I suppose because there are no prices before 2201. Check that with the history editor from the download page. If it has prices at 2115, you should normally be able to start the week at 2115. But if not, you can upload the historical data here and I'll look into the problem.
Re: Market hours for Globex
[Re: jcl]
#470414 01/12/1817:1801/12/1817:18
Thanks! If missing prices are not the reason, then it's possibly some limit to the earliest week start. I'll inquire. - Update: I learned the weekend has indeed a 2 days 'core' from Friday 22:00 til Sunday 22:00. It can be made longer, but not shorter than those 2 days. And yes, this limit can be probably removed in a future version. Setting up the weekend is the user's responsibility, so there's no real reason for a limit.
Re: Market hours for Globex
[Re: jcl]
#470471 01/16/1816:1201/16/1816:12
Skipping bars only works when TF=1(BarPeriod). Higher TF do not work in practice
If BarPeriod=5 and desired trading TF is 20min (i.e. TF=4), then outside of "market hours": - bars are skipped with TF=0, - TF set to -N at start of a new frame, and then.... -...TF is to be set to what value?
Or do you suggest to construct each and every frame manually by checking the time?
Quote:
Open/highs/lows of skipped bars are not really skipped, still counted in the veeery long TF. - That's the very purpose of a time frame
I want to trade during "market hours" and I want to use a series of bars/frames that will ONLY contain information from that period.
I do not want to include in such a 20-min series an irregular, oversized frame that covers the "overnight/overweekend" period.
Is that a fair paradigm and expectation?
Re: Market hours for Globex
[Re: Zheka]
#470489 01/17/1813:3901/17/1813:39
>>I want to trade during "market hours" and I want to use a series of bars/frames that will ONLY contain information from that period.<<
What are you then doing with timeframes? If you only want to completely ignore bars outside market hours, then simply do not use their prices for your indicators and do not trade at that time.
Maybe the problem is some misconception of bars and time frames. I do not know what you want to achieve, but when you explain in more detail when and under what conditions you want to enter which trades, I can probably help better.
Re: Market hours for Globex
[Re: jcl]
#470494 01/17/1815:0201/17/1815:02
..TF is to be set to what value? For skipping 4 bars, how about the value 4?
Setting TF=4 will not produce correct frames - because TF just counts bars and lands at each TFx bar , regardless if it has been skipped or not. So, for a Globex session ending 17:00 ET and starting 18:00 ET.
And no amount of tinkering will solve this with a current built-in mechanism.
Quote:
If you only want to completely ignore bars outside market hours, then simply do not use their prices for your indicators
Yes, I want to completely ignore prices outside market hours. How can I construct a series of 20min bars(or frames) that would ONLY contain prices within the defined "session"?
In general, ALL other software I worked with -TS,MC,NT,SC,WL,MT5- have "sessions" as a basic concept ( most- per day), and bar construction is governed by session start/end settings. Porting working, tested systems to Zorro, I would like to achieve 100% consistency.
Re: Market hours for Globex
[Re: Zheka]
#470498 01/17/1815:4601/17/1815:46
It just hit me that Skipped bars define the start of the frame! It is not at all necessary to set TF=Skipped bars after skipping bars - as one is conditioned by the manual. You can set it to the number of bars(negative) back you really need the frame to span and that would only merge that number of bars! Urahh!
This explanation should be added to the manual!
One more question re bar() function: - can you please give an example in the manual how Start and Time fields can be used? - is it possible to add a return option that would "not start a bar"