Indicator to Plot the OHLC - user selected start/stop times - NinjaTrader Programming | futures io social day trading
futures io futures trading


Indicator to Plot the OHLC - user selected start/stop times
Updated: Views / Replies:22,465 / 105
Created: by rfiske Attachments:30

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 30  
 
Thread Tools Search this Thread
 

Indicator to Plot the OHLC - user selected start/stop times

  #101 (permalink)
Elite Member
London, UK
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: ES
 
Posts: 35 since Feb 2013
Thanks: 3 given, 3 received

Fat Tails
I've read the thread and tried the indicators as mentioned but I haven't been very successful.

What I want to have is a chart with:
(1) Globex Session (US Futures) High and Low marked for RTH
(2) Yesterdays High and Yesterdays Low for Today's RTH
(3) 1st hour's Opening Range

I can get YH/L and the 1st Hour's Opening Range
But I can't seem to get the Globex session indicated correctly on a chart
I've used PriorDaysOHLC on a globex session chart but that plots the GLobex High/Low the day after (see chart/image for clarification)

Is it possible to use any of your indicators to plot the Globex Sessin High/Low correctly?
(I've tried playing around with Session Templates and adjusting the time parameters in the indicators but that has not worked)

Thanks

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

Reply With Quote
 
  #102 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,653 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary


rosphite1 View Post
Fat Tails
I've read the thread and tried the indicators as mentioned but I haven't been very successful.

What I want to have is a chart with:
(1) Globex Session (US Futures) High and Low marked for RTH
(2) Yesterdays High and Yesterdays Low for Today's RTH
(3) 1st hour's Opening Range

I can get YH/L and the 1st Hour's Opening Range
But I can't seem to get the Globex session indicated correctly on a chart
I've used PriorDaysOHLC on a globex session chart but that plots the GLobex High/Low the day after (see chart/image for clarification)

Is it possible to use any of your indicators to plot the Globex Sessin High/Low correctly?
(I've tried playing around with Session Templates and adjusting the time parameters in the indicators but that has not worked)

Thanks

I assume that you use the session template CME US Index Futures ETH for your chart.

(1) The Globex (night) session high and low can be displayed via the anaOpeningRangeV42 or the anaOpeningRangeV42MTF indicators. The indicator is preset for use with a session template that subdivides the trading day into three sessions. As you use it with a simple session template, you need to select different settings. Please set

"Select RTH session" = "First" (there is only one session, "Auto" would select the second session)
"Offset" = "+ 15:30" (to shift the opening range 15 hours and 30 min forward from 5:00 PM Central to 8:00 AM Central)
"Opening period" = "1:00" (one hour opening range)

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


(2) To display yesterday's high and low you would use the pivots indicator. I have not understood from your post whether you wish to display the ETH or the RTH high and low.

ETH (full session) high and low: Set the indicator to "CalculateFromSession" = "ETH" and will display yesterday's full session high and low. If you have a datafeed (such as Kinetick EOD) that supplies daily data for the full session, you can alternatively set the pivots indicator to DailyBars.

RTH (regular session) high and low: Set the indicator to "CalculateFromSession" = "RTH" and will display yesterday's regular session high and low. However, there is a catch. You need to tell the indicator the start and end times of the regular session for NQ. This is done via the session template. You need to use a session template to subdivide the trading day into the night session, the regular session and the evening session. If you have a datafeed (such as Rithmic or CQG) that supplies daily data for the regular session, you can alternatively set the pivots indicator to DailyBars. In this case the three section session template is not required.


Here is a chart with yesterday's ETH high and low:

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



And here is a chart with yesterday's RTH high and low:

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



(3) See answer under point (1).

Reply With Quote
The following 3 users say Thank You to Fat Tails for this post:
 
  #103 (permalink)
Elite Member
London, UK
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: ES
 
Posts: 35 since Feb 2013
Thanks: 3 given, 3 received


Thanks Fat Tails
I appreciate you taking the time.
This is exactly what I was looking for.
Excellent indicators.

