Bars which respects custom session template

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  • 01/02/2020 at 10:16 AM #115732 quote
    OscJoh
    Participant
    Average

    Hi,

    Is there any way to build candlesticks which respects a given custom session template? For example if I set 9.25 to 14.25 in my session template, a 60 minute barchart will still be built with candles openening and closing at 9.00, 10.00, 11.00 etc. My goal is to have the bars display 9.25, 10.25, 11.25 etc.

    Br

    01/02/2020 at 1:37 PM #115761 quote
    robertogozzi
    Moderator
    Master

    No, it’s the broker who set the time at which bars open.

    You can customize trading hours ti limit visualization to fewer bars, but they will always start and end at the time the broker has set (despite data not displayed will still be used to make some computations, especially indicators).

    Setting trading hours 9:25 to 14:25 won’t set DHIGH(0), the daily highest price, to te highest value within your customized time, but within the broker’s settings.

    OscJoh thanked this post
    01/02/2020 at 4:58 PM #115777 quote
    OscJoh
    Participant
    Average

    Thanks for the info.

    That’s more than I knew regarding the indicators… Does this mean e.g. a moving average indicator still is affected by data that’s “hidden” by a custom template? Or are only certain indicators affected and which in that case?

    01/02/2020 at 6:29 PM #115788 quote
    robertogozzi
    Moderator
    Master

    ALL are affected. I once happened to realized that my trades entered when apparently there was no crossover, indeed there WAS a crossover but I couldn’t see it because I used customized time settings.

    From that time on I reset all trading hours to default.

    01/02/2020 at 6:49 PM #115793 quote
    OscJoh
    Participant
    Average

    Ok thanks for the heads up! That’s quite a limitation. I’ll file a suggesion regarding this as I won’t be able to transfer any of my external systems into PRT :/

    01/03/2020 at 2:08 PM #115834 quote
    Nicolas
    Keymaster
    Master

    There will be more ease to do that with variables arrays that will come with prorealtime version 11, hopefully in the first quarter of this year!

    01/08/2020 at 10:04 AM #116187 quote
    OscJoh
    Participant
    Average

    Nicolas – are you implying there is a way around this already today (the indicators ignoring “hidden bars”)? I don’t mind writing lots of hacks to get the desired result I’m looking for.

    Thank you

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Bars which respects custom session template


ProOrder: Automated Strategies & Backtesting

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OscJoh @oscjoh Participant
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This topic contains 6 replies,
has 3 voices, and was last updated by OscJoh
6 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/02/2020
Status: Active
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