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tf session template in NT?
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Created: by madLyfe Attachments:14

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tf session template in NT?

  #21 (permalink)
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madLyfe View Post
im not sure if this is me or not, but im having pivot issues on the DX, the 6E is fine for me tho..

here are my settings:

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here are the values plotted:

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here is what they should be:

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The session template is correct. The values for high, low and close as indicated on your table with the red arrows, are high, low and close from Friday, February 17. They were used to calculate Monday's pivots.

Today's - Tuesday's - pivots are calculated from Monday's high, low and close. According to the daily ICE Market Report for Futures, yesterday's high, low and close were 79.325 / 78.910 / 79.456. These values are those in my Historical Data Base.

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The high and low shown by your chart is correct. Just the close is off, as your chart shows the value 79.005 instead of 79.456. This issue is data related and you need to check your historical data base.


Last edited by Fat Tails; February 21st, 2012 at 12:48 PM.
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  #22 (permalink)
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Fat Tails View Post
The session template is correct. The values for high, low and close should be as indicated on your table with the red arrows (as per exchange). I checked my daily data base. These values are also the values, which will be displayed, if you use daily Kinetick data.

The chart with the pivots indicator shows false values. The indicator uses ETH/DailyBars setting. With this setting the indicator loads those values directly from your historical data base for daily data.

I would guess that the historical data base contains false or corrupted data.

i have reloaded the data many times while connected to kinetick data first.. is there i way i should force NT to reload all new data for all my instruments?

dont believe anything you hear and only half of what you see

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  #23 (permalink)
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madLyfe View Post
i have reloaded the data many times while connected to kinetick data first.. is there i way i should force NT to reload all new data for all my instruments?

did you already try: tools - options - data and then reset/repair db?

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  #24 (permalink)
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Fat Tails View Post
The session template is correct. The values for high, low and close as indicated on your table with the red arrows, are high, low and close from Friday, February 17. They were used to calculate Monday's pivots.

Today's - Tuesday's - pivots are calculated from Monday's high, low and close. According to the daily ICE Market Report for Futures, yesterday's high, low and close were 79.325 / 78.910 / 79.456. These values are those in my Historical Data Base.

Attachment 63345

The high and low shown by your chart is correct. Just the close is off, as your chart shows the value 79.005 instead of 79.456. This issue is data related and you need to check your historical data base.

ah ok.. damn im dumb sometimes.. wonder why the mypivots website isnt updated.. because of holiday maybe?


Silvester17 View Post
did you already try: tools - options - data and then reset/repair db?

doesnt one hurt your db of trades too?

dont believe anything you hear and only half of what you see

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  #25 (permalink)
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madLyfe View Post

doesnt one hurt your db of trades too?

a list should pop up. it'll tell you what will be deleted.

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  #26 (permalink)
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madLyfe View Post
ah ok.. damn im dumb sometimes.. wonder why the mypivots website isnt updated.. because of holiday maybe.

These holiday issues are not easy to treat for the pivots indicator:

CME/NYMEX have just one session covering Monday and Tuesday, so you would indeed use Friday's high, low and close to calculate the pivots for Tuesday, February 21.

There are just 6 days per year where this happens and the indicator is configured to detect all CME and Nymex instruments and apply this rule. The anaCurrentDayVWAPV38 does the same thing, if you set it to ETH.

Now - as far as I know - ICE does not have a joint trading day for Monday and Tuesday, but there are 2 separate trading days. So you would have to calculate Tuesday's pivots from Monday. At least this is what all session indicators do:

CME Group incl. NYMEX: Tuesday's pivots are calculated from Friday, Wednesday's pivots are calculated from the double day session Monday+Tuesday.

All other exchanges: Pivots are calculated from HLC of the prior day.

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  #27 (permalink)
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Silvester17 View Post
a list should pop up. it'll tell you what will be deleted.

ya i tried both of them and cant get the DX Close to correct values..


Fat Tails View Post
These holiday issues are not easy to treat for the pivots indicator:

CME/NYMEX have just one session covering Monday and Tuesday, so you would indeed use Friday's high, low and close to calculate the pivots for Tuesday, February 21.

There are just 6 days per year where this happens and the indicator is configured to detect all CME and Nymex instruments and apply this rule. The anaCurrentDayVWAPV38 does the same thing, if you set it to ETH.

Now - as far as I know - ICE does not have a joint trading day for Monday and Tuesday, but there are 2 separate trading days. So you would have to calculate Tuesday's pivots from Monday. At least this is what all session indicators do:

CME Group incl. NYMEX: Tuesday's pivots are calculated from Friday, Wednesday's pivots are calculated from the double day session Monday+Tuesday.

All other exchanges: Pivots are calculated from HLC of the prior day.

as stated above i couldnt get it to populate with the correct DX close and im guessing it because of what you said above.. so should i wait for tomorrows pivots to see what they look like and to see if they have corrected?

dont believe anything you hear and only half of what you see

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  #28 (permalink)
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madLyfe View Post
As stated above i couldnt get it to populate with the correct DX close and im guessing it because of what you said above.. so should i wait for tomorrows pivots to see what they look like and to see if they have corrected?

I think that Kinetick does not have Monday's daily data for ICE futures.

However, the holiday calendar of ICE Futures Europe states that the trading day of Monday, February 20 follows Status A, which means an early settlement. That confirms that Monday should have been a separate trading day for ICE futures, and that daily data should be available.

You can also compare today's situation to January 16/17. If you check daily data, you will note that January 16/17 is one trading day for CME/NYMEX but two trading days for ICE.

However, if I look into my historical data base, there are no values for Monday, so this seems to be a Kinetick problem.

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  #29 (permalink)
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Should we ask for a refund?


Fat Tails View Post
...

However, if I look into my historical data base, there are no values for Monday, so this seems to be a Kinetick problem.


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  #30 (permalink)
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trendisyourfriend View Post
Should we ask for a refund?

You problaby made an extraordinary profit, as you have used secrets pivots that were not known to anybody else.

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