Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Saturday, Sunday

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Saturday, Sunday

    In my charts on Mondays I have not priorOHLC as priorday is Sunday and no prices. How can this be set in Ninjatrader to have the "lastpriordaywithtradeOHLC". (same problem then with Christmas....)

    Thank you.
    Tony

    #2
    Hello tonynt,

    Thank you for your post.

    Please right click in your chart and select properties.
    In the properties menu, set the Exclude Weekends property to a value of True.
    KyleNinjaTrader Customer Service

    Comment


      #3
      Major pain, since many would like to see the price action on Sunday but not have the indicators act on that action.
      eDanny
      NinjaTrader Ecosystem Vendor - Integrity Traders

      Comment


        #4
        Try this:

        Hi Tony,

        this is an old problem of NT that is going to be solved with NT7. Session times should be a property of the instrument and/or the market and not the chart. The indicator below allows you to define session times within the indicator panel for the main futures contracts. It displays prior OHLC and Pivots (if you do not need Pivots set them to transparent). The priorOHLC for Mondays are based on the electronic session of Friday. You also can choose the day session if you want prior OHLC based on the day session only. I do not guarantee that the indicator will work the day after X-mas....

        http://www.ninjatrader-support2.com/...id=136&catid=1

        Comment


          #5
          Originally posted by Harry View Post
          Hi Tony,

          this is an old problem of NT that is going to be solved with NT7. Session times should be a property of the instrument and/or the market and not the chart. The indicator below allows you to define session times within the indicator panel for the main futures contracts. It displays prior OHLC and Pivots (if you do not need Pivots set them to transparent). The priorOHLC for Mondays are based on the electronic session of Friday. You also can choose the day session if you want prior OHLC based on the day session only. I do not guarantee that the indicator will work the day after X-mas....

          http://www.ninjatrader-support2.com/...id=136&catid=1
          I live in PST time zone . On a 24 hour chart ,I like to set the start and end
          times to 6:30 AM . Now these are CME instruments and I set start time to
          6:30 and end time to 1:15 . The pivots seem to start to plot where ever
          they want and it's all together different say between the ES and ZB ???
          I would have thought that the plots would start either at 6:30 or 1:15 ?
          Last edited by T2020; 08-25-2009, 08:01 PM.

          Comment


            #6
            Correct session times for ES

            To display Pivots properly session times have to be entered in the time of the zone of the exchange, so for CME you would use Central Time. CMIPivotsDaily is preconfigured for the electronic 24 hour session (session start 15:30, session end 15:30), CMIPivotsDailyDash is preconfigured for the day session (session start 8:30, session end 15:30).

            Why I use 15:30 CT instead of 15:15 CT? The indicator will interpret the close of the last bar of the session as the daily close. If you use a 30 min chart and set the session end to 15:15, the last bar of the session closes at 15:00, and unfortunately this is not the real close. If you set the session end to 15:30, you will get it right for most time frames < 30 min.

            For a time frame of 60 min this would not work. There is no hourly bar that contains the close at 15:15 CT! So you cannot take the information for the close from intraday data. You need to switch the indicator from CalcFromIntraDayData mode to DailyBars mode, and the indicator will now take the information from daily data as supplied by your provider.

            The indicator has not been tested with tick or volume charts.

            If you have further questions, do not hesitate to post your chart or send me a private message.



            Originally posted by T2020 View Post
            I live in PST time zone . On a 24 hour chart ,I like to set the start and end
            times to 6:30 AM . Now these are CME instruments and I set start time to
            6:30 and end time to 1:15 . The pivots seem to start to plot where ever
            they want and it's all together different say between the ES and ZB ???
            I would have thought that the plots would start either at 6:30 or 1:15 ?

            Comment


              #7
              Originally posted by Harry View Post
              To display Pivots properly session times have to be entered in the time of the zone of the exchange, so for CME you would use Central Time. CMIPivotsDaily is preconfigured for the electronic 24 hour session (session start 15:30, session end 15:30), CMIPivotsDailyDash is preconfigured for the day session (session start 8:30, session end 15:30).
              .
              Thanks Harry . I'm using DailyDashV7 and have it set (session start 8:30, session end 15:30) now . Was wondering ,I'm using it on Range charts and
              trying -Calc from intraday bars- plots nothing - why that was ?

