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Combine Sunday and Monday's session


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Combine Sunday and Monday's session

  #11 (permalink)
 
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 GridKing 
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Yeah, seems like setting specific time date etc is only good to end of chart and not start : end time unless TPO is used....

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  #12 (permalink)
 
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Yup, I think I will have to give up on this.

I am not even sure of the usefulness of merging the two.

Mike

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  #13 (permalink)
 Jolew 
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I may be confused, but your chart seems OK to me. You have 5/31 which is a Thursday, a gap of two days for weekend, and 6/3 which is Sunday. Since Sierra labels bars by the start time, isn't this correct?

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  #14 (permalink)
 
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Jolew View Post
I may be confused, but your chart seems OK to me. You have 5/31 which is a Thursday, a gap of two days for weekend, and 6/3 which is Sunday. Since Sierra labels bars by the start time, isn't this correct?

It's not correct if you want to combine the Sunday and Monday session, which is what I was trying to do.

Mike

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  #15 (permalink)
 
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 GridKing 
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had a thought and came up with this, not sure if this is an option by looking at the settings you posted , but is there a way to change time period to 7 days instead of 5 or 5 instead of 7 I guess if that is the setting...


this response posted on SC board says SC looks at each day separately including Sunday and the response from SC in comments says they made changes to vol by price study


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  #16 (permalink)
 
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 Big Mike 
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I will look at the TPO study again.

Mike

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  #17 (permalink)
 
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 ktrader 
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Big Mike View Post
I am sure there must be a way to do this, but I can't find it so far.

I am looking to combine Sunday's session into Monday's, so there is no Sunday bar on a 1-day profile chart.

There is an option to not load weekend data, but this just discards the data entirely. I am looking for a way to merge Sunday's data into Monday's session, creating just one bigger session.

Mike

I made a customchart study that combines the sunday session with the monday session in the following way:

sunday open becomes monday open
if sunday h/l is larger/smaller than monday h/l they become monday h/l
it removes sunday from the bars series.

For volumestudies it combines all volume-at-tick data from sunday with volume-at-tick data for monday.

if the data is historic (i.e. monday is not the current day) there's a caveat:

Because of how data is manipulated sunday volume-at-tick-data are only added to the ticks on monday for the ticks that exists on monday, meaning if sunday low was 1264 and monday low was 1265, the volume at tick data for 1264-1264,75 is *not* merged into mondays volume-at-tick data. I do not have a solution to this yet, but it only applies to historic data.





This is just an initiel shot at merging data and is still work in progress - and it only works in specific setups (for instance the chart needs to be daily bars).

i put it in the download section:


--ktrader

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Last Updated on June 14, 2012


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