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

permalink · September 6th, 2010, 08:20 PM

FT,

I am experimenting with your indis.....have a question for a potential tweek.....is it possible for the OpeningRange v27 to start plotting the Opening Range at the time it is completed vs moving up or down with the highs/lows UNTIL the time is completed?

My reasoning here is that I want to know the IB High/Low (60m) but if u see the line since the opening u need to check the time everytime it is being tested to see if it is the final IB or not.....

if I need to delete something from the code u can tell me and I will try.....thanks

another question....just curious if it is possible with the anaCurrentDayOHLV23 to plot RTH data on an ETH template?

Thanks again for your help and great indi the relative volume u posted...!!!

permalink · September 7th, 2010, 01:41 AM

gtichauer

FT,

I am experimenting with your indis.....have a question for a potential tweek.....is it possible for the OpeningRange v27 to start plotting the Opening Range at the time it is completed vs moving up or down with the highs/lows UNTIL the time is completed?

My reasoning here is that I want to know the IB High/Low (60m) but if u see the line since the opening u need to check the time everytime it is being tested to see if it is the final IB or not.....

if I need to delete something from the code u can tell me and I will try.....thanks

another question....just curious if it is possible with the anaCurrentDayOHLV23 to plot RTH data on an ETH template?

Thanks again for your help and great indi the relative volume u posted...!!!

(1) Modify line 324 of the indicator to

Code

 
if (plotOHL && sessionOpen && Time[0] > sessionEnd.Subtract(sessionLength-openingPeriod))

and it will only start plotting the opening range after the opening period is complete. The opening range will be shown starting from the open.

(2) Yes, it is possible to plot RTH data with anaCurrentDayOHLV23 on an ETH template. But you need to use a custom session template which uses 2 sessions as shown below. Then set Day Session OHL to "true" via indicator dialogue box.

The Opening Range Indicator is not yet fully compatible with two session templates. It will not show the European Session or Night Session Range on a two session template. The next version should do that.

permalink · September 7th, 2010, 07:58 AM

FT,

one question: Which values do you use to calculate todays pivot range and 3-day-rolling pivots? Because of yesterdays US bankholiday, do you use High, Low, Close/Settle from yesterday or last friday for futures like 6E, CL, TF?

Thank you for the great work you are doing here at futures.io (formerly BMT)!

permalink · September 7th, 2010, 08:46 AM

TempletonPeck

FT,

one question: Which values do you use to calculate todays pivot range and 3-day-rolling pivots? Because of yesterdays US bankholiday, do you use High, Low, Close/Settle from yesterday or last friday for futures like 6E, CL, TF?

Thank you for the great work you are doing here at futures.io (formerly BMT)!

Tuesday September 7: ETH pivots are calculated from Friday's ETH High, ETH Low and Settlement Price for all CME traded instruments. RTH pivots are calculated from Friday's RTh High, RTH Low and Settlement Price for all CME traded instruments. The 3-day rolling pivot is calculated from the 3-day-high, 3-day-low (both Wednesday to Friday) and Friday's close.

Wednesday, September 8: ETH pivots are calculated from ETH two-day-high. ETH two-day-low (Monday and Tuesday) and Tuesday's settlement price. RTH pivots are calculated from the high, low and settlement price of Tuesday's RTH session. The rolling pivot is calculated from the 4-day-high, 4-day-low (both Thursday to Tuesday) and Tuesday's close.

If you use ETH pivots, this is all done automatically by the SessionPivotsV23 inddicator. For RTH pivots the SessionPivotsV23 does not yet catch the correct settlement price, but uses the close instead.

I am also a learner and gradually approaching the truth, if there is any.

permalink · September 7th, 2010, 09:24 AM

Fat Tails

(1) Modify line 324 of the indicator to

Code

 
if (plotOHL && sessionOpen && Time[0] > sessionEnd.Subtract(sessionLength-openingPeriod))

and it will only start plotting the opening range after the opening period is complete. The opening range will be shown starting from the open.

