I'm attaching a screen shot of two charts. One is the Daily YM and one the 30 minute YM.
I am curious about the 5 and 10 day moving averages. On the daily chart its just a simple 5 and 10 period moving average. On the 30 minute chart it is a 65 and 130 period simple moving average. These should create the same results.
The problem may be that I have never figured out how to get the YM to show a proper daily bar (eg. One that coincides with the cash markets... 9:30 am EST start and a 4:45 EST finish.) My Futures charts never have gaps!!! And yes I have the correct Session setting for that symbol.
Any thought or help would be appreciated.
Same Moving Average Different Results?
-
- Posts: 261
- Joined: 28 Feb 2008
- Has thanked: 2 times
- Been thanked: 1 time
- TJ
- Posts: 7743
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2222 times
Re: Same Moving Average Different Results?
do ONE DAY's average close of those 30min bars equals the one day's EOD close... ?I am curious about the 5 and 10 day moving averages. On the daily chart its just a simple 5 and 10 period moving average. On the 30 minute chart it is a 65 and 130 period simple moving average. These should create the same results.
-
- Posts: 261
- Joined: 28 Feb 2008
- Has thanked: 2 times
- Been thanked: 1 time
-
- Posts: 117
- Joined: 08 Nov 2005
- Been thanked: 3 times
-
- Posts: 261
- Joined: 28 Feb 2008
- Has thanked: 2 times
- Been thanked: 1 time
- RobotMan
- Posts: 375
- Joined: 12 Jul 2006
- Location: Los Altos, California, USA
- Has thanked: 31 times
- Been thanked: 13 times
- Contact:
I normally would probably not answer this and leave it to someone else, but it is more difficult than it seems to get this loaded from the QM.
Check out:
http://kb.esignalcentral.com/al/12/4/2925.html
The June 2009 contract of the ES is "ES M9" (note space)
The continuous contract of the ES is "ES #F" (note space)
The day only contract of the ES is "ES M9=2" (note space)
and the continuous day only contract is "ES #F=2" (note space)
You can look these up in the QM, however you cannot select the exchange to search on. (Hint: it's not the CME) So you just have to search for "ES" on "All Exchanges" under the "Futures" tab and wait for it to finish (it takes a long time). There are a bazillion listings (ok, not a bazillion - I stopped it after a few minutes and it had found a couple thousand) but you are looking for those listed on "CMEE" exchange (which is not listed in the pull down menu to search on and you would never guess it anyway). Now, it would be nice, but you also can't click sort on the "Exchange" column either, you just have to scroll down until you find what you are looking for and finally select it. Yaay!
I don't know what symbols you are looking up, but that is kinda the way to search in the QM
Hope that helps.
Check out:
http://kb.esignalcentral.com/al/12/4/2925.html
For Example:Futures Session ID's
The ability to seperate the day and night sessions on certain futures are available.
Example: SP H7=1 (Globex) & SP H7=2 (Day)
The June 2009 contract of the ES is "ES M9" (note space)
The continuous contract of the ES is "ES #F" (note space)
The day only contract of the ES is "ES M9=2" (note space)
and the continuous day only contract is "ES #F=2" (note space)
You can look these up in the QM, however you cannot select the exchange to search on. (Hint: it's not the CME) So you just have to search for "ES" on "All Exchanges" under the "Futures" tab and wait for it to finish (it takes a long time). There are a bazillion listings (ok, not a bazillion - I stopped it after a few minutes and it had found a couple thousand) but you are looking for those listed on "CMEE" exchange (which is not listed in the pull down menu to search on and you would never guess it anyway). Now, it would be nice, but you also can't click sort on the "Exchange" column either, you just have to scroll down until you find what you are looking for and finally select it. Yaay!
I don't know what symbols you are looking up, but that is kinda the way to search in the QM
Hope that helps.
-
- Posts: 261
- Joined: 28 Feb 2008
- Has thanked: 2 times
- Been thanked: 1 time