Session OHLC and Pivots Beta for NT 6.5.8.

[NinjaTurtle]

New Session Pivot Indicator

Hi Harry,

Sorry I couldn't answer earlier. I've just checked the new indicator and unfortunately it still doesn't display the right values, but I'm sure, this is a minor issue. In your new indicator one can't set a Session Break Time anymore, which is absolutely necessary in order to get close to the close price published by the exchanges.

With the new Start- and End-Times I can define a Sessions begining and end, but the close value will be taken from the days close and not from a specific time (Session Break Time), as would be necessary. Your indicator now displays the exact same values as Ninjas Pivots indicator, since it follows the same logic.

Solution: Include the Session Break Time again with the new Start- and End-Time. Then we'll have the "right" pivots (at least as close as it gets right now).

[Harry]

Example of FDAX

Hi,

I guess you did not configure the indicator correctly.... please make sure it is set to CalcFromIntraDayData. You also need to set SessionEnd for EUREX to 17:30, SessionStart for EUREX to 9:00!

Please see the chart for FDAX of today below. The indicator uses the High (7101,5), Low(7008) and Close(7063,5) of the session between 9:00 and 17:30. The main Pivot is correctly indicated as 7057,7 = (7101,5 + 7008 + 7063,5)/3.

[Harry]

New Version of Pivots Indicator

Minor Bug resolved: In some cases Weekly and Monthly Pivots produced deviating values on Daily Charts.

Latest version of indicator is attached.

[Mindset]

Prices

Hi - thanks for sharing this code.
I would like text to show the actual price values and so I removed the word "Daily" from the plot names to give me space but how would I get the price values?

graphics.DrawString(plot.Name , ChartControl.Font, brush, 
lastX, lastY - ChartControl.Font.GetHeight() / 2, stringFormatFar);

This seems to be the area but if I change it to plot.Name + lastY.ToString()....

I get the y co-ord and not the price - I tried using RoundPrice but that didn't work either.

Could you assist?

[5iver]

If somebody smarter than me could PLEASE tell me what I need to set this v6 indie to, to get correct pivots for the eMini S&P, given that I'm running my PC on EST...? (and my session time is set to 12:00 ~ 12:00 to catch the full market).

I'd be very grateful.

I've tried every permutation of CME Index start and end times I can think might work, but it never tallies with the CME Daily Settlement figures as published, or with the results obtained when I punch in the figures manually (and switch to user-defined values). Surely somebody has set it correctly?

Many thanks. I'd love not to have to key these in every day.

[Harry]

Please use the indicators published under NinjaScript File Sharing -> Indicators. I am keeping those up to date. The default setting 15:30 - 15:30 CT should work for ES, - to be checked in the indicator panel. The session time under chart properties will not have any impact, mine is set to 0:00 - 0:00.

In CalcFromIntradayData mode the indicator will only work, if the close of the last bar before 15:30 shows the settlement price. For example, if you use a timeframe of 60 minutes, the last bar before 15:30 will be the 15:00 bar, and pivots will not be correct. In this case you should use the daily bars method that can be selelected via the indicator panel. The dailybars method only works if your data provider supplies daily data as well.

For all timeframes of less than 15 and a 30 minutes timeframe, the indicator should work correctly in CalcFromIntraDay data mode.

If the indicator still does not work, please send me a private message with more details (data provider, example).

[Harry]

Plotting prices

Maybe somebody else knows, I am not yet very familiar with the plotting routine, which I have just taken from the original NT pivots indicator...

Hi - thanks for sharing this code.
I would like text to show the actual price values and so I removed the word "Daily" from the plot names to give me space but how would I get the price values?

graphics.DrawString(plot.Name , ChartControl.Font, brush, 
lastX, lastY - ChartControl.Font.GetHeight() / 2, stringFormatFar);

This seems to be the area but if I change it to plot.Name + lastY.ToString()....

I get the y co-ord and not the price - I tried using RoundPrice but that didn't work either.

Could you assist?

[Mindset]

Prices

Perhaps someone from NT could help on this one?

[NinjaTrader_JoshP]

Unfortunately guys, the override Plot() method is advanced C# programming that we just can't offer support on. Thanks for understanding.

What you guys do sound like you are trying though could you not store out the price from the OnBarUpdate() into a variable and just use it in the Plot() method?

[kayel]

is it possible to plot horizontal lines on current intraday chart, based on previous day+overnight data (specifically, from 13:15pst to 6:30pst the following day, to plot globex high/low for es)

[NinjaTrader_Bertrand]

Hi kayel, welcome to the NinjaTrader support forums!

Did you checkout the CurrentDayOHLC and PriorDayOHLC indicators in NinjaTrader?

http://www.ninjatrader-support.com/HelpGuideV6/CurrentDayOHL.html

http://www.ninjatrader-support.com/HelpGuideV6/PriorDayOHLC.html

Thanks!

[kayel]

thx for the reply, ive looked at those indicators but they are only exclusive to current day data or prior day data. Is there any way to modify the parameters so it can calculate high/low based on an interval that spans across 2 days?

[NinjaTrader_Bertrand]

Hi kayel, you could modify the 'Day HiLo' indicator from our sharing section, the one here calculates the 3 day high / low - http://www.ninjatrader-support2.com/...1&desc=1&pp=15

[vrumchev]

Hi, just wondering how this indicator actually adjusts the session times. For instance, on the FDAX, it's not really updating for the previous session 07:50 - 22:00

[Harry]

Try this for sessions

For correct session times (including the shifts between summer and winter time) you need to enter session times using the time of the exchange and then convert it to the time zone of your PC. This feature is not available for .NET 2.0 and NinjaTrader 6.5, but it will be much easier with the release of NT 7, which allows you to enter exchange time and session times at the instrument level.

Meanwhile you can use my free indicator, which is here.

http://www.ninjatrader-support2.com/vb/local_links.php?action=jump&id=136&catid=1

I use it for FDAX myself. Enter the session times for EUREX via instrument panel. Pay attention that the last bar's close is included within the session time entered, otherwise the indicator will ignore this bar.

If you have any problems installing or using the indicator, send me a private mail, and I can check it.