Prior day OHLC

[BigAAPL]

Is there any reason that the prior day OHLC would have different values between a volume chart and a time chart for the same instrument?

My session times settings are the same on all charts ( begin 09:30 AM and end 4:00PM ) and I have reloaded historical data with no change. Subsequently, Pivot Points are skewed between the time and volume charts as well.

3 different Volume charts all display the same values but the time charts are somewhat different than they are.

Today, for example, the prior close on the YM time chart shows 8696, while the volume charts display a value of 8702. And while the S1 level on the volume chart shows 8633, the time chart displays 8629.

[NinjaTrader_Jason]

Hello BigAAPL,

Can you please tell me what data feed provider you are connected to.

[BigAAPL]

Zen Fire is the only provider I have.

[NinjaTrader_Jason]

Zen-Fire does not support historical data. It retrieves the historical data from our historical data server. There can be a difference in the historical data and the real-time data, since they are retrieved from two seperate sources.

http://www.ninjatrader-support.com/H...ChartBars.html

I suspect the two charts do not have the same historical/real-time data proportion, which could explain the difference.

I suggest to right click in both charts and select 'Reload Historical Data', so both charts will load all historical data from one source.

[BigAAPL]

As I've said, I tried that reloading each chart with no results. So, if I understand you correctly, if the look back period is different for each chart, I would get a prior day closing price that is different for a volume and time chart?

[NinjaTrader_Jason]

No, this should not make a difference in relation to the PriorDayOHLC indicator.

Could you please provide me a reproducible scenario, so I can test it on my end.

[BigAAPL]

OK

I have a 343 and 2401 Volume chart and a 5 min. time chart for the YM (Any time fractal gets the same result)

Prior day's OHLC indicator selected with default settings. Session times 9:30 AM to 4:30 PM.

Lookback period for both charts is 30 days.

[NinjaTrader_Jason]

Please see the screenshots in this post.

I receive same values for OHL, only close is different. This is because the last bar in the 5 minute chart list 8705 as Close and the 2401 volume chart lists 8699. This discrepancy can occur between a minute and volume interval.

Note, I have my PC clock set to MDT time, which explains the different times in the charts.

[BigAAPL]

Ironically, my values are almost the opposite of yours!

I think that the minor discrepancies in timestamping between the servers and my PC clock are what is creating these slightly skewed results.

The values are not really that far off and I believe that by experimenting with my PC clock I can find an offset which will put me in sync with the servers, or exchange, and eventually I will get it right.

If anyone else is experiencing the same problem, I guess we can always go to CME website and get the official close (RTH) then plot it manually for the next trading day.

Thanks for your help NTJ.

[djkiwi]

Historical Pivots

High Guys, to continue this thread, I'd like to put pivots on this chart for prior days. When I select the prior day open/close/high/low indicator it shows prior days on the chart. Any ideas on how to put pivots on the chart (or modify existing pivot point indicator) for previous days?

Thanks
DJ

[NinjaTrader_Kyle]

Hi djkiwi,

For historical pivots with the Pivots indicator included with NinjaTrader by default, you'd need to adjust the end date of the chart to the date you want to apply pivots to.

[djkiwi]

Pivots

Hi Kyle I'm not sure what you mean. When I include the ninja standard OHLC indicator all of the OHLC appears on the previous days without doing anything. With the pivots they only appear on the current day. The end date is fine and I have 50 days of historical data loaded but they don't plot for previous days. Can you please clarify what you mean...

Thanks
DJ

[NinjaTrader_Kyle]

Hi DJ,

To clarify, NinjaTrader plots Pivots on the last date in the chart only.

If you're charting 11/1/2010-11/30/2010, and want to see Pivots applied to the 29th, set the charts end date to 11/29/2010.

Let me know if this doesn't clear things up.

[djkiwi]

Pivots

Hi Kyle, what I'm trying o do is have the pivots show up on each day not have to go backwards but leave the current day as is but have them show up on all previous days as in the OHLC. If you look at the chart below you will see the pivots on the current day but none on previous days. The OHLC is on all previous days so not sure how to make the pivots appear as well.

Cheers
DJ

[NinjaTrader_Kyle]

Hi DJ,

Unfortunately, this is as close as you could get with the version of Pivots that's included with NinjaTrader by default.

That said, what you're looking for would be possible through custom programming. If you are not a programmer, any of the NinjaScript consultants listed at the following link could code the project for you: http://www.ninjatrader.com/webnew/pa...injaScript.htm