Having an issue plotting previous days vPOC from day session only on my full session ES chart. It seems to work properly most of the time or if I switch the chart to day session only, if I switch to full session the indicator occasionally doesn't line up with the VP vpoc from the previous day. In the attached images the indicator is the white line, the green line is the RTH open and extends through the day session so you can tell which one is overnight and which one is day. The previous day vpoc I want to extend through both sessions of the following day. I use IQFeed and did a full download which didn't help. I've circled the most recent wrong location on May 15th. I've tried a number of combinations in the price box with VPOC (bars) and VPOC (all) and they seem to make less days accurate. I've tried adjusting the session to subsession and identifying hours but that also seems to make it worse.
This could be related to your periodicity being Renko and the fact that there will be one bar that begin in the overnight session and continued into the day session. The way you have things setup, it uses bars and since a new bar does not begin on that day session boundary, that can throw off the VPOC. So try importing this chart an inspect how the black line is setup with MPD and using 5-min bars instead of the Renko periodicity.
https://www.linnsoft.com/charts/prevdaysessionvpoc-es
Thanks, makes sense, however I adjusted to a 30m chart and it has the same problem so I don't think it is that, I primarily use it on a short time frame PnF so I don't think one small bar will make a difference generally, I setup the renko I previously shared just to see more days without scrolling.
Share your chart definition and I'll take a look.
It won't let me send .txt does copy paste work?
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COMMENT=NONE
SOURCE=
PLATFORM=Windows 7 (6.1, Build 7601)
DATE=2020-05-18 11:21
VERSION=13.6.15 (Build #33378 Mar 3 2020 14:53:45)
DATAFEED=IQFEED
NAME=RTH_Open_Indicator
BARCOUNT=AUTOMATIC
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ELEM=TIME: Bar Time - hhmm.ss
INDICATOR=MPD *(TIME>930)*(TIME<1700)
END Investor/RT CUSTOM INDICATOR DEFINITION for RTH_Open_Indicator
BEGIN Investor/RT CHART DEFINITION for Untitled_12
--
--To Import This Definition:
--1. Select all the text in this file.
--2. COPY to clipboard (Ctrl+C)
--3. Go to Investor/RT and PASTE (Ctrl+V)
--To learn more about importing definitions see www.linnsoft.com/importing.
--
COMMENT=NONE
SOURCE=
PLATFORM=Windows 7 (6.1, Build 7601)
DATE=2020-05-18 11:21
TIMEZONE=Eastern Daylight Time (UTC - 5:00) DST
VERSION=13.6.15 (Build #33378 Mar 3 2020 14:53:45)
DATAFEED=IQFEED ORS=IB
NAME=Untitled_12 SIZE=706,1506
PERIODICITY=3,30,1342177280 (30 Minutes)
PIXELS=2:0
LOOKAHEAD=0
RMARGIN=174
CFLAGS=786432 CFLAGS2=187553
VIEWPERIOD=1,1,120,3658154400,3672648000 (Last 120 days)
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COLORS=15461355,4803147,0,15724527,6447972,12632514,16777215,4803147,1
DESC=Untitled_12: @ES# (30m) 30 Minutes, Full Session 18:00-17:00
SESSION OVERRIDE=30 S&P E-Mini FULL: Hours: 18:00 to 17:00
C#nVALUES=C#10=18,C#24=0.000122,
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-Tick Data: 250 Days, Intraday: 5000 Days, Daily: 5900 Days
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INDICATOR: PROF #127 ASSOC: @ES#:GLOBEX:30 ID#1 PERIODICITY: 3,30,1342177280 DESC: PROF[@ES# (30m) 0,3p] LABEL: T TXTLBL: F,"",F RECALC: 0,0 PREFS: 192,193,194,2,2,0,0.25,604070904,2000,128,128,128,1,2,0,0,0,255,2,2,0,140,25,28,2,2,0,255,0,0,2,2,0,70,0,14011401,F,T,F,T,5,T,T,F,F,930,10,T,F,3506578200,3523251600,450,3,0,0,T,F,100,T,F,F,F,10,255,128,0,1,2,2,2,2,1,0,1,T,F,128,128,64,1,2,0,128,128,64,1,0,0,F,F,255,255,255,5,2,2,9,0,F,T,255,16777215,0,0,F,F,7237489,2,0,50331903,65,255,5000,677888,3416483700,0,3,1,0,0,0,930,0,0,F,F,F,F,255,2,2,2,2,0,0,T,T,0,0,F,F,-1,0,-1,
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- This chart definition references 1 RTL object (scan/signal/custom indicator)
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I noticed you had Time Per Profile set to 3 sessions. Does Split Session not give you what you want?
Also noticed session was set to specific session number. Should be able to just set to Full Session (hit comma , key then hit F for Full Session)
I adjusted to split session, I believe the template was set on 3 when I got it, I also wondered why. I did make the change and I don't think it caused any issues. I had issues as the template originally had the wrong hours programmed in and I had to play with it to get it fixed correctly, perhaps if I had just adjusted it to split it would have saved me some problems in the past. Regardless it's set to full now but that line doesn't seem to have adjusted back to the proper prices. The same thing happened on 4/26/20, and 4/8/20. It looks like it happens on profiles that have 2 high volume areas, I think the one on the profile is right as I checked it with someone else, the indicator perhaps is only pulling the vpoc from 9:30-16:00 maybe, if I adjust the chart to those hours the indicator line seems to line up with the profile. I want the indicator line to be calculated on 9:30-:1615, maybe if build a customer indicator with the hours configured this would work properly? Let me know if you don't follow, a little hard to explain in text.
Yea, you also need to set Session Statistics to "Day Session" instead of SubSession....
I think my logic was if I chose "subsession" and chose 9:30-16:15 it would give me the vPOC for that time period? What hours does the "day session" take into account? Are you saying I need to create a custom indicator and have it pull the hours in that way?
Right-click in chart and choose Setup > Charting Hours and make sure those are correct. That is where Day Session, Full Session and Overnight Session times are pulled from for each symbol.
This video tells the full story: https://www.linnsoft.com/videos/chart-hours-overview-day-and-full-session-times
That didn't help either, I ended up making a custom indicator and playing with it for a long time and somehow got it to work properly. It seems if I limit the time it shows up on my chart to day session hours only it shows up in the proper place, if I try to get it to show up in the overnight session as well as RTH it seems to move it to the wrong part of the chart in some instances.
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