Add eurex RTH and overnight session to volume profile

Custom Indicators
1

Hi there

I was wondering if it is possible to add the Eurex RTH and overnight session times to the volume profile indicator?

I can see that at present, it has session settings for the NYSE session which is good for CME products, but this won’t work for the European sessions. Should be a relatively quick update given the functionality already exists and it’s just 2 new entries into the selection box.

thanks in advance

2

Because I trade CL which has different timings to equity I found a workaround. Make a chart with a full day profile (6pm-5pm), but change the chart timeframe from the chart editor settings to start and end at your desired session timings. Works like a charm.

3

Thanks for your suggestion, and yes it does work as you mentioned. However, that’s only partially what I’m looking to do. Basically, idea is to have a 24hr chart showing both the RTH and overnight sessions and have VPs attached to each spearately so you can see the relationship between volume moving between the two.

I’ve done this for now with the VP drawing tool (which is tedious). It would be so much more efficient to have the RTH and ETH session times for Eurex just coded into the indicator like it does for the NYSE sessions.

4

I agree. Even better if it is user defined, that way they don’t have to code it for each instrument. CL Is different from DAX is different from ES, etc…

1 Like
5

Completely - it’s pretty short sighted and poor design to hard code session times to just one session. If the code was available I would modify the indicator myself. Ohhh well, for now it’s down to manually drawing the VPs on my charts.