Same Moving Average Different Results?

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flipflopper
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Same Moving Average Different Results?

Postby flipflopper » 31 Mar 2009

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.
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TJ
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Re: Same Moving Average Different Results?

Postby TJ » 31 Mar 2009

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.
do ONE DAY's average close of those 30min bars equals the one day's EOD close... ?

flipflopper
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Postby flipflopper » 31 Mar 2009

Good question!!

gregorio123456
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Postby gregorio123456 » 31 Mar 2009

movavg65= +++65 close of 30 min bar/65
movavg5= +++5close of daily bar/5
and never is same my friend

juu

flipflopper
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Postby flipflopper » 31 Mar 2009

Ok. Cool. Now that that's solved... anyone have trouble with esignal daily futures bars?

I always seem to get the overnight action ie no gaps. I have my sessions defined properly in the Quote Manager and equities always seem fine but I never seem to have overnight gaps in the futures charts?!?

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RobotMan
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Postby RobotMan » 31 Mar 2009

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
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)
For Example:
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.

flipflopper
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Postby flipflopper » 31 Mar 2009

Wow. Thanks for the reply. So even though I have defined the day session as outcry only it won't apply it to a daily bar?


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