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I'll try to expert chart / price and study data from Sierra Chart to Excel. Basically I need things like OHLC, IB High, IB Low, IB Mid, VPOC, etc in Excel.
I figured out how to do that with the function built in Sierra Chart via "Edit > Export Bar and Study Data to Text file". I figured out how to set the candle period to get all data of a RTH session (in ES or FDAX for example). That works great.
I now want to compare the RTH data with the previous overnight session data. Therefore I need to export the overnight data. But I simply can not figure out how to do that / how to set up the session times correctly.
If I just set the session times to overnight times and then adjust the bar period accordingly it gives me not the correct data. For example it gives me data from Sunday to Monday Morning in a line and so on.
Do you have any idea how to correctly get the data for each and every overnight session?
Can you help answer these questions from other members on NexusFi?
You may want to try and setup a Sierra spread sheet using "Fractime" and "Trunc" to select required dates and times that you require, and then export only that data. "=if(and(Trunc($A3)>$H$35,Fractime($A3)>$H$27,Fractime($A3)<$H$28),1,0) " H35 = Start date Time between H 27 and H 28
- Add a chart with only the overnight Start Time and End Time.
- Add an instance of the Study/Price Overlay study for each study you need from the RTH chart.
