NexusFi: Find Your Edge


Home Menu

 





GC & CL daily bars do not match intra day O/Close


Discussion in Traders Hideout

Updated
      Top Posters
    1. looks_one Angelo1 with 2 posts (1 thanks)
    2. looks_two aem14 with 1 posts (0 thanks)
    3. looks_3 Quick Summary with 1 posts (0 thanks)
    4. looks_4 forgiven with 1 posts (1 thanks)
    1. trending_up 2,782 views
    2. thumb_up 2 thanks given
    3. group 4 followers
    1. forum 5 posts
    2. attach_file 1 attachments




 
Search this Thread

GC & CL daily bars do not match intra day O/Close

  #1 (permalink)
 
Angelo1's Avatar
 Angelo1 
Adelaide Australia
 
Experience: Intermediate
Platform: Ninja > MC
Broker: AMPs
Trading: ES
Posts: 147 since May 2011
Thanks Given: 1,873
Thanks Received: 78

GC & CL daily bars do not match intra day O/Close
NT support advises NT7 session times do not affect daily bars so when i set the session times for 5min bar O/Close the O/Close of the daily bars do NOT match the say 5min chart session say RTH 9-2.30
Someone must have come across this issue before NT support keep sending me back to CGQ for session times through AMPs who are NO help at all. they tell me to go back to NT support

any help would be appreciated

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Deepmoney LLM
Elite Quantitative GenAI/LLM
Futures True Range Report
The Elite Circle
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
Exit Strategy
NinjaTrader
 
  #3 (permalink)
 aem14 
Chicago, IL
 
Experience: Advanced
Platform: TOS, NT7 & 8
Broker: TDA,NTB
Trading: index,energy
Posts: 24 since Aug 2014
Thanks Given: 83
Thanks Received: 25



Angelo1 View Post
GC & CL daily bars do not match intra day O/Close
NT support advises NT7 session times do not affect daily bars so when i set the session times for 5min bar O/Close the O/Close of the daily bars do NOT match the say 5min chart session say RTH 9-2.30
Someone must have come across this issue before NT support keep sending me back to CGQ for session times through AMPs who are NO help at all. they tell me to go back to NT support

any help would be appreciated

NT7 is a bit goofy and you have to calculate day bars by minutes. For RTH only day bar in CL what I do is select minute-330-with nymex energy RTH session template and that should fix your issue. If you want a full ETH day bar use minute-1440 with "use instrument settings" and that will give you a correct full day bar.
AEM


Reply With Quote
  #4 (permalink)
 
forgiven's Avatar
 forgiven 
Fletcher NC
Market Wizard
 
Experience: Intermediate
Platform: nijia trader
Broker: A.M.P. I.Q. ....C.Q.G.
Trading: ym es
Frequency: Every few days
Duration: Days
Posts: 862 since Mar 2012
Thanks Given: 287
Thanks Received: 580


Angelo1 View Post
GC & CL daily bars do not match intra day O/Close
NT support advises NT7 session times do not affect daily bars so when i set the session times for 5min bar O/Close the O/Close of the daily bars do NOT match the say 5min chart session say RTH 9-2.30
Someone must have come across this issue before NT support keep sending me back to CGQ for session times through AMPs who are NO help at all. they tell me to go back to NT support

any help would be appreciated

see if that works

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #5 (permalink)
 
Angelo1's Avatar
 Angelo1 
Adelaide Australia
 
Experience: Intermediate
Platform: Ninja > MC
Broker: AMPs
Trading: ES
Posts: 147 since May 2011
Thanks Given: 1,873
Thanks Received: 78


aem14 View Post
NT7 is a bit goofy and you have to calculate day bars by minutes. For RTH only day bar in CL what I do is select minute-330-with nymex energy RTH session template and that should fix your issue. If you want a full ETH day bar use minute-1440 with "use instrument settings" and that will give you a correct full day bar.
AEM

Attachment 233140

Many thanks aem14

I'll concede and use that solution, i fail to understand why or how they have gotten away with it for this long and keep people going in circles,

I hope this helps others

thankful regards Angelo

"If you believe you CAN, OR believe you CAN'T, you're RIGHT!"
Started this thread Reply With Quote
Thanked by:
  #6 (permalink)
 ShatteredX 
Houston, TX
 
Experience: Intermediate
Platform: Python
Trading: NQ
Posts: 97 since Apr 2016
Thanks Given: 133
Thanks Received: 96

It depends on your data provider.

Read this post:

Reply With Quote




Last Updated on May 4, 2017


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts