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More dramas getting correct values on new Russell Contracts

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    More dramas getting correct values on new Russell Contracts

    I am having problems getting the new Russell (ICE Nybot) charts to show the correct data.
    I have tried changing the sessions times for the chart.
    When I am using the new Russell contract(TF 12-08) my charts do not show the correct values for pivots and previous day high, low, open and close. Also the current day high, low is incorrect.
    If I use the SP data in the same chart all is well. When I was using the old ER2 data all was well. It has to do with the roll over to the ICE exchange. I have tried to use different times in the start/end sections of the SessionCurrentDay OHL indicator and the SessionsPivotsDaily V6 indicator.
    The data resets at 12:00am on my PC clock, which is 10:00am at chicago. As soon as I change the instrument to the SP it works fine.
    Regards

    #2
    Lets just look at one indicator to start, the CurrentDayOHL indicator. If you plot this on the chart independant of what the session times are, does the high price NOT mark the current high AS displayed by the data on your chart?
    RayNinjaTrader Customer Service

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      #3
      That is correct. If I load a clean chart and only have the indicator SessionDay OHLv6 on The current day high is calculated from 12:00am(local PC time) or 1 hour after the open of the cash market. If I scroll the chart back to 11:59 the values are reset. It only happens to the TF data. I think it has to do withthe start and finish times the indicator is using. There is a list of start and finish times and i have had to use these to get the indicators to work correctly for the Stoxx and SP.
      I understand that the TF is using London time as that is what Esignal uses.

      Comment


        #4
        vast524,

        You are using a custom indicator. You will need to ask the original author since we do not know and cannot offer support for the inner workings of this custom indicator.

        All data in NinjaTrader is timestamped based on your local PC time.
        Josh P.NinjaTrader Customer Service

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