easylanguage question: offsetting trading session

[Yamato]

I have this problem. I am trying to build a system on daily pivot levels (PP, S1, R1).

I downloaded the data from IB TWS for the EUR IDEALPRO symbol. The data is in Central Standard Time and the session ends at 16.00. I don't know why. It seems that the forex session ends when the CME equivalent EUR future ends. However the future starts trading again one hour later. The forex resumes 15 minutes later, at 16.15 CST.

In order to calculate the correct pivots I would need tradestation (2000i version) to consider the end of the session at 16.00 like midnight, but at the moment it doesn't do it, and it recalculates pivots at 00.00, which is 8 hours later than I want it.

How can I solve this problem please? I've already tried to download the data in a different time format, and that doesn't work. It seems to me that I have to tell tradestation to consider 16.00 like midnight, but probably it's not possible to do it this way. Any advice?

 

[Trader333]

How much data do you need ?

Which instruments are you wanting to have data for ?

Have you tried changing the session times in GS ?


Paul

 

[Yamato]

Oh, I have the data. The problem is the timeframe. I need to get to the bottom of this time setting problem because I can't just buy data with the right timeframe each time i want to solve a problem like this.

I tried tweaking those session settings in the Global Server, if you are referring to these:




But they only seem to work for the Global Server symbols, while I am using third party ascii data. I can't get the programs to treat my 3rd party symbols as connected to the symbol I set in global server:




Have you had similar problems? How did you solve them?

 

[Trader333]

Ascii data will only work in EOD format, TS2Ki does not allow intraday data import in ascii format. I don't have these issues but then I am not using IB for my data. My settings are as shown.


Paul

 

[Yamato]

Ascii data will only work in EOD format, TS2Ki does not allow intraday data import in ascii format. I don't have these issues but then I am not using IB for my data. My settings are as shown.


Paul

Thanks for this precious information. I have Ascii data, and I suppose by "Ascii data will only work in EOD format" you mean that "Ascii data will only end the day at midnight". Then I am doomed but it's good to know that at least. I will use the solution of offsetting the hours manually, as suggested here:
http://www.elitetrader.com/vb/showthread.php?s=&postid=2919969

But I will do it via excel.

 

[Trader333]

What I meant was that you cannot import intra-day data in Ascii format, ie you cannot import data that would show a 5 min interval or 10 min or even 60 min. You can only import data that is OHLC and Volume for the day. If you let me know what data you want and which instruments you want it for and what time interval then I may be able to help you.


Paul

 

[Yamato]

I may sound like I am totally ignorant, and partly that's the case, but, unless there's a misunderstanding, I have to... inform you that, since I started using tradestation 2000i in 2002, I've had no problems importing Ascii data, for many different symbols, in all intraday formats and timeframes, even 1 minute timeframe.

Still, despite working with tradestation all these years, I haven't learned how to solve a simple problem such as the one I exposed above. That's because I always was looking for shortcuts and never read the whole manual. But I have found the quick and (relatively) practical solution of offsetting the hours ("quick" only because I am using a 15-minute timeframe), which is what I will do soon, within an hour, unless someone suggests a better method.

Thanks for your offer, but I can't use your data, because I'll have to trade the system on IB TWS data, so I need exactly their data to back-test the system (and I don't have a problem downloading their data, cfr. above).

The problem is not that I am missing data, but that I need a perfect coincidence, correspondence and synchronism between what I see and test on tradestation and what I see and trade on TWS. My pivot system requires surgical precision or the testing and automation won't be good enough.

 

[Trader333]

Interesting, the only time that I know of anyone being able to import Ascii data that is in intra-day format was by converting it to something else. You are the only person I have heard of who has got around this restriction so well done.


Paul

 

[Yamato]

I'll post a sample .txt file (which is what I call "Ascii") so we can avoid any misunderstandings. And I'll post pictures of the settings I am using to get tradestation to accept it.

It might also be useful to the few other people who are still using ts2000i.

It's all in the zip file, attached. I want to stress out that I am talking about data in the "third party directory" (see images attached) and that I need to first create a symbol in Global Server and import the Ascii data, as in the picture below. It all starts from the picture below. I could show you on teamviewer if you want:

 

[zt3k]

do a search on "ABC pivot".
it is adjustable to any time frame.

 

[Yamato]

Well, thanks but if it's not something that will work on tradestation I can't use it. I just need to get everything done on tradestation. It's not easy to just move from one backtesting software to another.