Multiple Session Definitions

[I_Quant]

Hello

I would like to setup two or more sessions on the same chart as follows>

Session 1 I would like to be the usual US Equity Index futures RTH session i.e. 0930 - 1615 EST Monday to Friday

Session 2 I would like to be the Globex overnight session i.e
Sunday 1800 - 0930 Monday
Mon 1630 - 0930 Tue
Tue 1630 - 0930 Wed
Wed 1630 - 0930 Thu
Thu 1630 - 0930 Fri
Fri nothing

Can I do this? and how? Thanks

Also could I then extend that to 3 sessions for Far East work?

thanks in advance

[NinjaTrader_Jason]

Hello I_Quant,

Yes, this is possible by adding two data series in a chart. You would select a different session template for each data series. You can also add 3 or even more data series in a chart.

Please see the link below under 'Working with multiple Data Series' for more information and instructions.

http://www.ninjatrader.com/support/helpGuides/nt7/working_with_price_data.htm

[I_Quant]

thx for quick reply Jason

so to work with a second session in ninjascript I would need to Add(PeriodType.Minute, 30);

where I wanted a 30m series to work with ....can I add a 30m series to a 30m chart (same instrument) ?

thx

(sorry I realise I didn't mention Nscript in original post - perhaps this should be under indicator development)

[NinjaTrader_Bertrand]

I_Quant, thanks for the clarification - you could unfortunately not add the same instrument and same timeframe twice to your chart, this would only be possible for the same instrument if you then used another timeframe, so a duplicate series is not possible.

For NinjaScript MulitSeries use the primary instrument will mostly dictate the session template to be used - offering enhanced options here is on our product feedback list already.

For your calcs you could run a extended trading hours template covering all needed hours (all hours available would be for example given via the Default 24 / 7 template) and then you would limit calculations via custom coding to certain hours / times.

[I_Quant]

thx again

yes time delimiting will be the solution unfortunately

multiple session templates (session 1, 2,,,, n) would be very very useful

cheers

[heyligerb]

Hi I Quant... did you ever get the multiple session templates working in Ninjascript? I have a similar need where I need to run my indicators on one template, and control the trading on another.

I can't simply use time filters as my my data set is often very small (1 day or less) which affects my indicators. So I need to separate the two, and this seems to be the way to do it. A

Any examples would be most helpful!