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Prior Close (Chart) vs LastClose (MA)

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    Prior Close (Chart) vs LastClose (MA)

    This morning, I am looking at the YM on an intraday chart. I have plotted on my chart the Prior Close from the PriorDayOHLC indcator and it is giving a value of 8400. In Market Analyzer the column LastClose (which I thought was supposed to be the prior day's close) is giving a value of 8357. Why the discrepancy? Am I misunderstanding something? I have exclude weekends set to false in charts and MA's.

    Also, my chart has a value of 8401 for Current Open from the CurrentDayOHL indicator and my Market Analyzer gives me a blank column for Opening. Why?

    I am using NT with Zen-Fire.

    Thanks.

    #2
    Originally posted by higler View Post
    This morning, I am looking at the YM on an intraday chart. I have plotted on my chart the Prior Close from the PriorDayOHLC indcator and it is giving a value of 8400. In Market Analyzer the column LastClose (which I thought was supposed to be the prior day's close) is giving a value of 8357. Why the discrepancy? Am I misunderstanding something? I have exclude weekends set to false in charts and MA's.

    Also, my chart has a value of 8401 for Current Open from the CurrentDayOHL indicator and my Market Analyzer gives me a blank column for Opening. Why?

    I am using NT with Zen-Fire.

    Thanks.
    Hello Higler,

    Thank you for your post.

    Please try right clicking in your chart and selecting "Reload historical data." Also see this thread where your question is discussed: http://www.ninjatrader-support2.com/...ead.php?t=5465

    For the blank opening, this usually means the ZenFire is not sending this information to NinjaTrader. I will investigate further and post back.
    Ray S.NinjaTrader Customer Service

    Comment


      #3
      I tried reloading historical data. No difference. I don't think that this is quite the same issue as in the referenced post since the MA columns I'm referring to are not really indicators, are they, but values supplied Zen-Fire? The value on my chart selected by the PriorDayOHLC is Sunday at 11:59:58 Colorado time. Since the chart indicator appears to pick the Prior Day Close from my chart on the bar immediately before midnight CO time (which is an hour different from Chicago), then this may not be the same time or price that CME/CBOT uses for their closing price which is what I am assuming that Zen-Fire uses for the MA LastClose? Actually, as I look at my charts vs the the YM trading hours provided by CME/CBOT, I think the discrepancy is in how the chart indicator selects the closing value and the time frames that CBOT uses to define their trading day. My chart picks the Sunday close at at Midnight Sunday while Sunday at 4:00 p.m. CO time is actually the start of CBOT's Monday trading and ends at 2:15 P.M. Monday. I see the source of the discrepancy and I will probably either have to manually enter the values or write an indicator to use the CBOT prior day close instead of "picking it from the chart" at midnight.

      As far as the "Opening" question goes, it was already answered by Ray in an earlier thread started by guess who, myself. Ray indicated that the Opening is not transmited by ZF and is not displayed in MA. Sorry about the redundancy. My aging brain is forgetful.
      Last edited by higler; 11-17-2008, 12:34 PM.

      Comment


        #4
        Actually, I resolved my "discrepancies" by changing my chart session begin/end times to 2:15 p.m. CO time (the YM session ending time). Sorry for my confusion.

        Comment


          #5
          Originally posted by higler View Post
          Actually, I resolved my "discrepancies" by changing my chart session begin/end times to 2:15 p.m. CO time (the YM session ending time). Sorry for my confusion.
          Thank you for reporting!
          Ray S.NinjaTrader Customer Service

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