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Date/Time: Fri, 26 Apr 2024 13:28:01 +0000



Session gaps

View Count: 262

[2023-01-16 09:13:09]
OriolCasas - Posts: 155
Hello,

I would like to automatically track session gaps: When during pit hours, the price opens above or below the previous high or low, that's called a session gap. Is there someway in Sierra that I can track that automatically?

Thank you
[2023-01-16 17:20:34]
John - SC Support - Posts: 31131
Refer to the following study:
Extend Bar Gap Until Future Intersection
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-01-16 17:44:55]
OriolCasas - Posts: 155
Thank you! I am amazed by Sierra Chart sincerely.

Now: On the picture attached, all yellow lines are session gaps on the ES automatically now. Instead of a line I would like a rectangle of all the gap until the next Daily bar like the rectangle on the white arrow. Is it possible to do this?

Also, when there is an island gap (like on the red arrow) I would like that the first gap is shown as closed, how can I do this?

THANK YOU
[2023-01-16 17:45:23]
OriolCasas - Posts: 155
File attached
imageSession gaps.png / V - Attached On 2023-01-16 17:45:21 UTC - Size: 106.73 KB - 65 views
[2023-01-16 20:09:59]
John - SC Support - Posts: 31131
Unfortunately, there is not a built-in way to do either of the items you are asking for.

You can modify the source code and convert the lines to rectangles, and then also find the situation for the "Island Gap" and remove the first line. Refer to the following:
How to Build an Advanced Custom Study from Source Code
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-01-16 20:58:53]
OriolCasas - Posts: 155
Ok thank you, and is there anyway that gaps that have already been closed are not shown?

Thank you
[2023-01-16 21:20:48]
John - SC Support - Posts: 31131
Again, this is not built in, but could be added to the study itself. And we just do not have the time right now to make these kind of changes.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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