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priorDayOHLC

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    priorDayOHLC

    Hello,

    I want to ask what might be the reason (or my error) that on Mondays I have no correct priorDayOHLC in my charts; neither when in properties exclude weekend is "true" nor when it is "false". In both cases I don´t have plotted the correct lines - all (OHLC) lines start somewhere between the close of Friday and open on Monday.

    Thanks in advance.

    Best regards
    Tony

    #2
    Tony,

    It seems I am getting current values with PriorDayHLC on my side. With Exclude weekends True I get the PriorDayHLC of Friday and with Exclude weekends to False if the the PriorDayHLC of Sunday.

    What data feed provider are you using?
    BrettNinjaTrader Product Management

    Comment


      #3
      priordayOHLC

      Hi Brett,
      thanks for your reply. This is AMP-demo now.
      Best
      Tony

      Comment


        #4
        Tony,

        Could you please take a screenshot of your chart and send it as an attachment or post it as an attachment on the forum. So that I may attempt to dubplicate on my side.

        If you would like to send the file as an attachment please send it to support at ninjatrader dot com and reference this forum post and I will follow up with you there.

        To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

        I look forward to assisting you further.
        BrettNinjaTrader Product Management

        Comment


          #5
          priordayOHLC

          Hi Brett,

          I´ve done in options- misc - repair DB and I have restarted also Ninja. Now it works. Don´t know why. However, thanks for trying to help.

          Best
          Tony

          Comment


            #6
            Tony,

            Glad to hear your up and running.

            Let me know if I can be of further assistance.
            BrettNinjaTrader Product Management

            Comment


              #7
              When using the "CME US Index Futures ETH" session template, it uses the values from Friday for Monday and Tuesday. So Tuesday is not correct. With the "RTH" template it is OK.

              Data feed is IB. Same on other PC with fresh install.
              Same with YM NQ.
              Attached Files

              Comment


                #8
                Yep. The indicator has bugs. Get false values for Tuesdays and Wednesdays. For today the indicator displays Monday's open and low and Tuesday's high and close - see chart below.

                You can use the SessionPivots Indicator in the Download section. It will display yesterday's high, low and close correctly, but currently does not include yesterday's open.

                Originally posted by terratec View Post
                When using the "CME US Index Futures ETH" session template, it uses the values from Friday for Monday and Tuesday. So Tuesday is not correct. With the "RTH" template it is OK.

                Data feed is IB. Same on other PC with fresh install.
                Same with YM NQ.
                Attached Files

                Comment


                  #9
                  Please use the steps I have provided below to delete your historical data:
                  • Disconnect
                  • Tools
                  • Historical Data Manager
                  • Edit tab
                  • Select YM-->Right mouse click-->Delete
                  • Close NinjaTrader
                  • Documents
                  • NinjaTrader 7
                  • Open the db folder
                  • Open the cache folder
                  • Select all files-->Right mouse click-->Delete
                  • Open NinjaTrader
                  • Connect
                  • Open a new chart
                  • Apply the indicator

                  Please let me know if the issue persists after this procedure.
                  Christopher J.NinjaTrader Customer Service

                  Comment


                    #10
                    Hi Christopher,

                    thanks for your answer.

                    I have already posted several months ago that the method GetSessionDate() does not work correctly, becuase its internal logic is flawed. Developpers have simply not done their homework. And they do not even seem to know it.

                    Here is an old indicator that I have already posted several times. It colours the first bar of the session and then prints the session date accordingly. So you can use it to verify the bug.

                    The bug occurs with specific settings of the system time and specific session templates. For YM the bug is 100% reproducible with CET (GMT +1) system time and the CME US INDEX ETH template (Globex hours).

                    Attachments: Charts and indicator for analyzing the bug.
                    Attached Files
                    Last edited by Harry; 07-14-2010, 09:07 AM.

                    Comment


                      #11
                      Originally posted by NinjaTrader_ChristopherJ View Post
                      Please use the steps I have provided below to delete your historical data:
                      • Disconnect
                      • Tools
                      • Historical Data Manager
                      • Edit tab
                      • Select YM-->Right mouse click-->Delete
                      • Close NinjaTrader
                      • Documents
                      • NinjaTrader 7
                      • Open the db folder
                      • Open the cache folder
                      • Select all files-->Right mouse click-->Delete
                      • Open NinjaTrader
                      • Connect
                      • Open a new chart
                      • Apply the indicator

                      Please let me know if the issue persists after this procedure.
                      I did uninstall NT and delete all NT Folders on one PC and I did a fresh install. Only used this indicator. And it was/is wrong with ES YM NQ.
                      NT7beta18
                      Last edited by terratec; 07-14-2010, 10:20 AM.

                      Comment


                        #12
                        Originally posted by Harry View Post
                        You can use the SessionPivots Indicator in the Download section. It will display yesterday's high, low and close correctly, but currently does not include yesterday's open.
                        Hi Harry

                        I am using your SessionPivots Indicator. Thanks for great work. So my problem is not the PriorDayOHLC Indicator, but the PriorDayOHLC().PriorClose[0], which I use to calculate daily net change.

                        double l=e.MarketData.Last.Price;
                        double change = ((100/PriorDayOHLC().PriorClose[0]*l)-100)/100;
                        if(displayNetChange) DrawTextFixed("Change", change.ToString("0.00%"),TextPosition.BottomLeft);


                        What code should I take to use "your" close?

                        Thanks
                        Beat

                        Comment


                          #13
                          Sorry, somehow did not see this question. Do you use NT7 or NT 6.5?

                          Comment


                            #14
                            Originally posted by Harry View Post
                            Sorry, somehow did not see this question. Do you use NT7 or NT 6.5?
                            I use NT7.
                            I have only problems with the "CME US Index Futures ETH"-Template. I did this simple workaround. It works for me. But I would be interested in your way.

                            if (Bars.Session.TemplateName == "CME US Index Futures ETH")
                            {
                            if(CalculateOnBarClose == true)
                            {
                            x=0;
                            }
                            else
                            {
                            x=1;
                            }
                            yh=Highs[1][x];
                            yl=Lows[1][x];
                            yc=Closes[1][x];
                            }
                            else
                            {
                            yh=Bars.GetSessionBar(1).High;
                            yl=Bars.GetSessionBar(1).Low;
                            yc=Bars.GetSessionBar(1).Close;
                            }

                            Comment


                              #15
                              Hi Beat,

                              I am a bit confused. Some questions:

                              Which instrument are you talking about?
                              What type of chart do you use?
                              Which indicator do you use to retrieve the close, SessionPivots or PriorDayOHLC?
                              Why does the template US CME Index Futures pose a problem, it is just one of many templates?
                              Do you want to use the settlement or the close price?

                              Personally, I would use the settlement price as a reference. The settlement price can be taken form the daily data only. If your data provider does not have settlement data, you can connect to Kinetick-EOD first and to your data provider second. The daily data will then be downloaded from Kinetick.

                              Unfortunately there is a NinjaTrader bug, so if I expose the prior day close of the pivots indicator, you cannot retrieve it with another indicator.

                              The most simple suggersion I can make, if you use the SessionPivots indicator, is simply to edit the anaPIvotsDailyV23 indicator and add your code in line 480.

                              PHP Code:
                              double l=e.MarketData.Last.Price;
                              double change = ((100/previousClose*l)-100)/100;
                              if(
                              displayNetChangeDrawTextFixed("Change"change.ToString("0.00%"),TextPosition.BottomLeft); 
                              Then save via F5 and you can use the indicator in DailyBars mode with Kinetick data.

                              Comment

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