Support Board
Date/Time: Sun, 22 Dec 2024 17:57:18 +0000
Post From: VbP, "Use Different Start Time"
| [2015-02-04 05:52:11] |
| joshtrader - Posts: 492 |
|
Just to be clear-- even if this were working as expected, there is still a great deal of work to be done to get profiles/vwap/etc to line up correctly with actual session times. Most products have a 3-tier session setup, instead of the old 2-tier. As an example, using eastern time and the popular ES contract, the day used to begin at 16:30, then the cash open the following day at 9:30, then settlement and last trade at the end of day at 16:14:59. Now, however, particularly with CME products, they almost all begin at 18:00. The cash opens at 9:30, with the settlement near 16:14:59, then a reopen at 16:30 and the last trade at 17:14:59. The problem this makes is that if I want to show only the regular cash session (plus futures settlement) I set the hours from 9:30 to 16:14:59. If I want to see trades from 16:30 to 17:14:59, then I make my second session 16:30 to 9:29:59, to be able to isolate everything but the cash session. However, if I use vwap, or profile, they take the 16:30 time as the start time, when in fact it is actually 18:00. If I set the evening session to start at 18:00, then I miss data on the chart from 16:30 to 17:14:59. So, I am having to write custom studies that hide/show studies based on which session is loaded. I can make it work I think, but it is cumbersome and makes using one chart for multiple contracts impossible. |