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Note that for the US markets, I choose as the Initial Balance 15h-15h15 (it should be 9h-9h15 us time ?) which is the globex pre-market of the "cash" session, if I may say so !!! (kind of tricky lol)
If you take a session from 1:00 AM to 1:00 AM you will get false floor pivots. Have a look at my SessionPivots. Holiday problem solved, you can enter holidays via indicator dialogue box. CME holidays are preconfigured.
You could just use this indicators and add your volume counter.
Why don't you take 15h00 to 15h30 (market open), or even better 13H00 to 15h00 to include the news volume?
The indie also plots Camarilla. It takes the session times from the session template. So you can choose whatever session you like. A detailed description of the options is here:
I am getting quite a number of messages and mails, how to configure the various pivot indicators, so I decided to post a brief summary and explain via a few examples, how to draw the pivots where you want them. I attach the SessionPivots indicators for …
