Indicator - PriorDayOHLC - add more features

[NinjaTrader_PatrickG]

You would want to define custom trading hours templates for your desired periods of time.

[Irukandji]

OK...................

[Irukandji]

Hmm..... following the online help manual is not helpful.

Please see images in order of how I come to them..

Where is this Trading Hours Template maker??

[NinjaTrader_PatrickG]

I apologize - I had thought I linked the help guide section on trading hours earlier but it looks like i didn't. Here is the relevant help guide page:

https://ninjatrader.com/support/helpGuides/nt8/en-us/trading_hours.htm

[Irukandji]

Thanks I found it through the control panel anyway but... another question.

I think it would make sense to take the template RTH and customize it - I tried that but it seems you can't "save as"?

The reason this would be good is that all the holidays are already inputted for these templates so I wouldn't have to do it manually if I make my own from scratch?

Thanks.

[NinjaTrader_PatrickG]

You can copy an existing template by first choosing that template then clicking on 'copy' at the bottom of the templates list.

[Irukandji]

Yes thanks, worked that out after posting.....

So I am using the RTH as my base - Monday to Friday, 09:30 - 16:00

Then I copied the RTH and changed the hours to 16:00 - 20:00 - this I call Post-Market/After-Hours

Then I made another copy and changed times to 04:00 - 09:30 - this is Pre-Market


So now I have 3 panels, plus the volume panel.

I have made a screen grab to show you - however, I still I have this recurring problem where the timeline stops working... my mouse moving over the time axis shows no update of the time of day.

How can I get this working as per normal? These hours are now sequential so I don't see the problem?

Thanks.

[NinjaTrader_PatrickG]

I cannot reproduce this time stamp issue on my end. Please contact us via email so we can find the root cause of this symptom you're experiencing.

Write to PlatformSupport[AT]NinjaTrader[DOT]com and make sure to include a link to this thread and "2151408 ATTN Patrick G" in the message.

[Irukandji]

Hi Patrick

OK - I switched the primary data series back to "Default 24/7", which seems to work now there is a continual time axis for the primary data.

This also means the indicator "Color Region" seems to be working again too.

But... now I am trying to add the indicators I need to each panel.

I right click on the chart - choose Indicators.

I then choose from Properties > Data Series > Input Series

I am presented with three choices, all called AMD (1 Minute)

So, having to remember in which order the panels go, I choose the second option.

I then remove the Color Region indicator ... however, it removes it from the chart.

I haven't removed it from the primary input series, so why does it disappear?

And then, when I check again which input series is being affected, it has reverted to input series 1 - why?

How am I going to have a different selection of indicators for each panel, before collapsing them all into panel 1?

Thanks.

[NinjaTrader_PatrickG]

The list will be in the same order that the data series were originally configured when creating the chart.

I thought you would be able to change the data series' 'label' property to change the name you'd see when choosing the input series in the indicator, but that does not seem to be the case. I have submitted this as a feature request to the Development Team. The internal tracking number for your feature request is SFT-3555. Please reference this internal tracking number if you ever have questions regarding this feature request.

When a feature request is implemented, you'll find it in the release notes:

http://ninjatrader.com/support/helpGuides/nt8/en-us/?release_notes.htm

[Irukandji]

Yes, changing the label would be extremely useful, I agree.

It also seems, that you can only have one indicator "per chart".

So if I want OHLC for data series 1 and the same indicator on series 2, but only say, OHL... this cannot be done. Because turning off the "C" (Close) on the indicator, for series 2, will also turn it off for series 1.

Am I correct on this?

Thanks.

[NinjaTrader_PatrickG]

What indicator are you using? We've been speaking mostly about Current Day OHL which does not have the close price since today's session isn't closed. Are you referring to PriorDayOHLC. Also? We've been speaking via email and you've now gone back to the forums. Since this is a very specific troubleshooting and setup scenario, it is probably best to communicate via email so we can dial in what you're specifically trying to accomplish. Follow up via the email I sent you after our call earlier if you wish.

[brucerobinson]

See attached pic - Key to Levels -
Prior Day HL . in Solid lines

(I don't use Close so not displayd, but could be)

Current Day - Broken Lines (Dot and Dash styles
Bright Green High Red Low of ETH Session,
Burgundy Pre-market/Overnight Session,
Pale Green Day/RTH Session

So, the ETH 'overlays' on top of the overnight or Day session (Z-Order) i.e. if the High of the ETH Session is in the Overnight, you wll See Bright Green Line and not Burgunday (it is beneath)

Region shading to match using Repeater indicator set to Dynamic Range for each Session.

Example is the DAX Futures, which is Eurex and therefore has a Frankfurt Day Open. Hence the unshaded/Black is 'overnight' to Europeans,, then Frankfurt Open, then NY. But to US, everythihg 16:00-09:30 EST is pre-market..

