RTH and ETH

[PBreen]

This pretty much has to be an RTFM, for which my apologies, but...

I need both RTH and ETH on my charts, but so far only the RTH period is showing up. It's also not at all clear to me how to set the beginning and ending times of each period. How do I correct the first and get the second to match the exchange's times as seen on the US east coast? So far, I have been working only with the e-mini S&P and 30-year T-Bonds, but I wish to add the e-mini Dow and Russell 2000 soon and eventually several other vehicles.

Thanks.

[NinjaTrader_ChelseaB]

Hello PBreen,

The Session template can be applied in the Data Series window.

As an example the ES future (S&P 500 emini) by default (when <Use instrument settings> is selected) uses the CME US Index Futures ETH session template.

You can also open a new chart (or add an addition data series to the existing chart) and select CME US Index Futures RTH to apply the RTH template.

As a heads up, Daily bars come fully formed from the provider and the Session template can not be applied to charts that use Daily data.

Instead at 1440 minute chart would allow for a day sized bar formed with minute data which does allow the session template to be applied.

[PBreen]

Hi, ChelseaB. Thanks for getting back to me so promptly.

It sounds like your advice will result in two charts, one with data/bars for the ETH hours, the other for RTH hours. What I need is a single chart with a continuous 24/7 record. I don't use indicators much, but one worth considering is thrown so far off by the gap from one RTH session to the next that it becomes essentially useless for much of the day.

For other purposes, I also need some way to distinguish between the two sessions, both on the chart and in automated analyses. For example, I need access within the program to the H-L-C from each session.

I know there is a way to accomplish this, because I have seen others do it. Unfortunately, the three guys I'd ask all have dropped out of public discussion groups.

What do I do?

Thanks again.

PBreen

[NinjaTrader_ChelseaB]

Hello PBreen,

It is possible to add additional data series to a single chart and select different session templates for each series.

Below is a public link to the help guide on Working With Price Data. Please see the section 'How to add a Data Series'.

https://ninjatrader.com/support/helpGuides/nt7/working_with_price_data.htm

The CurrentDayOHL indicator can provide the open, high, and low for a session.

The PriorDayOHLC indicator can provide the open, high, low, and close for the previous session.

[PBreen]

Thanks again, ChelseaB. Looks like that should do it. (Nothing like learning what I'm about.)

PBreen

[PBreen]

Hello, again.

I'm sorry to become such a high-maintenance customer, but the material about working with data, adding data series, etc., didn't provide quite the information I need. (Might have looked too quickly, of course, but I don't think so.)

I need:

RTH and ETH in the same panel, interleaved to provide continuous 24/7 coverage but still identifying the sessions individually. The goal is a difficult mix of indicators:

When looking at today's RTH, I need the HLC, pivots, etc., from the previous ETH as well as the previous RTH displayed separately on the current session, not single values from the previous calendar day as when using the 24/7 default.

At worst, I can collect the previous-session values as my trading day begins and keep a note in the corner of my screen--where I will forget to look at it when the information is needed. Better to have both ETH and previous-RTH numbers in my RTH panel, automatically visible when price approaches them.

At the same time, some indicators should be calculated for each session and displayed only on that session. Again, it will be less effective to have them in separate panels.

Yet, if I need a moving average, it should be continuous across both sessions. Otherwise an MA of, say, 50 bars is useless until we are well into the day.

So far, it appears that NT won't even let me add an ETH panel to an RTH chart; when I try, it says I can't add a second instance of the same trading vehicle. That means using separate charts for RTH, ETH, and 24/7--plus two non-time charts. Suddenly, displaying it all requires a big-screen 4K television--where the clutter will cut my efficiency from consistently profitable to broke-in-three-weeks.

Complicated as all this is, I know it (or some functional equivalent) can be done, because I have seen each of these items on charts created by more capable traders. Unfortunately, none of those NT wizards is still available to answer questions.

Any thoughts?

Thanks again.

[NinjaTrader_ChelseaB]

Hello PBreen,

One thing I overlooked is NinjaTrader 7, the interval or bar type must be different to load an additional series. This is not a limitation in NinjaTrader 8.

If I am understanding your inquiry, you would like to add two series to the same panel using different session templates and add indicators using each series for the input series, is this correct?

Below is a link to a video that demonstrates for NinjaTrader 7 by using a 1 minute chart with <Use instrument settings> and an added series of 60 seconds that uses CME US Index Futures RTH.

https://drive.google.com/file/d/1ga-1tqelxLoxwq9MTaTMtcSiS4uOQ-Zd/view?usp=drivesdk

Also, I am including a demonstration of NinjaTrader 8 where this is a bit easier and uses a 1 minute chart with <Use instrument settings> and a 1 minute added series that uses CME US Index Futures RTH.

https://drive.google.com/file/d/1NpT69rhBKatsaFC5HQVzGj8ktMap2b4N/view?usp=drivesdk

[PBreen]

Hi, Chelsea.

I will have to look more closely after my official day ends, but it looks like those videos get me closer to my goal, and perhaps even all the way there. Many thanks.