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Night session and regular session

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    Night session and regular session

    Hello,
    Hoping that someone can give some input.

    Without using a custom session template, I have the following script for the High & Low plot of the ES regular session ( 8:30 AM - 3:15 PM CT)
    if (ToTime(Time[0]) <= 83000 )|| ToTime(Time[0]) > 151500)
    return;

    What would be the proper script for the High & Low of the ES night session (5:00 PM - 8:30 AM CT) so the High & Low of the night session be displayed into the regular session?
    if (ToTime(Time[0]) < 83000 )
    return;
    This script will start the night session at midnight and not 5:00 PM and will not display the night session HL into the regular session.

    Thanks

    #2
    Hello 2Look4me,

    Thank you for your post.

    Are you strictly returning after the time checks are true?

    What are you using as a Plot?

    Have you looked at the CurrentDayOHL on how this calculates the values for that?
    Cal H.NinjaTrader Customer Service

    Comment


      #3
      Thanks for the reply. Yes, I am using CurrentDayOHL for the HL calculations. With the script, returning after the time checks for the regular session are true, will plot the High and Low of the session.

      I do not need help calculating the High & Low, but coming up with the time checks so the High & Low of the night session will continue to be displayed after 8:30 AM. I attached an image of the expected plot. Thanks.
      Attached Files

      Comment


        #4
        I have an opening range indicator that also plots the night session high and low.

        It can either work with a subdivided session template (session break at the beginning of the regular session) or with setting an offset that shifts the start time of the opening range forward from the start of the trading day.

        The indicator can be found here:

        The best futures trading community on the planet: futures trading, market news, trading charts, trading platforms, trading strategies


        If you are not a member of that forum, send me a private message.

        The indicator can be used to plot the pre-session high & low. Alternatively, the Asian session high & low or the European session high & low can be plotted.

        Chart attached.
        Attached Files

        Comment


          #5
          Hi Cal,

          One other question regarding NT 7 and Kinetick free EOD - is Kinetick able to feed night session bars or just day session when pulling the EOD free data?
          I did try to configure a night time-session - but essentially you get the same bars back. So I was just wondering whether this is a limitation of the "free" service, or also part of the paid service.
          I'm interested in a chart where I can see only the night session bars or only the day session bars.

          thanks

          Comment


            #6
            Hello,

            Thank you for the question.

            The Kinetick EOD Connection would only support the instruments regular trading hours so for extended hours you would need to use a different connection that provides the additional data. This would be a limitation of the free connection.

            I look forward to being of further assistance.
            JesseNinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_Jesse View Post
              Hello,

              Thank you for the question.

              The Kinetick EOD Connection would only support the instruments regular trading hours so for extended hours you would need to use a different connection that provides the additional data. This would be a limitation of the free connection.

              I look forward to being of further assistance.
              I slightly disagree. Kinetick EOD offers full session data only (electronic trading hours).

              Comment


                #8
                Originally posted by andrei.reiand View Post
                Hi Cal,

                One other question regarding NT 7 and Kinetick free EOD - is Kinetick able to feed night session bars or just day session when pulling the EOD free data?
                I did try to configure a night time-session - but essentially you get the same bars back. So I was just wondering whether this is a limitation of the "free" service, or also part of the paid service.
                I'm interested in a chart where I can see only the night session bars or only the day session bars.

                thanks
                A daily data feed cannot be configured, as the underlying session (regular or full session) is chosen by the data supplier. This limitation applies to all regular and free daily data feeds.

                If you wish to configure day session or night session bars, you need to build them from aggregated intraday-data.

                Regular session bars: Connect to an intraday data feed and open a 1440 min chart with a RTH (regular trading hours) session template. NinjaTrader will cut off the bars at the session break and show regular session bars as needed.

                Night session bars: Connect to an intraday data feed and open a 1440 min chart with a night session only template. NinjaTrader will now show night session bars.

                You can also combine the two approaches. For example you can divide the daily session into the night session, the regular session and the evening session. Attached is a chart for ES 06-15, which has the daily bars divided. Built from regular Kinetick intraday data.
                Attached Files

                Comment

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