Configure to your needs/prefernces/markets/instruments - but it can be done

"What indicator are you using? We've been speaking mostly about Current Day OHL which does not have the close price since today's session isn't closed. Are you referring to PriorDayOHLC. Also? "
There's a clue in the title of the thread....(the answer is of course both because #OP wants both Current and Prior per original definition of requirement - Day separated into 'Pre-market' aka 'Overnight' and 'Day' Sessions, and ants Current Day and Prior Day, with its Close

"We've been speaking via email and you've now gone back to the forums."
Please keep it on the Forums, not least for my, if not the wider Community's entertainment

Seriously though, this is like groundhog day and my heart goes out to #OP. I sweated literally hundreds of hours achieving exactly what the OP seeks to do (which is a very common desire for a day-trader and enormously complex and convoluted to achieve - hang in there. If I can positively contribute, I will
#OP, it can be done - exactly my setup.
Same issues - "I want to use a standard template for Holidays", yep, been there done that. Take the Instrument Settings template for ETH hours, then modify it for Overnight/premarket hours and Day hours. Its just common sense that you want to do this rather than a blank one. Unfortunately they won't get updated from the Servers. Groundhog Day. But maybe NT will add them. Raised this 18months ago. Groundhog day. Feature request. Yawn..

Labels don't work properly/cant tell which Data Series is which. Correct (Patrick will remember probably recall my sarcasm at not wanting 'War and Peace' across the top of my screen. Short summary - it is a nightmare and it causes untold problems with unexpected consequences - my advice, leave well alone , another several hundred hours of my life lost to NT un-retrievable. #OP - my advice - add your Data Series in time order i.e. first one is pre-market, second is Day, third is total ETH. Easy to remember. Save to template, Bob's your Uncle. I uncovered this 18 months ago so don't expect a fix any time soon.

"only one indicator per chart/turning off Close" - no, this is not correct, you can do what you seek to do. Each instance of the indicator works independently of chart/panel, exclusively to the Data Series as is determined by its Trading hours template.

A couple of 'heads up'.... The way it handles 'End of Day' and use for Session Break lines etc is a real can of worms and difficult to 'reverse engineer' what is going on/how NT handles it (not elegantly). There are threads on here on it for info. It will likely give you problems for what you are trying to do (it did me), but they are surmountable just not easy to figure. Let Patrick address it, rather than go through the pain I did.

The way that it handles 'End of Day' and Prior Day OHLC and Session Break lines is problematic for what you want to achieve.
It is too convoluted to explain here, but in essence the indicator works off the Data Series as determined by the Trading Hours attached to it, not 'End Of Day'. For a Custom Trading Hours template that is less than an ETH Day, it does not recognise the previous day as Prior Day until the NEW day has begun (rather than either after the previous 'Session' - whether ETH, Overnight/RTH Day) has ended, or 'End of Day' has been passed - see earlier on how End of Day is handled/problems). What this means, is that for what you are wanting, the Prior Day's Day Session (OHLC indicator) isn't seen as Prior Day until the new Day Session begins. It should be seen as Prior once the previous day has Closed (after End of Day, or at least when the 'Session' has ended), but it isn't. So during your Pre-market/Overnight, the Prior OHLC will show not the Day that has just closed's High and Low, but the High and Low of the day before that's values, until the Open.
(as ever, my objective in pointing this out is not to 'throw rocks at it'/how it works and that I know how it could be done better, rather the shortcomings of the implementation (I have) found in practice so hopefully a) you are forewarned and b) it can be considered and improved)

Patrick - if you wish to remote in to my machine and talk you through all the issues and setup required, you're more than welcome. It would be nice to think others may benefit from the hours of agony spent with this. I don't believe for one minute it is unusual. Perhaps then you might do a video on it. (and fix the End of Day/Session Break problem)

You can see from the attached that the Prior Day Day Session High (solid pale green line) is from 21st May Day Session (which is the day BEFORE yesterday, not Prior Day). This is because the Current DAY Session (green shading) has not Opened yet, we are still in the Overnight Session, Burgundy. So according to this the 'Current Day' green shading is current because the new one hasn't started.... Despite the fact that the ETH Session ended yesterday afternoon.
Once Today's Day Session Opens, the Prior OHLC will move to the 22nd May Day Session (which currently shows a dotted pale green line (ignore the confusing fact that the region shading exceed the Day low - this is a quirk of the Repeater)

Would be nicer if the high low indicators didn't or could be selected not to draw back in history

Hang in there

[Irukandji]

Many thanks for your huge and detailed responses Bruce, very helpful and very illuminating!

I'm almost there with my particular set-up - I only trade with these charts for US stocks, no futures of anything else.

Here is a screenshot of mine - 3 data series collapsed into 1 now (plus the volume panel)

My "Prior Day OHLC" seems good - it was never an issue anyway

The "Current OHL" is OK for the RTH (why it does stair-stepping I don't know, I only need the ultimate high or low)

Newest problem is....... I need the same indicator for the pre-market session.

But even having two instances of the same indicator and choosing different inputs for them... they work as one; if I change the colours on one, it changes on the other.

Do I need to save templates for each one??

Sheesh!

[Irukandji]

Nope - even saving the indicator as two separate templates and applying them to two different inputs won't solve this problem.

Any ideas anyone?