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ETH VWAP on RTH chart


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ETH VWAP on RTH chart

  #11 (permalink)
 philhm 
New York, NY
 
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Hi All,

I've been going nuts trying to set RTH vwap on ETH charts but no matter what I try with the indicator I still get ETH vwap.. Fat Tails or someone who is familiar with this, would really appreciate any help to set up as currently have dual datasets which has an effect on other indicators and forces me to have extra chart windows.

Thanks

Phil

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  #12 (permalink)
 
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 mikky182 
Dublin
 
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philhm View Post
Hi All,

I've been going nuts trying to set RTH vwap on ETH charts but no matter what I try with the indicator I still get ETH vwap.. Fat Tails or someone who is familiar with this, would really appreciate any help to set up as currently have dual datasets which has an effect on other indicators and forces me to have extra chart windows.

Thanks

Phil

Hi @philhm,

did you set your session template to include RTH open? IF you have a 24/7 session template you cant get RTH vwap..

See screen shot im GMT so my open is 14:30..

Hope this helps..

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  #13 (permalink)
 ejtrader 
Portland, OR
 
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mike - Curious - how would you do it in MC? using ADE?


Big Mike View Post
Shame there is not a way to hide the dataseries from view.

MultiCharts has a similar limitation, but you can share info across charts, using a second chart somewhere on your workspace (minimized) to plot values on another chart. Still more complicated than it needs to be.

Mike


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  #14 (permalink)
 philhm 
New York, NY
 
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mikky182 View Post
Hi @ philhm,

did you set your session template to include RTH open? IF you have a 24/7 session template you cant get RTH vwap..

See screen shot im GMT so my open is 14:30..

Hope this helps..

Thanks vm mikky182, that explains it all. I only had one time per day on the session template. Makes total sense. Thanks again, this has been driving me nuts as I don't like to use multiple data sets just for a few indicators but didn't see how to fix.

Phil

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  #15 (permalink)
 
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 Fat Tails 
Berlin, Europe
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philhm View Post
Hi All,

I've been going nuts trying to set RTH vwap on ETH charts but no matter what I try with the indicator I still get ETH vwap.. Fat Tails or someone who is familiar with this, would really appreciate any help to set up as currently have dual datasets which has an effect on other indicators and forces me to have extra chart windows.

Thanks

Phil

@ mikky182 is correct, although the session template he uses is a bit strange because it excludes part of the data. I would suggest to use a session template, which reflects the actual trading hours. For ES 03-12 this would be

ETH session: 3:30 PM to 3:15 PM (exception Sunday afternoon, where the session starts at 5:00 PM)
RTH session: 8:30 AM to 3:15 PM

The session template, which reflects best the official trading hours is the template attached. As ES 03-12 is traded in Chicago, all times need to be Central Time.

Please proceed as follows:

(1) Create appropriate session template
(2) Select that session template under instrument settings as the default template for your instrument.
(3) Open all charts with <instrument settings> only, never ever use 24/7, which is always false.

Now apply anaCurrentDayVWAPV38 and set it to RTH. Your chart should now look as attached.





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  #16 (permalink)
 philhm 
New York, NY
 
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Thanks Fat Tails and mikky182. Much appreciated.

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  #17 (permalink)
 
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 mikky182 
Dublin
 
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Fat Tails View Post
@ mikky182 is correct, although the session template he uses is a bit strange because it excludes part of the data.

Yep its a bit strange well spotted @Fat Tails I have no need for yesterdays after hours values (im not using that in any calculations) and the only thing that interests me is reaction to news from EU as well as US... if I would use RTH only I would miss today's reaction to news..

However you are right its best to use proper CME opening hours for session template..

btw thank you so much for vwap its brilliant!!

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  #18 (permalink)
 
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 Big Mike 
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ejtrader View Post
mike - Curious - how would you do it in MC? using ADE?

Yes, ADE.

Mike

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  #19 (permalink)
 renvik 
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Fat Tails View Post
@ mikky182 is correct, although the session template he uses is a bit strange because it excludes part of the data. I would suggest to use a session template, which reflects the actual trading hours. For ES 03-12 this would be

ETH session: 3:30 PM to 3:15 PM (exception Sunday afternoon, where the session starts at 5:00 PM)
RTH session: 8:30 AM to 3:15 PM

The session template, which reflects best the official trading hours is the template attached. As ES 03-12 is traded in Chicago, all times need to be Central Time.

Please proceed as follows:

(1) Create appropriate session template
(2) Select that session template under instrument settings as the default template for your instrument.
(3) Open all charts with <instrument settings> only, never ever use 24/7, which is always false.

Now apply anaCurrentDayVWAPV38 and set it to RTH. Your chart should now look as attached.



@FatTails: Thank you so much for putting up the session template - Now I have got the MTF indicators working correctly

Two days ago I started using PriorSessionFibs, and it worked correctly (drawing fibs for the ON session). However, today it drew fibs for yesterdays RTH session, tried removing adding the indicator, but no dice; may be tomorrow.

Really appreciate your hard work.

Cheers,
Kumar

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  #20 (permalink)
 
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 Fat Tails 
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renvik View Post
@FatTails: Thank you so much for putting up the session template - Now I have got the MTF indicators working correctly

Two days ago I started using PriorSessionFibs, and it worked correctly (drawing fibs for the ON session). However, today it drew fibs for yesterdays RTH session, tried removing adding the indicator, but no dice; may be tomorrow.

Really appreciate your hard work.

Cheers,
Kumar

Hi Kumar,

the indicator is called PriorSessionFibs, because it draws fibs from yesterday's session (ETH or RTH as specified).

If you want to draw Fibs for the current session, you would need to use the anaCurrentDayOHLV indicator, which you will find here:


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Last Updated on February 21, 2012


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