View Full Version : modify PriorDayOHLC
06-07-2006, 07:59 AM
Can the following file be update to reflect the PriorDayOHLC for the most recent session only (i.e the prior day only).
If so, can you make the modifications!
Thanks in advance!
06-07-2006, 08:06 AM
It could but unfortunately I am quite pressed on other issues. If I find some time, I will make an update but I can't promise anything.
06-07-2006, 08:30 AM
I was just curious if you could do it for me at your convenience. Upon completion can you post it as an attachment. Thanks in advance!
Another indicator modification.
The Pivot Points.
On 6-6-06 the OHLC for YM was High: 11120, Low: 10931, Close: 11013. http://quote.barchart.com/quote.asp?sym=YMM06&code=BSTK
And when I calculated the Pivots based off this data I came up with
R1 = 11112
PP = 11021
S1 = 10923
S2 = 10832
However, when I use NinjaTraders Pivot indicator. The values are different showing R2 = 11191, R1 = 11105, PP= 11018, S1 = 10935....... This data is off by a few ticks and I was wondering how does the pivot indicator consider the OHLC for the previous session when caculating pivots.
Is there a way to modify that indicator so it an accurately reflect the H,L,C for YM between the tradinghours of 6:15pm and 4:00pm per CBOT website: http://www.cbot.com/cbot/pub/cont_detail/0,3206,1560+14425,00.html.
Please reply at your convenience! Thanks in advance.
06-07-2006, 08:53 AM
OHLC from prior session is not the actual exchange OHLC but the data in the chart filtered by your session start/end time.
So if your session end time is 3:15 CT, NT will take the close of the last bar as the prior day's close.
06-12-2008, 12:05 PM
Please reveiw my prior post. I need a modified Prior Day OHLC that takes into consideration the trading hours of the CME. Can anyone help?
06-12-2008, 12:21 PM
Look in the NinjaScript File Sharing section, someone posted some custom pivot indicators that may help you?
06-12-2008, 12:38 PM
Can you post an exact link to what I need? Thanks in advance!!
06-13-2008, 12:25 AM
You can just use the Search button on the top nav bar and type in Pivots to get what you want
06-16-2008, 04:29 PM
Thanks for your assistance!!!!!!!!!!!!!!! You're comments were incredibly helpful!!!!!!!!!!!!
Unfortunately, I don't have the additional time to use the search features that's precisely why I asked you to do it for me. Your forum is littered with me different topics related to pivots and I've spent over twenty minutes looking for what I need but haven't successfully found it.
I would like a direct link to what I need without wading thru all the threads to see which one will actually work for me.
Considering you have time on your hands, extra knowledge of how to use your website and that you're in the business of providing exceptional customer service, can you provide a direct link to the thread that relates to what I'm requesting? Again, see prior posts.
Thanks in advance for your assistance. Please reply!
06-16-2008, 04:46 PM
Click on Search > Under "Search NinjaScript Files" enter the term "Pivots", I believe you will see three matches for indicators you can download.
06-16-2008, 05:07 PM
I used the sessionpivots.zip file and it wasn't what I'm looking for. The indicator worked but it doesn't compute correctly (see prior post for what I'm looking for).
I tried installing the floorPivots.zip but I don't see them as indicators after I successfully import them thru ninja trader. I'm suppose to import files like this by
Please go to File-->Utilities-->Import NinjaScript and select the .zip file.
Right? If so, please explain why I'm not able to add floor pivots after I've successfully imported them?
Thanks in advance!!!
06-16-2008, 11:04 PM
Please contact the author of the zip file for the the correct file name of the indicator file contained in his NinjaScript zip archive.
06-17-2008, 04:29 AM
Just by chance saw this, the session pivots indicator should do the job. I am using it the indicator the way you asked for, and for me it works. You would have to set S_End_CME_Index and S_Start_CME_Index to 15:30 (Central Time for CBOT). However, if you use time frames > 30 min, the Pivots will not always be correct in CalcFromIntraday Mode (needed information not contained in the bar), you should then switch to DailyBars mode.
Tell me whether it works! What data supplier do you use?
06-17-2008, 07:56 PM
Made the changes and it works.
The SessionsPivots indicator has a lot of pivots. All the pivots that I was not interested in seeing I changed the color to transparent.
Although the pivots are not visible on the chart because they're transparent, the price labels in the right margin are visible causing the area to be cluttered.
Is it possible that I can make some modifications to coding, where the transparent color pivots don't display in the price marker? Or have them display as transparent price markers? (Having them show as transparent will probably be the easiest).
Additionally, is it possible to rename Daily S1 to just S1, basically eliminate the word daily entirely from all pivots? And, the word PriorDay Low changed to the abbreviation PDL and PDH for PriorDay High, etc? (all this will help eliminate additional info from the chart that may distract me from trading).
