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x sessions ago

  #11 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
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For European index futures (EUREX) no problem. But if you look at ES, CL, 6E you will have a problem. FOREX similar, starts at 23:00 CET.


SARdynamite View Post
It could be a hint for a trading day.

Monday's session beginning sunday's evening ? Do you talk about forex ?

I coded it initially for european indices longing from 8h to 22h GMT+1 time from monday to friday.


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  #12 (permalink)
Elite Member
Belgium
 
Futures Experience: Advanced
Platform: SaxoTrader
Broker/Data: SaxoBank
Favorite Futures: ESTX
 
Posts: 290 since Dec 2009
Thanks: 242 given, 109 received

Yes I know. The code would need to be adapted reasonning on ToTime instead of Bars.FirstBarOfSession for the US.

About forex, I have a template who skips sundays. I run sessions from 1am to 1am GMT+1 time. It makes more sense to me.


Anyway, I don't really know how to solve the "holiday day" problem. Bummer.

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  #13 (permalink)
Elite Member
Belgium
 
Futures Experience: Advanced
Platform: SaxoTrader
Broker/Data: SaxoBank
Favorite Futures: ESTX
 
Posts: 290 since Dec 2009
Thanks: 242 given, 109 received


Note that for the US markets, I choose as the Initial Balance 15h-15h15 (it should be 9h-9h15 us time ?) which is the globex pre-market of the "cash" session, if I may say so !!! (kind of tricky lol)

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  #14 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
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Fat Tails's Avatar
 
Posts: 9,651 since Mar 2010
Thanks: 4,226 given, 25,600 received
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SARdynamite View Post
Yes I know. The code would need to be adapted reasonning on ToTime instead of Bars.FirstBarOfSession for the US.

About forex, I have a template who skips sundays. I run sessions from 1am to 1am GMT+1 time. It makes more sense to me.


Anyway, I don't really know how to solve the "holiday day" problem. Bummer.

If you take a session from 1:00 AM to 1:00 AM you will get false floor pivots. Have a look at my SessionPivots. Holiday problem solved, you can enter holidays via indicator dialogue box. CME holidays are preconfigured.
You could just use this indicators and add your volume counter.


SARdynamite View Post
Note that for the US markets, I choose as the Initial Balance 15h-15h15 (it should be 9h-9h15 us time ?) which is the globex pre-market of the "cash" session, if I may say so !!! (kind of tricky lol)

Why don't you take 15h00 to 15h30 (market open), or even better 13H00 to 15h00 to include the news volume?

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  #15 (permalink)
Elite Member
Belgium
 
Futures Experience: Advanced
Platform: SaxoTrader
Broker/Data: SaxoBank
Favorite Futures: ESTX
 
Posts: 290 since Dec 2009
Thanks: 242 given, 109 received

I'm sorry, I meant 15h-15h30 really !

2am here. Going to sleep. I understood you solved the holiday problem right inside your SessionPivot indicator ?!

What about floor pivots, can you please describe the hours chosen ?

I'm a Camarilla fan.

See ya tommorrow

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  #16 (permalink)
Elite Member
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Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
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Fat Tails's Avatar
 
Posts: 9,651 since Mar 2010
Thanks: 4,226 given, 25,600 received
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The indie also plots Camarilla. It takes the session times from the session template. So you can choose whatever session you like. A detailed description of the options is here:

https://futures.io/elite-circle/3790-ninjatrader-7-toolbox-floor-pivots.html


SARdynamite View Post
I'm sorry, I meant 15h-15h30 really !

2am here. Going to sleep. I understood you solved the holiday problem right inside your SessionPivot indicator ?!

What about floor pivots, can you please describe the hours chosen ?

I'm a Camarilla fan.

See ya tommorrow


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