Hi All,
I have a strategy based on a futures symbol on Globex (24/5). Calculations are crucial to a strategy applied to a symbol that can only be traded during the standard session (with pre / post market eventually).
If I load the futures symbol as a sub chart, the target symbol dictates the session times and overnight bars are ignored as far as I know.
how can this be resolved with communication across charts or any simpler manner, for instance loading the regular symbol over 24/5 and blocking missing overnight quotes to the closing price ?
Thanks in advance.
Bruno
communication between charts
- Svetlana MultiCharts
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Re: communication between charts
Hello,
Please describe in more details what you would like to achieve.
If you want to include pre/post marker hours in the subchart, you can set 24/7 session. One can set different sessions for subcharts.
Please describe in more details what you would like to achieve.
If you want to include pre/post marker hours in the subchart, you can set 24/7 session. One can set different sessions for subcharts.
Re: communication between charts
I would like to calculate statistics on a symbol (ES contrinuous futures contract) that is traded 24/5 independently on the symbol I am actually trading e.g. VXX, SVXY etc. VXX trades premarket from 9AM UK (4AM EST) and I can't find a preset session setting that suits me entirely.
Ideally, I would like both processes (stats + signal generation) to be totally independent. My calculated statistics are in my view more valid if all data is available. In addition, on my standalone prototype, it determines whether to activate a signal on VXX or SVXY or any other one.
I hope this makes my question a little clearer.
Thanks
Ideally, I would like both processes (stats + signal generation) to be totally independent. My calculated statistics are in my view more valid if all data is available. In addition, on my standalone prototype, it determines whether to activate a signal on VXX or SVXY or any other one.
I hope this makes my question a little clearer.
Thanks
- Svetlana MultiCharts
- Posts: 645
- Joined: 19 Oct 2017
- Has thanked: 3 times
- Been thanked: 163 times
Re: communication between charts
Session settings are customizable. You can configure the sessions according to your needs.I can't find a preset session setting that suits me entirely
There are several ways to configure sessions.
In Format Instrument -> Settings -> Sessions you can select either Default or one of the session templates.
1. If you select Default the settings are taken from QuoteManager -> right click your symbol -> Edit Symbol -> Sessions.
a) There you can select “Use Exchange and ECN’s Sessions”, then sessions will be taken from the exchange settings (QuoteManager -> Tools -> Exchanges and ECN’s).
b) (for futures only) you can use the Symbol Dictionary and take settings from the Symbol Dictionary for futures, which are applied to all instruments with the same symbol root.
c) Or you can set up custom sessions by selecting the corresponding button.
2. If you select one of session templates in Format Instrument -> Settings -> Sessions you can view their parameters in QuoteManager -> Tools -> Session Templates.
Also, you can create your own Custom Session Template and select it directly on chart in Format Instrument -> Settings -> Sessions without changing the settings in QuoteManager.
At the present moment it is not very clear what setup you have, how you use it and at what stage you have the issue. If you would like us to investigate it further, please reproduce the situation in a simplified environment and send us the following files:Ideally, I would like both processes (stats + signal generation) to be totally independent. My calculated statistics are in my view more valid if all data is available.
1. The workspace where the situation is reproduced.
2. Export of used symbols (with data) from QuoteManager in .qmd archive.
3. The exported scripts with all dependent functions that are used on the workspace.
4. The screenshots demonstrating the situation.
5. Step-by-step instruction how to reproduce the situation.