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Oxford Oxon./United Kingdom
Experience: Intermediate
Platform: NinjaTrader
Trading: Futures
Posts: 35 since Apr 2013
Thanks Given: 23
Thanks Received: 27
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#ralett - to confirm #OptionsDave's reply, that is the only way to do it AFAIK.
There is a NT video on how to add the extra Data Series (suggests making it Transparent and using LineOnClose style to minimise use of PC resources for the extra Series, chart rendering etc etc)
I believe, iirc, HarryFatTailsLizardIndicators' series of pivot/Session indicators (available on here to Elite Members) gives you this also but achieves it in the same manner i.e. adding Data Series tied to appropriate Session template.
My 'path' was that I used to use anaSessions indicators in 7, but when I started to move to 8 I decided to avoid 3rd party indicators all together if possible.
Long story short - I do what you are seeking with all Instruments I trade, which are CL with ETH, RTH & Pit Session, same with GC, NG, US Indices etc. So for CL, for example, I have a Data Series for ETH using ETH Trading Session hours, 1 with RTH hours, 1 with Overnight Session hours (only i.e. Overnight data separate to RTH/ETH), and 1 with Pit Session - and Current and Prior OHLC attached to each Session.
It works.
It results in a complex setup for what some other platforms can do at the click of a checkbox - i.e. switch between ETH & RTH.
My experience in getting to this point has been quite appalling with NT. NT's 'starting point' is along the lines of 'when we started developing 8, our Users told us they wanted ETH, not RTH' which is the reason you only have one or the other not both and no simple way of either alternating or displaying an/or using both, or doing what you, Options Dave or I want, as do many others'.
It has taken over 2 years and several hundreds of hours of my time with numerous flawed releases of 8 to get to today's position with v21.1. Ninja's response has been consistently obfuscation and denial - it is your 3rd party indicators (don't have any), your overly complex workspace (why is that? my needs are simple but due to NT8's design complex to achieve), poor PC performance (I purchased a new behemoth to eliminate this excuse) and release after release has been plagued by system-crashing flaws.
However I can now trade the most common Futures and see the ETH, RTH and Overnight Range Highs and Lows of Current and Prior Day on a short, medium and longer term time-series.
Not a big ask, IMHO.
Hope this helps & good luck.
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