Notice that I am not really fussy about the end of session bar (not in this example anyway). If I wanted to be exact, say in 1 min bars, with the timestamp on the first tick inside the bar, I would use 0559 as the end of the day session ... then the close would be == the US 1600 hour close.
Anyway, I am suggesting that you make sure of your DB settings first and worry about compression thereafter. In my example, when I am in 24 hour view I see a small amount of trading, after hours, in the SPY. When I go to day session view, my session markers are both still visible. --- In [email protected], "brian_z111" <brian_z...@...> wrote: > > Pete, > > I am based in Aussie and use eS, who use UniversalTime. > > So, for the US, I am either 14 hours or 15 hours ahead, depending in whether > the US is in daylight saving mode or not. > > Here is what I do (hope it helps you): > > - eS 1 min database > - I use the SPY and show volume, with session markers, to make sure I am > aligned to time correctly (I use the markers as a reminder because I am > subject to local daylight saving, Euro daylight saving and US daylight saving > so to make sure I don't caught by a timeshift I use the visual checks). > > The volume indacates the open and the close and the markers are set to align > with that. > > http://zboard.wordpress.com/2009/02/28/intraday-session-markers/ > > - my AB database settings > > Filtering: > > - show 24 hours trading (no filtering) > > > Trading hours (local time) > > Start 2330 0600 > End 0600 2330 > > > Daily time-compression uses: > > Day/Night session times as defined above > > > Per-database settings > > Time shift - 14 hours > > I don't set anything else on that page > - so it is 2330 my time when the US opens for a 6.5 hour session > - I subtract 14 hours to align my time (2330) to US time (0930) > - in preferences I set Intraday >> Timestamp >> first tick in bar > > I don't know if this helps you ... it must be a start. > > I used these settings to get the inDaily Low and High value, for this post, > and they worked fine: > > (see Scan code attached). > > http://zboard.wordpress.com/2009/03/02/342/ > > > --- In [email protected], "Pete" <dryheat3@> wrote: > > > > There is a topic in the help files titled "Database Settings". There is a > > section where it explains how to use the trading hours to define precisely > > how time-compression works. I would like to know how I can set the > > Day/Night session start and end times such that the time compression will > > only take the O,H,L,C from between the market open at 9:30 am eastern to > > the market close at 4:00 pm eastern. > > > > I have spent hours trying to adjust these values and then wright a simple > > code which accurately calculates daily moving averages using time > > compression in a intra-day time frame. No matter what I try I am always > > left with assigning the values of O,H,L,C using the TimeNum() >= 093000 and > > TimeNum() <= 160000 statements. > > > > The goal is the able to use a simple code: > > Timeframeset(indaily); > > DlyH = H; > > DlyL = L; > > DlyMA = MA(H-L,10); > > Timeframerestore(indaily); > > Plot(Timeframeexpand(DlyMA,indaily), "Dly H-L", colorRed, StyleLine); > > > > Thanks. > > > > Pete :-) > > >
