SPI 200 Futures Sessions

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Kaos
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SPI 200 Futures Sessions

Postby Kaos » 27 Jul 2017

Hi Everyone,

I thought this was a simple job but turns out I have no idea regarding sessions for the ASX SPI 200

I want 430pm to be the session end

Here is a link to the contract specs
http://www.asx.com.au/documents/product ... tutres.pdf

I have tried 4 different options - see attached images

Does anyone have any suggestions for SPI 200 session end to = 430pm

Cheers
Paul
Attachments
Contract Specs.jpg
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Option-01.jpg
(140.96 KiB) Downloaded 774 times
Option-03.jpg
session start at 17:50 - my mistake should be 17:10 but that still won't change the errors
(112.93 KiB) Downloaded 774 times
Option-02.jpg
session start at 17:50 - my mistake should be 17:10 but that still won't change the errors
(112.05 KiB) Downloaded 774 times
Option-04.jpg
(137.89 KiB) Downloaded 774 times

janus
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Re: SPI 200 Futures Sessions

Postby janus » 27 Jul 2017

Please see attached images. SFE-AEDT is for daylight saving time.
Attachments
SFE-AEST.png
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SFE-AEDT.png
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Kaos
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Re: SPI 200 Futures Sessions

Postby Kaos » 27 Jul 2017

Thanks for the reply but I already had that. Sorry I should have been clearer on what I was trying to achieve

I want to create daily bars
Open = start of night session (17:10)
Close = close of day session (16:30)

That way I look at end of day (at a daily bar - that's why I need day session = 16:30) make a decision and enter orders at start of night session

I could just use day session times but then I would be missing the night range in the daily bars

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TJ
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Re: SPI 200 Futures Sessions

Postby TJ » 27 Jul 2017

Thanks for the reply but I already had that. Sorry I should have been clearer on what I was trying to achieve

I want to create daily bars
Open = start of night session (17:10)
Close = close of day session (16:30)

That way I look at end of day (at a daily bar - that's why I need day session = 16:30) make a decision and enter orders at start of night session

I could just use day session times but then I would be missing the night range in the daily bars

Daily bar OHLC numbers are supplied by your dataprovider. They cannot be changed.

However, you can create your own custom daily bars using minute data.
Simply check the box for "Build from minute data" when you are making the daily chart.

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TJ
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Re: SPI 200 Futures Sessions

Postby TJ » 27 Jul 2017

The last entry should be Saturday.

Image

Kaos
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Re: SPI 200 Futures Sessions

Postby Kaos » 27 Jul 2017

You're spot on there. I would be using approximately 1400 minute bars.
The 1400 minute charts simulates a daily chart when I have a 16:30 session end

++++++++++++

As for the last entry being Saturday - can't be as it would then exclude Monday's day session in the 24 hour chart

If I was going to use those types of sessions which I am happy to then the sessions would need to be
Friday 17:10 to Monday 16:30
Monday 17:10 to Tuesday 16:30
Tuesday 17:10 to Wednesday 16:30
Wednesday 17:10 to Thursday 16:30
Thursday 17:10 to Friday 16:30

++++++++++++

Some reason I don't think I'm going to get a 24 hour chart that ends at 16:30

janus
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Re: SPI 200 Futures Sessions

Postby janus » 27 Jul 2017

Given sessions can't be longer than 24 hours the best you can do is to use the attached screenshot. It splits Friday and Monday though into two sessions. I can't see any way you can combined Friday night and Monday daytime into one session. If it's important enough you can try to request MC to add a custom option that effectively blanks out certain days (eg, weekends) to allow you to combine say Friday and Monday into one session. The alternative is to hide the main chart and use PlotPaintBar to create customer plot in a separate subchart at the appropriate times. Not sure if this will work to your satisfaction.
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SFE-daily.png
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TJ
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Re: SPI 200 Futures Sessions

Postby TJ » 27 Jul 2017

You're spot on there. I would be using approximately 1400 minute bars.
The 1400 minute charts simulates a daily chart when I have a 16:30 session end

No, you do not have to use a 1400 minute bar.
You use a DAILY bar,
but built with minute data.

This option is available when you create your chart.

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Re: SPI 200 Futures Sessions

Postby Kaos » 28 Jul 2017

> Janus: I'm starting to figure it out that combining Friday evening and Monday morning isn't going to happen. It's not worth the headache. Just something I wanted to do but nothing I'm going to stress over :-)

> TJ: I just went and looked and saw the option you are talking about. Didn't even think about that. I just remember doing the whole 1400 minute thing many moons ago. Either way - I still can't get a chart with a 17:10 to 16:30 from Friday to Monday.

Thanks for all the answers. I'm filing this one in the too hard basket and off to crack a beer or 10 :-)


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