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Direct MessagesDate/Time: Fri, 10 May 2024 21:01:58 +0000
Interactive Brokers close price
View Count: 873
| [2017-06-26 09:36:29] |
| Nazar - Posts: 6 |
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Hi, I'm trading ES, NQ and CL futures and noticing following problem: study "previous close line" does not show correct close price whereas DChg value is correct. I'm using IB as a data source. I tried various combinations of session start and session end times, but have no luck. I want entire session to be visible (i.e. from 6pm to 5pm next day) - so limiting session time to 4pm is not an option. In addition to that, official close price for WTI crude oil is determined by exchange not by using single close price, but they take VWAP of price from 2:25 to 2:30, so even trying to adjust session time won't help there. The fact that I'm not getting correct close price seem to also impact "Pivot Point - Daily" study as it is computed using daily OHLC. Pivot point lines drawn by SierraChart are different that those which I see using built in Interactive Brokers terminal charts. |
| [2017-06-26 19:37:32] |
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There is no Sierra Chart study which will calculate an exchange settlement price. That is just not supported and never will be. You can set the Daily OHLC and Pivot Points study to refer to a Historical Daily chart which will have the true official settlement price. Refer to the documentation for both of those studies for instructions: http://www.sierrachart.com/index.php?page=doc/TechnicalStudiesReference.php Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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