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Ana Daily Pivots won't load since CQG data conversion
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Ana Daily Pivots won't load since CQG data conversion

  #1 (permalink)
Elite Member
new york,new york, usa
 
Futures Experience: Advanced
Platform: Ninja, Esignal
Favorite Futures: es,6e
 
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Ana Daily Pivots won't load since CQG data conversion

I trade the ES and run Esignal and NinjaTrader simultaneously. I love Fat Tails' Ana pivots and have been using them with great success on NT until last Monday when CQG unexpectedly made their data conversion to the new CME 3.0 from Fix/Fast. I had to change my Ninja 555T charts to 185T to get it close to what it was, but I can no longer load the Ana Daily pivots on any Tick setting, although the Weekly and Monthly still load...very strange.
In Ninja Market Replay, they all show up and coincide with the Esignal version of the pivots.
However, even the standard Ninja pivots don't line up with the Esignal pivots anymore in real time.
I mean they are WAY different, with Friday's Daily Pivot being 2076.75 on Esignal, and 2110 on Ninja.
I have all Ninja charts on <Use instrument settings> for the data.
I also get an "Insufficient historical data for the Daily Pivot indicator, please increase chart look back" even though I am loading 100 days!!!
ALL of these indicators worked perfectly in real time with these exact same settings until last Monday, and the CQG data debacle.
any help would help!!!
Thanks in advance!!!

Update...now the Weekly Pivots are not loading
possibly as the period expires, i.e. one day, one week, the program can no longer grab the data??
dunno..I am not a programmer


Last edited by thommytrader; May 10th, 2015 at 08:33 PM. Reason: update
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  #2 (permalink)
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thommytrader View Post
I trade the ES and run Esignal and NinjaTrader simultaneously. I love Fat Tails' Ana pivots and have been using them with great success on NT until last Monday when CQG unexpectedly made their data conversion to the new CME 3.0 from Fix/Fast. I had to change my Ninja 555T charts to 185T to get it close to what it was, but I can no longer load the Ana Daily pivots, although the Weekly and Monthly still load...very strange.
In Ninja Market Replay, they all show up and coincide with the Esignal version of the pivots.
However, even the standard Ninja pivots don't line up with the Esignal pivots anymore in real time.
I mean they are WAY different, with Friday's Daily Pivot being 2076.75 on Esignal, and 2110 on Ninja.
I have all Ninja charts on <Use instrument settings> for the data.
I also get an "Insufficient historical data for the Daily Pivot indicator, please increase chart look back" even though I am loading 100 days!!!
ALL of these indicators worked perfectly in real time with these exact same settings until last Monday, and the CQG data debacle.
any help would help!!!
Thanks in advance!!!


Please make sure that you have updated your daily data in your data base

If there are no pivots displayed there is a simple reason. Depending on the settings the indicator requires daily data.

When you open up an intraday chart with the pivots indicator applied, this will not automatically trigger the loading of daily data, when you are connected.

Therefore you should

- either open the historical data manager in the morning and download (update) daily data for all instruments that you trade
- alternatively open a daily chart in parallel with your intraday chart

When you daily data is not complete, the pivot indicator will show a message that the daily data is not sufficient.


There is a difference between GLOBEX pivots and floor pivots


GLOBEX pivots:

regular session high Thursday = 2088.25
regular session low Thursday = 2057.00
settlement Thursday = 2084.25

GLOBEX pivot PP = 2076.50

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Floor pivots:

regular session high Thursday = 2088.25
regular session low Thursday = 2069.25
settlement Thursday = 2084.25

floor pivot PP = 2080.50

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I do not know how you managed to get a pivot of 2110 on NinjaTrader.

The data you loaded must be completely off or you did not update it.

The pivot indicator calculates correctly, but there is a garbage in -> garbage out problem.

Without the correct data it will not work.

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  #3 (permalink)
Elite Member
new york,new york, usa
 
Futures Experience: Advanced
Platform: Ninja, Esignal
Favorite Futures: es,6e
 
Posts: 12 since Aug 2010
Thanks: 8 given, 15 received

Thanks!


Really and truly.....Thanks, I am working on all your suggestions.
will post updates as I progress
thanks again!!

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  #4 (permalink)
Elite Member
new york,new york, usa
 
Futures Experience: Advanced
Platform: Ninja, Esignal
Favorite Futures: es,6e
 
Posts: 12 since Aug 2010
Thanks: 8 given, 15 received

THANKS FAT TAILS

that worked with the Ana pivs, the Ninja pivs were still whacky but seemed to have straightened out...it seemed yesterday they were taking the HLC from the Day session only....today they matched the Ana pivs..
Just wanted to thank you again for all the great work you do on here!

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