to our support forums that goes over how to debug your code using the Print() statement that helps when writing custom code.
http://www.ninjatrader.com/support/f...ead.php?t=3418

[td_910]

Hi Jc,

I expect the weekly bar to have a low of 1.2813 as does the 60min chart on the right has.

http://screencast.com/t/wnCZtiEuWd2

The magenta lines from the weekly chart are global chart objects and show up on the 60min chart.

Both charts use "CME FX Futures ETH" session template.

This regards also open of current week (starting 10/8). 60 min chart is 1.3033. Weekly chart is 1.2974.

BTW. The same thing also happens for 6A (low is a couple of ticks off).
ES or NQ for example seem to be ok.

Cheers

Thomas

[NinjaTrader_JC]

Hello td_910,

Thanks for clarifying that.

There is a indicator on our support forums that calculates the Prior Weeks Open, High, Low, and Close that you can try out that may function as you would want.See the following link to our Support Forums.

http://www.ninjatrader.com/support/f...d=4&linkid=540

[td_910]

Hi JC, Joydeep,

Thanks for the indicator. Already put this into my code and works nice.

Is there another way to get the Open of the current week too?

And just for curiosity, what is causing the discrepancy of the weekly and intraday data?

Cheers

Thomas

[NinjaTrader_JC]

Hello td_910,

You can calculate it using Day data as well, but with Day data you are forced to use the session template of the provider. You may read the following link that goes over using daily charts for more information.

http://www.ninjatrader.com/support/f...75&postcount=3

[td_910]

Hi JC,

this seems to work for daily data and for displaying a chart.
But what if I add a 7200 min data series to my indicator? Will this match a weekly ETH chart? What about shorter sessions like before a holiday?

Cheers

Thomas

[NinjaTrader_Joydeep]

Hello td_910,
The weekly equivalent of a minute bar is 10080 minute chart.

Time based bars are build from X days to Y days (x and Y and 2 time zones). Thus holidays will be taken into account while building the bars.