Ninja, Mirus, Zen-Fire, Daily Signals

[CRCatNinja]

Newbie...I have opened an account at Mirus with Zen-Fire feed. Wish to construct an auto-trading algo that uses daily bar data. (Currency Futures - Globex).

While I can always download some historical daily bar data for strategy's initial price history, CAN I SOMEHOW PROGRAM NINJATRADER TO CREATE OHLC DATA FROM ZENFIRE LIVE FEED for ongoing strategy? Or can you recommend alternative?

Zen-Fire only has live tick streaming (Great for intraday trading), no daily bar historical data.

[VTtrader]

You could try something like using 1440 minute bars and a 24 hour chart. For example, I have my session begin and end times set for 4:30pm and then use 1440 minute chart for futures. It might not be a perfect solution, but it works.

Hope this helps.
VT

[NinjaTrader_Ben]

Hello,

You can access the daily bar OHLC using the PriorDayOHLC indicator:

http://www.ninjatrader-support.com/HelpGuideV6/PriorDayOHLC.html

You can access the current daily day OHL using CurrentDayOHL:

http://www.ninjatrader-support.com/HelpGuideV6/CurrentDayOHL.html

These work with Zen-Fire as well.

[hanslama]

Hi, I try to setup PriorOHLC with Zen-Fire. This website

https://www.theice.com/productguide/productDetails.action?specId=86

says that daily settlement is at 16:15 ET. So I setup session begins and ends at 16:15 ET. And the PriorOHLC indicator plots correctly High, Low, Close but Open is wrong. Am I doing something wrong ?

[NinjaTrader_Bertrand]

Hi hanslama, you want to setup your session begin time to 9:30 EST if you based in this timezone, then the open should be picked up correct.

[hanslama]

thank you Bertrand for a quick response. I tried what you suggested. I live in UTC +1 so difference is +6hours to EST.

session begin time: 9:30 EST , 15:30 UTC+1
session end time: 16:15 EST , 22:15 UTC+1

Well and now even the Low and High is wrong. Open as well. I deleted data a reloaded them again from Zen-Fire servers to make sure my data wasn't corrupted but it's still wrong.

5 Jan

Official, Ninja

Open 501.4, 500.5
High 508.5, 507.5
Low 493.3, 493.3
Close 503.6, 503.9

6 Jan

Official, Ninja

Open 502.5, 503.8
High 518.6, 518.6
Low 501.3, 503.3
Close 510.5, 510.5

Am I still missing something ?

[NinjaTrader_Bertrand]

Hi hanslama, do you need yesterdays OHLC data or today's developing data? For the later one, you should use CurrentDayOHCL. Also when you setup your times for the daysession, you will not pickup the true overnight high and lows, maybe best would be a 24 hrs chart and putting the time logic in your strategy code?