              Comment


                #8
                Did you test the indicator on tick data?

                First your question: Range bars are built from tick data, if the indicators do not work on tick charts, they will not work on range charts either. I am quite happy, if the indicators display nothing with CalcFromIntradayData. If they did, they would possibly take a close from one of the range bars and display it as a daily close (=nonsense).

                My data supplier is Interactive Brokers, they do not have historical tick data and their real time data is synthetical ticks, which is not worth recording.

                In case you have access to historical tick data, here is my question: Do the indicators properly work with tick charts in DailyBars mode?

                Comment


                  #9
                  Originally posted by Harry View Post
                  First your question: Range bars are built from tick data, if the indicators do not work on tick charts, they will not work on range charts either. I am quite happy, if the indicators display nothing with CalcFromIntradayData. If they did, they would possibly take a close from one of the range bars and display it as a daily close (=nonsense).

                  My data supplier is Interactive Brokers, they do not have historical tick data and their real time data is synthetical ticks, which is not worth recording.

                  In case you have access to historical tick data, here is my question: Do the indicators properly work with tick charts in DailyBars mode?
                  I think I wasn't clear in my previous post ,sorry, I am using it in daily bar mode
                  and it does plot properly . I was just curious why I didn't plot using intraday
                  data . I do have historical tick data . So in daily bar mode the H,L,C is what
                  ever my data vendor says it is ?

                  Comment


                    #10
                    DailyBars

                    In DailyBar mode the indicator uses daily data as supplied by your data vendor to display prior OHLC and to calculate Pivots. If you open a daily chart and check OHLC by using the Data Box, these are the values used by the indicator.

                    With DailyBars the session times in the indicator panel are only used to correctly locate the Pivot lines within the chart. Ideally these should plot for the selected session and not from 0:00 to 24:00 of your local time.

                    Advantage: With DailyBars you will always get the correct values, even for 137 min charts, if you like them. Inconvenient: You cannot choose a specific session (some traders even use the night session or the opening range) but have to take the standard session time which is implied by the daily data.


                    Originally posted by T2020 View Post
                    I think I wasn't clear in my previous post ,sorry, I am using it in daily bar mode
                    and it does plot properly . I was just curious why I didn't plot using intraday
                    data . I do have historical tick data . So in daily bar mode the H,L,C is what
                    ever my data vendor says it is ?

                    Comment


                      #11
                      Originally posted by Harry View Post
                      In DailyBar mode the indicator uses daily data as supplied by your data vendor to display prior OHLC and to calculate Pivots. If you open a daily chart and check OHLC by using the Data Box, these are the values used by the indicator.

                      With DailyBars the session times in the indicator panel are only used to correctly locate the Pivot lines within the chart. Ideally these should plot for the selected session and not from 0:00 to 24:00 of your local time.

                      Advantage: With DailyBars you will always get the correct values, even for 137 min charts, if you like them. Inconvenient: You cannot choose a specific session (some traders even use the night session or the opening range) but have to take the standard session time which is implied by the daily data.
                      Thanks again Harry . Much appreciated ..

                      Comment

                      Latest Posts

                      Collapse

                      Topics Statistics Last Post
                      Started by ebaydan777, Today, 02:41 PM
                      0 responses
                      2 views
                      0 likes
                      Last Post ebaydan777  
                      Started by aligator, Today, 02:28 PM
                      1 response
                      6 views
                      0 likes
                      Last Post NinjaTrader_ChristopherJ  
                      Started by daniel_weber8, Today, 01:21 PM
                      1 response
                      21 views
                      0 likes
                      Last Post NinjaTrader_ChristopherS  
                      Started by jungsoohuh, Today, 12:07 PM
                      1 response
                      28 views
                      0 likes
                      Last Post NinjaTrader_PaulH  
                      Started by SharonSS, Today, 11:54 AM
                      2 responses
                      22 views
                      0 likes
                      Last Post SharonSS  
                      Working...
                      X