Support Board
Date/Time: Mon, 25 Nov 2024 10:25:07 +0000
Average Session Range using Custom Session Start End Times
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[2024-03-13 12:17:17] |
User846000 - Posts: 27 |
Hi, I have several charts that use custom session Times expressed in EST time zone, these are Session times "by City" so New York is just EST, then from 18:00->02:00 is JST(Tokyo session, then 02:00->08:00 is GMT (London session). Each is on a separate chart for these timezones/city sessions. Then to calculate the Average Session Range I have applied ATR with Exponential moving average, and the Daily Range Bands which use the ATR for the custom chart and chart sessions, which are displayed as Daily charts which the Daily Range Band study requires. For a reason I cant work out the resultant ATR seems to be the same and the 1D charts dont appear to represent a price chart that uses the custom session times. If I change the charts to 15minute bars however the custom sessions are clear. Have I misunderstood how the custom sessions should work at Daily bars? Regardless the ATR Daily Range Bands wind up all the same range and place, which I'm trying to work out the Average Session Range for a custom time/city/exchange. Images attached show that custom session Start End dont seem to work when charted as Daily Bars. Any help/suggestions appreciated, Thanks |
JST 2024-03-13 121012.png / V - Attached On 2024-03-13 12:16:14 UTC - Size: 66.27 KB - 48 views GMT 2024-03-13 121232.png / V - Attached On 2024-03-13 12:16:22 UTC - Size: 62.37 KB - 54 views |
[2024-03-13 15:30:41] |
John - SC Support - Posts: 36238 |
An Historical Chart (1 day and higher timeframe) is specific data that is received from the exchanges for the daily data. It is not made up from the Intraday Data and does not use the Session Times. In order to get daily (and higher) timeframes that have specific Session Times, you need to set the "Chart Data Type" to "Intraday Chart Only". Refer to the following: Chart Settings: Chart Data Type (Chart >> Chart Settings >> Data Limiting >> Date Range and Limiting Method menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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