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x sessions ago

  #11 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
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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)
 SARdynamite 
Belgium
 
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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)
 SARdynamite 
Belgium
 
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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)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
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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)
 SARdynamite 
Belgium
 
Experience: Advanced
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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)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
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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:




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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Last Updated on July 13, 2010


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