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Date/Time: Thu, 16 May 2024 00:56:21 +0000



Post From: rollover

[2017-03-12 07:48:17]
ElmStreetTrader - Posts: 48
And this is very confusing:
Regarding the session times:
01:00:00-00:59:59 (+2 SAST)

Using these reversed session times will result in a trading day starting in the prior day at the Session Start Time causing the rollover to be in the prior date. This is explained here:
Continuous Futures Contract Charts: Displaying Rollover Transition Times and Contract Months

Chart Session Times: Why Reverse Session Times?
The reason for reversing the Session Times is so that trading day begins in the prior day. This can be useful when creating chart bars like 24-hour bars that start in the prior day.

If you were to set the period per bar to 1 Day, then the starting time of the chart bars will begin at the Evening Start time if Use Evening Session is enabled, or the Start Time if not using the evening session times. The bars will begin in the prior day and run all the way up to and include the day session End Time into the next day.

Another reason for reversing Session Times is so that studies which depend on Session Times, start their calculations in the prior day and go through into the next day and finish with the end of the day session (End Time).

Date Time Of Last Edit: 2017-03-12 08:08:10