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Calculate GAP (Close of Prior Day, Open of Current Day)
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Calculate GAP (Close of Prior Day, Open of Current Day)

  #11 (permalink)
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Thanks guys...

Not super interested in doing it each day. TS was nice that I guess it did it for you. I don't find the RTH for the ICE which is a lesser used market, but it sure would be nice. I think the others w/ CBOT/CME would be fine w/ just using RTH and then modifying the screen...

I would think w/ all the GAP fill type scenario's that there would be an easy way to get this done in Ninja.

Still reviewing FatTails concept.

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  #12 (permalink)
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cory View Post
or go to my pivots look up contracts you interest in
Daily Notes - Metrics for Day Traders

Thanks, this helps! I used to use another site a while back but they started charging.

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  #13 (permalink)
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Fat Tails View Post
Before you do this, three decisions to be taken:

(1) Do you want to display a 24 hour chart including night session or do you only want to display the day session?
(2) Do you want to use last or settlement for yesterday's close?
(3) Do you want to display ETH or RTH open?

Assumption: I assume that you want to

(1) display a 24 hour chart
(2) use the settlement price
(3) use the RTH open

Settlement can only be collected from daily data, RTH open can be only collected from intraday data by using an appropriate session template. So you need

(a) to set up an appropriate session template
(b) to connect to a daily data provider who was the settlement (for example Kinetick EOD)
(c) to code an indicator who does the trick.

(a) Session template for ES is attached.
(b) Data provider ?
(c) Indicator needs to be coded, but just to check you can use the SessionPivots indicator in DailyBars mode (default setting) as it will display yesterday's settlement, and the OpeningRange indicator in RTH mode / second (default setting), which will display today's open. If I merge the indicators and scrap the unwanted rest, they can jointly do what you are looking for. Chart is attached.

I have my session set up. If you could send me the indicator to try it out and double check the numbers then I would be deeply appreciative! Not that I am not already!

I use Zen-Fire datafeed, but would that EOD feed still be needed?

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  #14 (permalink)
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bluemele View Post
I have my session set up. If you could send me the indicator to try it out and double check the numbers then I would be deeply appreciative! Not that I am not already!

I use Zen-Fire datafeed, but would that EOD feed still be needed?

The indicators are in the download section:

https://futures.io/free_downloads/ninjatrader-7/indicators/371-download.html?view

https://futures.io/free_downloads/ninjatrader-7/indicators/620-download.html?view


I do not have Zenfire. As far as I know the daily data of Zenfire does not give you the settlement (?). In this case you need to first-connect to Kinetick EOD for correct daily data. Then second-connect to Zenfire. If you do this in SIM-Mode, you can not execute orders. With a real account no problem.

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  #15 (permalink)
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Fat Tails View Post
The indicators are in the download section:

https://futures.io/free_downloads/ninjatrader-7/indicators/371-download.html?view

https://futures.io/free_downloads/ninjatrader-7/indicators/620-download.html?view


I do not have Zenfire. As far as I know the daily data of Zenfire does not give you the settlement (?). In this case you need to first-connect to Kinetick EOD for correct daily data. Then second-connect to Zenfire. If you do this in SIM-Mode, you can not execute orders. With a real account no problem.

Ok, got it, will give it a try.

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  #16 (permalink)
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bluemele View Post
Ok, got it, will give it a try.


This week is a bit special due to holidays. CME had no settlement on Monday, the pivots indicator has the CME holiday settings. If you use it for a non-CME instrument, you better delete the holidays first, as they do not apply.

Will change this with the next version of the pivots indicator, it should autodetect, whether an instrument is CME traded, and only apply the holiday sessions selectively.

Just writing this, as you may see some results that are not evident.

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  #17 (permalink)
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Fat Tails View Post
This week is a bit special due to holidays. CME had no settlement on Monday, the pivots indicator has the CME holiday settings. If you use it for a non-CME instrument, you better delete the holidays first, as they do not apply.

Will change this with the next version of the pivots indicator, it should autodetect, whether an instrument is CME traded, and only apply the holiday sessions selectively.

Just writing this, as you may see some results that are not evident.

Yes, I realized that. Thanks. The holiday definitely added some complication in understanding.

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