Or, would you be able to specifically tailor the indicator per my needs to reflect only R2, R1, PP, S1, S2, PDO, PDH, PDL, PDC (PD= Prior Day & OHLC), not to include the spelling of the words, only the abbreviations? If you need anything, let me know.
If this is something you think I can fix easily than let me know. It sounds like I maybe pushing things considering prior post but I genuinely needed your assistance.
Again, thanks to everyone.
06-17-2008, 09:06 PM
You can use PaintPriceMarkers = false, but that would turn all right margin markers off for that indicator. If you do not wish to see the extraneous ones I recommend you edit the indicator to simply not include those levels. The other changes you want are also doable via editing of the indicator yourself. Find the area of code reflecting the displays and just change the string they display.
06-18-2008, 07:13 AM
Just use the SessionPivotsDailyV6 indicator. It has an option to show Midpivots, which is set to true by default, but you can set it to false and all Midpivots and their price markers will disappear. The midpivots are useful if a balancing day occurs after a day with an extended range.
If you want to change the labels of the lines, just edit the indicator and change the text in lines 123-146 to what you lilke it, and then save it again with F5.
If you do not like S3, R3 etc. to be shown on your chart, then you have to modify the indicator. You would have to delete the Plots (see lines 123-146), the Sets (see lines 394-413) and the Properties (see lines 434 - 604) for those labels that you do not wish to see. You also would have to renumber the remaining "get"-instructions in the Properties section.
The CalcFromIntraDayData method will not be accurate, if the session close is not the close of one of the bars. For example, a 60 minute chart of YM does not include the session close at 3:15 PM Central Time, and the session close will be somewhere in the 4 PM bar, so the indicator does not know it and will take the close of the last session bar instead. In this particular case you would have to use the DailyBar method, if your data vendor supplies daily data, or otherwise accept inaccurate Pivots. For a 30 min chart you could select 3:30 PM as session close, the 3:30 PM bar will then be selected by the indicator for the session close, and the Pivots should be displayed correctly by using either CalcFromIntraday or DailyPivots method.
Hope this helps. Please let me know, if you observe any inaccurate Pivots.
12-06-2008, 01:35 PM
Hello, hoping someone can help here .. I'm trying to modify SessionCurrentDayOHLV6 so that instead of plotting the fib numbers I have the option to enter my own predefined S & R numbers as parameters with corresponding text.
For example, Gap low and associated number, Gap high and the figure, VAH, VAL ... I'm sure you get the idea.
There is a constant lines indicator, but this does not give the ability to add in some descriptive text to display alongside the line ... and that's what I'm really looking for.
Now, it's pretty easy to modify this so that I can set my own values for each of the fib lines in the parameters but these will still have the fib text alongside them e.g. "Daily Fib 61,8%" and so on. I can't figure out how I can also assign text to that line/value from a parameter i.e. dynamically rather than hardcoding text in the indicator.
Have I explained that clearly? Is this possible?
12-06-2008, 02:21 PM
The SessionCurrentDayOHL indicator automatically calculates OHL and Fibonacci lines for different session times and time zones. I would definitely not use it to plot constant support and resistance lines. It can slow down your PC unnecessarily by performing calculations you do not need.
If you want to modify an indicator, you could take the Pivots indicator of Ninja Trader and
- build a simplified version first that only works with the user defined values
- then try to replace the fixed text with a dynamic text.
It all comes down to using the plotting routine of the pivot indicator to display constant lines and then add some parameters for adding text. This should not be too difficult, but definitely requires some work.
12-06-2008, 04:05 PM
I'm comfortable with changing the indicator to have user defined values, but I've no idea where to even start thinking about it with dynamic text. I don't have that level of prgramming skill.
Are you not using the name of the plot when you assign a value to it e.g.
Add(new Plot(Color.Black, "PP"));
... so I don't understand how you could make that PP bit dynamic?
Or am I missing something obvious here?
12-07-2008, 09:56 AM
my programming skills are also quite limited, I've only done these Pivot indicators because I needed them. But maybe this helps you:
Within the indicator code of SessionCurrentDayOHL the standard plotting routine has been overwritten with a new plot function (you'll find it in the region "Miscellaneous"). This function also plots the text associated with the lines. I would try to define a string variable, find a way to read my text into this variable and then plot it via the plot function by replacing "plot.name" in the last line of the PLOT function with the string variable.
Maybe the author of the plot function has some further suggestions - I only borrowed this function from the standard Pivot indicator that comes with NinjaTrader.
Hope this helps.
12-07-2008, 02:41 PM
Thanks Harry, that's exactly what I figured out about 5 mins before your post.
Appreciate the reply.