Daily chart not showing afterhours after chaning dataseries

[spikebuck77]

I am having difficulty getting a daily chart to show the afterhours trading.

This is what I have done to try to make it work...

I created a new data series that matches the futures contract I am trading
The data series starts at 6pm on Sunday night and ends at 4:15pm on Monday, The second day starts on Monday at 4:30pm and ends at 4:15pm on Tuesday, so on....

This data series shows the right hours on a five minute chart, but the Pivot points do not calculate correctly and the Daily chart does not reflect these hours. It seems like the chart wants to start a new day based on the calendar day instead of the data series.

Any thoughts?

[NinjaTrader_RyanO]

Hi spikebuck77,

Thank you for your post.

To resolve this issue can you please let me know the following items:
1. Which data provider you are presently using.
2. The version of NinjaTrader you are using, which you can find by going to Help-->License Key
3. The instrument/symbol you are charting, and if it is a futures contract the front month
4. If you right click on the chart and then select Indicators and then highlight the Pivots indicator can you please let me know what the PriorDayHLC property is to set to use for the calculations

[spikebuck77]

Hi Ryan,
I am using VisionFinancialMarkets for a data provider.
my version is 64-bit 7.0.0.23 (Live)
the symbol is ES 12-10 and YM 12-10
PriorDayHLC is set to Daily bars

[NinjaTrader_RyanO]

Hi spikebuck77,

Since you are using Vision as your data provider the daily calculations for pivots use bars that only show the Regular Trading Hours.

Can you please change the PriorDayHLC value to Calculate From Intraday data and then please let us know if the changes to how the Pivots calculate reflects the entire data series within the chart.

[spikebuck77]

Thats really unfortunate the Vision feed works like that. Is there any way to get the daily bars to include the after hours trading?

[NinjaTrader_RyanO]

spikebuck77,

That is the way that The Daily bars are provided with Vision, but since there is minute data available for extended trading hours you could create 1440 minute chart to simulate a 24 hour daily chart with the component minute data to get a 24 hour day chart.

However, as it pertains to your pivots the modification of the PriorDayHLC should use the component minute data for pivots calculations based on the template of your chart.

[spikebuck77]

The 1440 minute chart gives me exactly what I was looking for.

For the pivots, would I need to make a copy of the pivot indicator and rewrite part of the code to use the 1440 minute data?

[NinjaTrader_Jason]

Hello spikebuck77,

It is not necessay to rewrite the Pivots indicator. You can apply the current Pivots indicator in your 1440 minute chart.

However make sure you set 'PriorDayHLC' to 'CalcFromIntradayData'. If set to 'DailyBars' it will use the historical daily data supported by Vision to calculate Pivot values. More information regarding our Pivots indicator can be found at the link below.

http://www.ninjatrader.com/support/forum/showthread.php?t=4676&highlight=pivots+calculated

[spikebuck77]

What you suggested is working great. Thanks for your expertise.