How do I show daily charts with overnight gaps?

[tasman]

I am having trouble setting up a chart of the daily S&P eMini that will show me the overnight gaps. The closest I have been able to come is to set up a 405 minute bar with a time template for 09:30-16:15.

The problem with this is that it only shows 61 days worth of data. As you can see in the attached chart, the 50 period MA is only 11 days long and the 200 period MA doesn't show at all.

Any ideas on how to fix this would be appreciated.

Dale Sullivan

[ACM]

Dale
Use ES Z3=2 for the specific or ES #F=2 for the continuous contracts to see only the RTH sessions.
Alex

[tasman]

Thanks Alex. That worked like a charm.

Just out of curiosity, what does the =2 mean? I've looked all over the program help, esignal online manual, eSignal University, and the Learning Center for this and couldn't find it.

Dale

[ACM]

Dale
With some securities eSignal separates the sessions as RTH or ETH. The =2 is the extension for RTH symbols while =1 is that for ETH only.
So, if you wanted to see the night session only of SP you would use SP Z3=1.
Alex

[tasman]

Thanks Alex. I get it now.

One other thing, though. I noticed that I don't get volume displaying any more. Is that normal?

Dale

[ACM]

Dale
Yes it is normal because the =1 and =2 symbols are artificial in the sense that the exchanges don't separate those sessions and the relative volume data.
Run the attached efs which can plot the volume for a symbol other than the one in the price chart.
Initially it will appear blank but right click on the indicator pane and insert the corresponding real symbol (ie ES Z3 if you are using ES Z3=2 or ES #F for ES #F=2) and it will plot the daily volume for that symbol.
You need to be consider that this value includes overnight trading because that is what the exchange publishes. Also with regards to daily volume data for futures you may want to read the FAQ on the topic that is available here
Alex

[tasman]

Hi Alex,

Thanks for all your help with this.

I have been trying to learn the EFS programming language, so I worked on the file you attached in your message. I modified it so it will automatically get the symbol name from the chart and remove any occurrences of =1 or =2 after the symbol name. This way you shouldn't have to edit the parameters to get it to work the first time.

I don't know if there is a better way to do this, but it works OK in the testing I did.

I have attached a copy of the file for you to check out.

Dale