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Date/Time: Wed, 15 May 2024 04:36:20 +0000



Post From: DAILY OHLC - MONDAY PROBLEM

[2017-04-18 10:05:38]
User299392 - Posts: 216
1. See attached for the Daily OHLC Settings that I use -

2. In suggesting CME appointed hours - you are not letting me make a distinction between Globex and Regular Trading hours (which is also appointed by CME) - and hence "forced" in my chart. I am constrained to use the hours you are suggesting. This is a problem. Sierra should be drawing Daily OHLC based on what I name as start and end time. If I use what you gave me as hours - I am not getting what I want as OHLC; I am getting what you are forcing me use as OHLC and I do not want it. Studies should not be product based looking into CME hours; it should be what I set for that specific product.

3. Lastly, in as much as the hours that you are naming may be exchange appointed - the "big trader community" only considers activity between 09:30 EST and 16:15 EST to be regular trading hours and even compose many other studies based off of that time line, e.g. TPO and Vol by Price, etc. And then there are others too.


Let me know. PLEASE.
imageDaily OHLC Settings.JPG / V - Attached On 2017-04-18 09:57:13 UTC - Size: 77.55 KB - 339 views