Reply With Quote
 
  #104 (permalink)
Elite Member
new york, new york
 
Futures Experience: Advanced
Platform: thinkorswim(options PM) OEC, NT7, Jigsaw Tools (futures, Stocks, Options)
Broker/Data: NT -CQG
Favorite Futures: Stocks, Options, Futures
 
eminijalapeno's Avatar
 
Posts: 14 since Jan 2014
Thanks: 63 given, 10 received

Plot the range

Hi Fait Tails, quick question. Is there a way that I can use your indi to plot particular ranges in particular times? For example, once crude opens, I use the 7am to 9am Hi/Low levels to trade out of, but in the ES I use the 5am to 9am Hi/lo levels. Is there a way that I could manually change the times that the indi will mark the ranges? And is there a way I could make it into a strategy by using a one minute chart? One of the setups I've been working on is the following
ES - 240 min chart - Range between 5am to 9am
Plot hi/low
Buy the level low when price crosses back after breaking it, and sell the high level when price crosses back down after crossing up. Hope it can be understood.
I would like to run some strategy tests of different ideas base on these levels, and use the one minute chart to see how many entries there are at those levels and such.

Thanks so much!

Jav

Reply With Quote
 
  #105 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,653 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary


eminijalapeno View Post
Hi Fait Tails, quick question. Is there a way that I can use your indi to plot particular ranges in particular times? For example, once crude opens, I use the 7am to 9am Hi/Low levels to trade out of, but in the ES I use the 5am to 9am Hi/lo levels. Is there a way that I could manually change the times that the indi will mark the ranges? And is there a way I could make it into a strategy by using a one minute chart? One of the setups I've been working on is the following
ES - 240 min chart - Range between 5am to 9am
Plot hi/low
Buy the level low when price crosses back after breaking it, and sell the high level when price crosses back down after crossing up. Hope it can be understood.
I would like to run some strategy tests of different ideas base on these levels, and use the one minute chart to see how many entries there are at those levels and such.

Thanks so much!

Jav


The indicator allows for displaying high and low of the "European session". Now this can be any session, for example you can define a "session" in Eastern time that lasts from 7:00 AM to 9:00 AM in the morning and then display high and low for this session.

The chart below shows high and low of your pre-session (it is labeled EU-High and EU-Low, but you can easily change the labels inside the code, if you do not like them).

Accordingly, you can use the period from 5:00 PM to 9:00 PM for ES, if you like.

The pre-high and pre-low are exposed and can be accessed by an automated strategy.

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

Reply With Quote
The following user says Thank You to Fat Tails for this post:
 
  #106 (permalink)
Elite Member
new york, new york
 
Futures Experience: Advanced
Platform: thinkorswim(options PM) OEC, NT7, Jigsaw Tools (futures, Stocks, Options)
Broker/Data: NT -CQG
Favorite Futures: Stocks, Options, Futures
 
eminijalapeno's Avatar
 
Posts: 14 since Jan 2014
Thanks: 63 given, 10 received

Beautiful!

That's awesome, thank you very much!

Reply With Quote

Reply



futures io > > > > > Indicator to Plot the OHLC - user selected start/stop times

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Trading Times Indicator Doppio NinjaTrader 7 May 20th, 2016 02:11 PM
Bar Type with User controlled start times DavidHP NinjaTrader 0 May 30th, 2011 11:42 AM
NinjaTrader indicator to shade times on a chart tradersteph The Elite Circle 3 March 5th, 2010 07:05 PM
OHLC calculations indicator vast NinjaTrader Programming 3 January 16th, 2010 06:43 AM
OHLC with optional session times carlos NinjaTrader Programming 1 September 21st, 2009 08:37 AM


All times are GMT -4. The time now is 02:10 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-14 in 0.12 seconds with 20 queries on phoenix via your IP 54.221.76.68