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how to build RTH / ETH session bars
hi sir
I want to build session bars (OHLCV) for past 5 years on #CL.
by session bars i mean to draw bard (ohlc) based on session time.
O/N ETH session from 1800 EST up to 0900 EST
RTH session 0900 EST up to 1700 EST
session bar shall be OHLCV in one bar during the timing mentioned above.
i tried to play with session manager but when i try to show chart it keep showing day bars for the full day not on a session wise.
how to solve this ?
Hello omrangassan,
Thank you for writing in.
Rather than using Daily bars, please try using 1440 minute bars. The bars should now follow your custom session template.
Please, let us know if we may be of further assistance.
Zachary G.
Quote:
Originally Posted by NinjaTrader_ZacharyG View Post
Hello omrangassan,
Thank you for writing in.
Rather than using Daily bars, please try using 1440 minute bars. The bars should now follow your custom session template.
Please, let us know if we may be of further assistance.
Thanx ZacharyG ; It is working great now.
Cheerz
What this means if we choose for a contract ##-## ?
example CL ##-## ?
Hello omrangassan,
Thanks for your post.
The ##-## expiry would indicate that the contract is a continuous contract which would automatically rollover to the date of the most currently traded contract and continuous contracts provide a continuous stream of historical data that is merged and back adjusted. In NinjaTrader, for a continuous contract you'll still be using the standard symbol but the expiry used would be ##-##. In the case of CL, the symbol would be CL ##-##.
Please don't hesitate to reach out again if you require further assistance.
