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Unwanted Labor Day ES & NQ Futures Data

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  • Unwanted Labor Day ES & NQ Futures Data

    Hi, Is there any way I can suppress the ES and NQ data for normal market hours i.e 09:30 to 11:30 EST on labor day - 6th September 2004.

    This was not a normal trading day and there is therefore no matching advance/decline or volume data (e.g.$ADD,ADDQ,$UVOL,$UVOLQ etc)

    Consequently I cannot backtest using either ES or NQ data prior to 6th Sept with any efs indicators using advance/decline or volume as all advance/decline and volume data are transposed 2 hours forward against ES and NQ charts on every day prior to labor day.

    Hope that explains my problem, to see the effect, try a 5 min chart of ES #F (time template 09:30 -16:00) with my simple indicator ADDind.efs (attached) and see what happens prior to labor day.

    function preMain() {
    setCursorLabelName("ADD");
    setStudyTitle("ADD")
    }

    function main() {

    var vADD = getValue("Close", "$ADD");
    return vADD;
    }

    Most grateful for any help on this

    Thanks
    Attached Files
    Last edited by coffin; 09-13-2004, 04:31 PM.

  • #2
    coffin
    Use the symbols with =2 extension (ie ES #F=2, NQ #F=2) as those do not include Labor Day (or holidays in general)
    Alex

    Comment


    • #3
      Alex, thank you so much for the prompt reply and solution.

      The answer is so simple that I'm almost embarrassed to have bothered you but I honestly searched for hours with no success before taking the plunge and posting my problem.

      I still can't find anywhere that this is documented and I guess that I must be missing something obvious somewhere. Can you recommend anything I can read or places to search in future for solutions to problems like this.

      Many thanks again

      Jon

      Comment


      • #4
        Jon
        My pleasure.
        In general the best places to search for information are the eSignal KnowledgeBase and the FAQ however I don't think this specific topic is actually documented anywhere.
        Alex

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