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An easy way to correct floor pivots with NinjaTrader 7!
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An easy way to correct floor pivots with NinjaTrader 7!

  #11 (permalink)
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trendisyourfriend's Avatar
 
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Proceeding as you suggest Harry does not work in my case using Zen-Fire.

Here is what i do:

Step 1: First connect to Kinetick EOD and downdload daily data (only need to load the last day)
Step 2: Export the Day item of each instrument in your Ninja DB (current contract only) to Excel
Step 3: Disconnect.
Step 4: Connect to your data provider (whatever mode)
Step 5: Open a daily chart with Yesterday's activity and today's most recent activity
Step 6: Iterate though the list of your instruments to update the chart
Step 7: Edit the most recent Row by comparing the OHLC in Excel vs the OHLC in Ninja DB

It takes about 5 minutes to do in my case. A pain in the ass but doable.

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  #12 (permalink)
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trendisyourfriend View Post
Proceeding as you suggest Harry does not work in my case using Zen-Fire.

Here is what i do:

Step 1: First connect to Kinetick EOD and downdload daily data (only need to load the last day)
Step 2: Export the Day item of each instrument in your Ninja DB (current contract only) to Excel
Step 3: Disconnect.
Step 4: Connect to your data provider (whatever mode)
Step 5: Open a daily chart with Yesterday's activity and today's most recent activity
Step 6: Iterate though the list of your instruments to update the chart
Step 7: Edit the most recent Row by comparing the OHLC in Excel vs the OHLC in Ninja DB

It takes about 5 minutes to do in my case. A pain in the ass but doable.

I would think that using "UserdefinedValues", and copying directly from MYPivots or some other site would be a much quicker method. It take less than a minute

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  #13 (permalink)
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perryg View Post
I would think that using "UserdefinedValues", and copying directly from MYPivots or some other site would be a much quicker method. It take less than a minute

That is only true, if you trade a single instrument. If you toggle between different instruments, you need to enter the UserDefinedValues each time. Or do you think that ES values will work for TF?

With the workaround that I have described above, the indicator will take the correct values from the historical data base, once these values have been loaded. And you can freely toggle between 10 or 20 instruments.

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  #14 (permalink)
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Fat Tails View Post
That is only true, if you trade a single instrument. If you toggle between different instruments, you need to enter the UserDefinedValues each time. Or do you think that ES values will work for TF?

With the workaround that I have described above, the indicator will take the correct values from the historical data base, once these values have been loaded. And you can freely toggle between 10 or 20 instruments.

AS i wrote it's not exactly what occurs. It works as long as Kinetick is the only provider as soon as you add your provider into the equation the daily datas in the case of Zen-Fire are used. The only way to avoid it is to edit the DB manually. At first, i thought leaving Kinetick connected would prevent this but alas it's not the case.

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  #15 (permalink)
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trendisyourfriend View Post
Proceeding as you suggest Harry does not work in my case using Zen-Fire.

Here is what i do:

Step 1: First connect to Kinetick EOD and downdload daily data (only need to load the last day)
Step 2: Export the Day item of each instrument in your Ninja DB (current contract only) to Excel
Step 3: Disconnect.
Step 4: Connect to your data provider (whatever mode)
Step 5: Open a daily chart with Yesterday's activity and today's most recent activity
Step 6: Iterate though the list of your instruments to update the chart
Step 7: Edit the most recent Row by comparing the OHLC in Excel vs the OHLC in Ninja DB

It takes about 5 minutes to do in my case. A pain in the ass but doable.

Why should n't it work?

First erase yesterday's false daily values.
Then connect to Kinetick EOD and load correct daily data. Disconnect.
Now connect to Zenfire. The correct data from Kinetick will not be overwritten, Zenfire will only add a false value for today. This value is not used by the pivots indicator.

Tomorrow repeat the procedure, start erasing the false values by reloading chart data from Kinetick for a daily chart with a lookback period of 5 days.

Where is the problem?

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  #16 (permalink)
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trendisyourfriend View Post
AS i wrote it's not exactly what occurs. It works as long as Kinetick is the only provider as soon as you add your provider into the equation the daily datas in the case of Zen-Fire are used. The only way to avoid it is to edit the DB manually. At first, i thought leaving Kinetick connected would prevent this but alas it's not the case.

Zenfire should not reload, if the Kinetick data already sits in the daily database, but if it does my suggestion will not work.


Last edited by Fat Tails; January 15th, 2011 at 12:56 PM.
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  #17 (permalink)
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Fat Tails View Post
Zenfire should not reload, if the Kinetick data already sits in the daily database.

As i wrote, Zen reloads Yesterday's OHLC in my case even though Kinetick data is there. However, this only affects the most recent row in the DB .

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  #18 (permalink)
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trendisyourfriend View Post
As i wrote, Zen reloads Yesterday's OHLC in my case even though Kinetick data is there. However, this only affects the most recent row in the DB .

That is really strange. It should not reload without being asked to do so. I have tested this with Interactive Brokers, and it only loads data, if there is none. Can you connect now and check it?

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  #19 (permalink)
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Fat Tails View Post
That is really strange. It should not reload without being asked to do so. I have tested this with Interactive Brokers, and it only loads data, if there is none. Can you connect now and check it?

Not now sorry but next Week yes.

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  #20 (permalink)
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trendisyourfriend View Post
Not now sorry but next Week yes.

Thanks anyhow, was not aware of the problem.

So let us look what this means:

(a) Live-Mode -> You can first-connect to Kinetick and second connect to your broker.

(b) RTH pivots -> You can use pivots in CalculateFromIntradayData mode. The values will be only slightly off as the indicator uses the RTH close instead of the settlement.

(c) ETH pivots -> You can use pivots in CalculateFromIntradayData mode. The indicator will use the ETH close instead of the settlement. For bonds and commodities this will not work, but you should use RTH anyhow. For FOREX the ETH close is fine, which is the most frequent application of ETH pivots. For CME traded index futures there won't be a problem either.

Everything is fine, if you adjust.

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