.

Ok with (1) already tested and working....thanks....really LOVE having the text plotting at the right of the lines....will play with (2) later.....

permalink · September 7th, 2010, 09:34 AM

Fat Tails

Tuesday September 7: ETH pivots are calculated from Friday's ETH High, ETH Low and Settlement Price for all CME traded instruments. RTH pivots are calculated from Friday's RTh High, RTH Low and Settlement Price for all CME traded instruments. The 3-day rolling pivot is calculated from the 3-day-high, 3-day-low (both Wednesday to Friday) and Friday's close.

Wednesday, September 8: ETH pivots are calculated from ETH two-day-high. ETH two-day-low (Monday and Tuesday) and Tuesday's settlement price. RTH pivots are calculated from the high, low and settlement price of Tuesday's RTH session. The rolling pivot is calculated from the 4-day-high, 4-day-low (both Thursday to Tuesday) and Tuesday's close.

If you use ETH pivots, this is all done automatically by the SessionPivotsV23 inddicator. For RTH pivots the SessionPivotsV23 does not yet catch the correct settlement price, but uses the close instead.

I am also a learner and gradually approaching the truth, if there is any.

Thanks for your quick answer,
yes, I use your nice sessionpivots indicator for ETH pivots.
Pivot Range and 3-Day rolling pivot I calculate by hand (and I did not know how to do this for today before your answer, now it is clear). Or can your indicator do this and I only don�t know how to adjust it? I thought I have to wait for the release of your "colour version" which I saw on some of your screenshots.

Thanks again

permalink · September 7th, 2010, 09:47 AM

TempletonPeck

Thanks for your quick answer,
yes, I use your nice sessionpivots indicator for ETH pivots.
Pivot Range and 3-Day rolling pivot I calculate by hand (and I did not know how to do this for today before your answer, now it is clear). Or can your indicator do this and I only don�t know how to adjust it? I thought I have to wait for the release of your "colour version" which I saw on some of your screenshots.

Thanks again

Rolling pivots and colouring is work in progress. Not yet ready to be released.

permalink · September 8th, 2010, 10:12 PM

Fat Tails

(2) Yes, it is possible to plot RTH data with anaCurrentDayOHLV23 on an ETH template. But you need to use a custom session template which uses 2 sessions as shown below. Then set Day Session OHL to "true" via indicator dialogue box.

The Opening Range Indicator is not yet fully compatible with two session templates. It will not show the European Session or Night Session Range on a two session template. The next version should do that.

FT as u mention it worked great except for the Night Session Range.....thanks and do u have in mind when the new version will contemplate this? If it is a matter of days I can wait and do nothing, if not I will look an alternative solution until you release it.....thanks so much.....u have really simplified a lot some of my charts

permalink · September 9th, 2010, 03:46 AM

I have just published a new pivots indicator, which can be tested now. It addresses a few issues:

(1) There was bug that occured on teh session after a double day holiday session.

(2) RTH pivots did not use the settlement price but the close. They now also work with settlement price.

(3) Pivots are now rounded to the tick.

Indicators are here:

NT7 Toolbox for Floor Pivots

Problems with NinjaTrader methods now solved

There were the following problems, the status with the last binary was

- GetSessionBar() flawed -> solution: method should not be used anymore
- GetSessionDate() flawed -> solution: method abandoned
- PriorDayOHLC …

I still need to adapt he Opening Range indicator to work with multi-session templates. Should be ready tomorrow.

permalink · September 9th, 2010, 10:42 AM

gtichauer

FT as u mention it worked great except for the Night Session Range.....thanks and do u have in mind when the new version will contemplate this? If it is a matter of days I can wait and do nothing, if not I will look an alternative solution until you release it.....thanks so much.....u have really simplified a lot some of my charts

FT,

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?

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,

[img]https://nexusfi.com/v/xefa76.png[/img]

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

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