Support Board
Date/Time: Wed, 15 Jan 2025 16:24:12 +0000
Post From: Interactive Brokers close price
| [2017-06-26 09:36:29] |
| Nazar - Posts: 6 |
|
Hi, I'm trading ES, NQ and CL futures and noticing following problem: study "previous close line" does not show correct close price whereas DChg value is correct. I'm using IB as a data source. I tried various combinations of session start and session end times, but have no luck. I want entire session to be visible (i.e. from 6pm to 5pm next day) - so limiting session time to 4pm is not an option. In addition to that, official close price for WTI crude oil is determined by exchange not by using single close price, but they take VWAP of price from 2:25 to 2:30, so even trying to adjust session time won't help there. The fact that I'm not getting correct close price seem to also impact "Pivot Point - Daily" study as it is computed using daily OHLC. Pivot point lines drawn by SierraChart are different that those which I see using built in Interactive Brokers terminal charts. |