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Removing The Gap Between Sessions
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Removing The Gap Between Sessions

  #1 (permalink)
Banned: Piracy
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Removing The Gap Between Sessions

Hi all,

There is a little problem NinjaTrader`s crew couldn`t solve as of yet.When you imply sessions template,ocasionally there is a gap in price which maybe not suitable for many trading systems.I have a little code that,partially,solves this problem,but keeps the data a bit 'messy'.So i wonder,is there any way to accomplish that problem within Ninja sessions template,not using the code?

Thanks to anyone in advance!

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Removing The Gap Between Sessions-gap.jpg  
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Register to download File Type: zip NoGapChart .zip (3.8 KB, 35 views)

Last edited by tst1; July 10th, 2012 at 06:13 AM. Reason: didn`t attache the files
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  #3 (permalink)
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tst1 View Post
Hi all,

There is a little problem NinjaTrader`s crew couldn`t solve as of yet.When you imply sessions template,ocasionally there is a gap in price which maybe not suitable for many trading systems.I have a little code that,partially,solves this problem,but keeps the data a bit 'messy'.So i wonder,is there any way to accomplish that problem within Ninja sessions template,not using the code?

Thanks to anyone in advance!

So basically you want to do something similar than back adjusted continuous contract, only that you want to eliminate the overnight gap?

I highly doubt that there is an indicator-free way of doing that.


vvhg

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  #4 (permalink)
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vvhg View Post
So basically you want to do something similar than back adjusted continuous contract, only that you want to eliminate the overnight gap?

I highly doubt that there is an indicator-free way of doing that.


vvhg


Yes,basically,what i want is to eliminate the gapping between sessions.The code i have is somewhat good,but there are to problems.

1.The chart is messy due to doubling of the data.
2.The second problem is that i`d want to tie the indicators to the degapping data and not to the real data.Using indicators with real time data with gaps wouldnt be correct.

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Removing The Gap Between Sessions-gap1.jpg  
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  #5 (permalink)
Market Wizard
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tst1 View Post
Hi all,

There is a little problem NinjaTrader`s crew couldn`t solve as of yet.When you imply sessions template,ocasionally there is a gap in price which maybe not suitable for many trading systems.I have a little code that,partially,solves this problem,but keeps the data a bit 'messy'.So i wonder,is there any way to accomplish that problem within Ninja sessions template,not using the code?

Thanks to anyone in advance!

for a cleaner look, set Show no gap chart only = true.

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  #6 (permalink)
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cory View Post
for a cleaner look, set Show no gap chart only = true.


Thanks Cory,i did try this option,but for whatever reason it doesnt show no gap only.Any suggestions?

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  #7 (permalink)
Market Wizard
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tst1 View Post
Thanks Cory,i did try this option,but for whatever reason it doesnt show no gap only.Any suggestions?

.........................................................

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Removing The Gap Between Sessions-ng.png  
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  #8 (permalink)
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cory View Post
.........................................................

Thank you,i found the problem.There was an indicator that conflicted with the NoGap chart code.

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  #9 (permalink)
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tst1 View Post
Hi all,

There is a little problem NinjaTrader`s crew couldn`t solve as of yet.When you imply sessions template,ocasionally there is a gap in price which maybe not suitable for many trading systems.I have a little code that,partially,solves this problem,but keeps the data a bit 'messy'.So i wonder,is there any way to accomplish that problem within Ninja sessions template,not using the code?

Thanks to anyone in advance!

@tst1: If you do not mind my commentary, the session that you selected is completely irregular. You probably never traded any crude oil futures ...

CL is traded at New York, the regular session starts at 9:00 AM EST and ends at 2:30 PM EST, see CME contract specifications. The most important price of the day is the official settlement price which is determined at 2:30 PM EST. Your session starts at 3:00 AM EST and ends at 12:00 PM EST. So you do neither catch the settlement at 2:30 PM nor the close at 5:15 PM.

This is MADNESS.

Now to make things worse, you try to eliminate a gap that does not exist, with the only exception of your own chart. So you first create the artificial gap and then try to eliminate it. The result is a chart with false sessions and false price data. Eliminating the gap also falsifies the prior day's price data including high and low. Swings for measuring retracements are artificially distorted. It is about the worst crude oil chart that I have ever seen.

I suggest reading some literature on trading crude oil first, you could for example start with the Logical Trader by Mark Fisher. I also would like to recommend the thread by @mfbreakout, which can be found here.

https://futures.io/trading-journals/17308-day-trading-crude-without-indicators.html

A simple crude oil chart is attached.


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Last edited by Fat Tails; July 10th, 2012 at 01:10 PM.
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  #10 (permalink)
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Fat Tails View Post
@tst1: If you do not mind my commentary, the session that you selected is completely irregular. You probably never traded any crude oil futures ...

CL is traded at New York, the regular session starts at 9:00 AM EST and ends at 2:30 PM EST, see CME contract specifications. The most important price of the day is the official settlement price which is determined at 2:30 PM EST. Your session starts at 3:00 AM EST and ends at 12:00 PM EST. So you do neither catch the settlement at 2:30 PM nor the close at 5:15 PM.

This is MADNESS.

Now to make things worse, you try to eliminate a gap that does not exist, with the only exception of your own chart. So you first create the artificial gap and then try to eliminate it. The result is a chart with false sessions and false price data. Eliminating the gap also falsifies the prior day's price data including high and low. Swings for measuring retracements are artificially distorted. It is about the worst crude oil chart that I have ever seen.

I suggest reading some literature on trading crude oil first, you could for example start with the Logical Trader by Mark Fisher. I also would like to recommend the thread by @mfbreakout, which can be found here.

https://futures.io/trading-journals/17308-day-trading-crude-without-indicators.html

A simple crude oil chart is attached.


Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

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