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> if Time = Sess1FirstBarTime works fine but
> if Time crosses over Sess2EndTime does not ?
"Time = Sess1FirstBarTime" works fine to catch the first bar of
Session1 (usually RTH), UNLESS the market doesn't open on the
first bar. To make sure you catch the first bar of Session1,
even if it's not right at Sess1FirstBarTime, use
if Time+1 crosses over Sess1FirstBarTime
"Time crosses over Sess2EndTime" is true on the bar AFTER the end
of Session2, UNLESS the next bar is in the next day. So let's
say for example Session2 ends at 11:50pm, and the next bar is at
12:20am the next day. Time goes from 2350 to 0020, so it never
"crosses over" the Sess2EndTime value.
> and to David who suggested using session2 this was the main fix here
> Changing Sess1 8:00pm - 4:00pm Sun to Fri
> To Sess1 8:00pm - 12:00pm Sun to Thurs
> Sess2 12:01pm - 4:00pm Mon to Fri
That sounds like a pretty odd definition. (Especially if you
really have Sess2 starting at 12:01pm -- 1 minute after NOON --
instead of 12:01am, one minute after midnight!)
Usually Sess1 is the RTH session, something like 8:30am-3:15pm,
and Sess2 is the overnight session, 3:15pm-8:30am.
> Like the SP and ES, the ZB symbol trades through, and at the same
> time as the US (regular trading hours) symbol trades, the CBOT appear
> to treat this as all one session, but TS needs 2 sessions to handle
> the date change.
Which TS? My TS2k handles overnight sessions just fine. So e.g.
my settings for ES look like this:
Open Time Close Time
Sun 1530 Mon 0828 Sess2
Mon 0830 Mon 1515 Sess1
Mon 1530 Tue 0828 Sess2
Tue 0830 Tue 1515 Sess1
etc
TS4 had different ways of setting it, but it handled overnight
data with just 2 settings too.
Gary
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