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

  #61 (permalink)
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gtichauer View Post
Today is the first day with realtime data on the two session template....and I see 60m opening ranges (renamed IB high/low) are not being plotted right as I mentioned yest when looking back the chart....do u know why this could be happening?

The indicator OpeningRangeV27 only works on single session templates. The next version V28 will work on double and triple session templates and should be ready tomorrow.


gtichauer View Post
Also curiosly GomCD stop plotting after pit session initiated on the two session template? any idea if this recent changes may have something to do?

thanks,

You need to ask somebody else on the GOM indicator. Best go to GOMI's thread and put the question there. I do not use it and do not know how it reacts to different sessions.


Testing the SessionPivotsV28 indicator

Would you mind testing the SessionPivotsV28 indicator?

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Testing the SessionPivotsV28 indicator

Would you mind testing the SessionPivotsV28 indicator?

FT,

I tested V28 both CurrentDay and Pivots on RTH and ETH and they work great.....I compared with the vaues u posted on the link and I have exactly the same.....

look forward to Opening Range V28 to complete the arsenal.....thanks so much...

GT
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gtichauer View Post
FT,

I tested V28 both CurrentDay and Pivots on RTH and ETH and they work great.....I compared with the vaues u posted on the link and I have exactly the same.....

look forward to Opening Range V28 to complete the arsenal.....thanks so much...


Don't hesitate to inform me if any values are not correct. I appreciate feedback, as I cannot test 10 different time zones and data feeds myself. Thank you for testing.

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Here is a preliminary version of the OpeningRangeV28, not yet fully tested. It follows a competely different logic than the precursor, so it is more or less a new indicator. These are the changes:


Up to 3 Sessions to be entered via Session Manager

You need to enter all session times via the session manager. The indicator will plot the opening range on the beginning of your main session. You cannot enter session times via indicator dialogue, it is done via the session manager.


Select the session where to plot the opening range

Via indicator dialogue you can select the first, second or third intraday session. The opening range plots until the end of the trading day.


Select your opening range

The default is 60 min, but you can also use 5 min, 120 min or any different period.


Choose between the Night Session, the European Session and the Asian Session

The indicator allows you to display the the range of price activity prior to the opening. As a default it will display the Night Session Range. which includes all price action prior to open. Via indicator panel you can also opt to display the European Session Range or the Asian Session Range. The times for the European and Asian Sessions can be individually selected. Use Central European Time for the Euriopean Session or Tokyo Standard Time for the Asian Session.


Example

I have used a three session template for $EURUSD. The three sessions represent the Asian, the European and the US session. You can obviously build your own session template with different times.

The indicator displays opening range for US session (third session selected), the European Session Range and Asian Session Range (second instance of the indicator needed to display the Asian Session in parallel with the European Session).

You will not that the high of the Asian Session Range was an important support for EURUSD during the US session today.


Edit: This version only runs on NT 7.0.0.21, for users with NT 7.0.0.20 or earlier, please see post #68 of this thread.

Attached Thumbnails
Indicator to Plot the OHLC - user selected start/stop times-forex-template.jpg   Indicator to Plot the OHLC - user selected start/stop times-eurusd-15-min-10_09_2010.jpg  
Attached Files
Register to download File Type: zip TestOpeningRangeV28.zip (6.7 KB, 38 views)

Last edited by Fat Tails; September 10th, 2010 at 05:05 PM.
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Another Example for YM

This example uses a two-session- template for ES (Globex Night Session and RTH Session).

The chart shows RTH pivots, opening range and European Session range.

Attached Thumbnails
Indicator to Plot the OHLC - user selected start/stop times-cme-template.jpg   Indicator to Plot the OHLC - user selected start/stop times-ym-12-10-5-min-10_09_2010.jpg  
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Fat Tails View Post
Here is a preliminary version of the OpeningRangeV28, not yet fully tested. It follows a competely different logic than the precursor, so it is more or less a new indicator. These are the changes:

FT,

I receive an error when importing it....

TechSmith | Screencast.com, online video sharing, 09.10.2010-16.23.32

GT
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gtichauer View Post

ver. b21, I just import it np, you may want to delete the old indi first.

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Probably due to use of GetTradingDayFromLocal()

I have an idea, why this might have failed. I have coded the indicator today by using NT 7.0.0.21 and it uses the method Bars.GetTradingDayFromLocal() in line 743. This is a new code breaking change that has been decided for NT 7, as the old methods are no longer supported.

See this thread here for further information:

GetSessionBar() flawed - NinjaTrader Support Forum

If you still use NT 7.0.0.20 or earlier, the indicator may not work. If you look at your tracefile you should find an error message that confirms my suspicion.

So I cannot use the old method, because it does not work for NT 7.0.0.21 and higher, and I cannot use the new method, because it will not run on the prior versions still installed by most of the users.

I finally found a workaround. The version below does not use the offensive methods and should work. I have tested it on my second machine as well and it runs as expected with NT 7.0.0.21.

Indicator below contained in Test2OpeningRange should run on all versions of NT7.

Attached Files
Register to download File Type: zip Test3OpeningRangeV28.zip (6.8 KB, 54 views)

Last edited by Fat Tails; September 10th, 2010 at 07:53 PM.
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Found that code again.

OK, I found a second line with the offensive code. Test2OpeningRange should now also run on older versions of NT 7.0

Have replaced the code again, you can download it from the previous post.

This is really more of a NinjaTrader problem. Because a number of methods were not correctly implemented for all versions prior to NT 7.0.0.21, I was eager to change and use the correct methods, which I already had tested on a custom install during the last week. So I forgot that everybody else still has NT 7.0.0.20 or earlier, and that these new tested methods cannot be used.
The precurseurs were flawed, so I did not implement them either. Took some time to write the workaround, which should comply with all versions.

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Fat Tails View Post
OK, I found a second line with the offensive code. Test2OpeningRange should now also run on older versions of NT 7.0

Have replaced the code again, you can download it from the previous post.

This is really more of a NinjaTrader problem. Because a number of methods were not correctly implemented for all versions prior to NT 7.0.0.21, I was eager to change and use the correct methods, which I already had tested on a custom install during the last week. So I forgot that everybody else still has NT 7.0.0.20 or earlier, and that these new tested methods cannot be used.
The precurseurs were flawed, so I did not implement them either. Took some time to write the workaround, which should comply with all versions.

FT,

Now working perfect on historical data....will check Monday on Real time. or weekend on replay....two comments:
- do I have to change anything as I did with prev version to plot OR high/low since they are defined (remaining fixed) instead of since the opening and moving until they are finally defined?

- with prev version I edited and changed the names to IB High/Low and o/n High/low but in this case it is not working? can u guide me how to do this?

thanks again !!!

GT
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