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anadailypivots v39
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Created: by turkmay Attachments:15

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anadailypivots v39

  #41 (permalink)
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dragutin View Post
Hi

Ok i install now last version 42 of anaDailypivots and every thing is fine. The previos version didnt work.
Thank you Fat Tails!

Can you attach the download link please

Thanks

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  #42 (permalink)
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Raj1 View Post
Can you attach the download link please

Thanks

Here you go:

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

Just use the search function in the Download section for any uploads by Fat Tails...

"If you don't design your own life plan, chances are you'll fall into someone else's plan. And guess what they have planned for you? Not much." - Jim Rohn
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2015 Holiday Update


Is there a 2015 holiday update coming for this?
Thanks Fat Tails for everything, and the very Best of the Season to you and your family !

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  #44 (permalink)
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Shamal View Post
Is there a 2015 holiday update coming for this?
Thanks Fat Tails for everything, and the very Best of the Season to you and your family !

There will be a holiday update. I just need to find the time to do it.

If you wish you can enter the new dates yourself, for example by replacing the dates from 2009 with the dates for 2015. The dates are Martin-Luther-King-Day, President's Day, Memorial Day, Independence Day, Labor Day and Thanksgiving. You can check them via the holiday calendar available on the CME website.

Once you have entered the new dates, right click into one of the fields and save them as default dates.

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Update Session Indicators - Holiday Calendar 2015

I have started with the update for 2015. For details see link below:

https://futures.io/elite-circle/25791-toolbox-2013-trading-session-30.html#post462560

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  #46 (permalink)
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I have started with the update for 2015. For details see link below:

https://futures.io/elite-circle/25791-toolbox-2013-trading-session-30.html#post462560



Any chance to incorporate this: NYC Exchange Holidays - CodeProject

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  #47 (permalink)
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Prtester View Post
Any chance to incorporate this: NYC Exchange Holidays - CodeProject


Thank you for your suggestion. The actual problem is that each stock or futures exchange treats holidays in a different fashion. If I look at CME/NYMEX there are different types of holidays:



Type 1 Holiday: Exchange is closed

Examples: New Year's Day, Christmas Day


Type 2 Holiday: Exchange is partly closed during the regular session. Trading day is incorporated into the next working day (settlement of all trades one day later)

Examples: Martin-Luther-King Day, President's Day, Memorial Day, Independence Day, Labor Day, Thanksgiving


Type 3 Holiday: Exchange is open

Examples: Columbus Day, Veteran's Day


Type 4 Holiday: Closed when Holiday is a Monday

Example: Christmas Eve

Monday Dec. 24, 2012: exchange closed
Tuesday Dec. 24, 2013: exchange open
Wednesday Dec. 24, 2014 exchange open



Type 5 Holiday: You never know

Example: Good Friday

Index Futures:

Friday, Apr.10, 2009: exchange closed
Friday, Apr. 2, 2010: exchange open with early close at 10:00 PM EST
Friday, Apr. 22, 2011: exchange closed
Friday, Apr. 6, 2012: exchange open with early close at 10:00 PM EST
Friday, March 29, 2013: exchange closed
Friday. March 18: exchange closed

NYMEX Energy Futures:

Friday, Apr.10, 2009: exchange closed
Friday, Apr. 2, 2010: exchange closed
Friday, Apr. 22, 2011: exchange closed
Friday, Apr. 6, 2012: exchange closed
Friday, March 29, 2013: exchange closed
Friday. March 18: exchange closed



In the end it depends on what you wish to achieve. Holidays for which the exchange is closed are completely irrelevant, as they do not appear on the chart. The SessionPivots indicators basically need to detect trading sessions that are integrated with the following trading day. The Relative Volume and volatility based indicators may need to exclude trading days with atypical volume or ranges.

The SessionPivots indicator needs the holiday dates Type 2 to work correctly. The dates for the two relevant Good Fridays would be needed for CME US Index Futures, if you calculate the pivots via the option CalcFromIntradayData. However, they are not needed for other CME/NYMEX traded instruments. If you wish to have them applied for index futures you would need to add them manually.

In the end it is the trader who should decide which holidays are set and which are not set.

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Hi....what is the proper Data Series--> Session template to select for trading crude oil? I"m using the NYMEX Metals/Energy ETH and it seems to be fine.

And what is the TF session template? I can't seem to find anything to match up.


Last edited by futurestrader1; February 9th, 2015 at 05:16 AM.
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futurestrader1 View Post
Hi....what is the proper Data Series--> Session template to select for trading crude oil? I"m using the NYMEX Metals/Energy ETH and it seems to be fine.

And what is the TF session template? I can't seem to find anything to match up.


For full session Globex pivots:

Select session template NYMEY Metals/Energy ETH for CL and session template ICE Index Futures ETH for TF. Session templates should match electronic trading times.


For regular session floor pivots:

Please create session templates as attached below. The session templates below can also be use to display full session Globex pivots, but for Globex pivots you can also use the templates above.



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great and working as it should now!


Last edited by futurestrader1; February 9th, 2015 at 11:57 AM.
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