Support Board
Date/Time: Sun, 07 Sep 2025 19:08:42 +0000
Matching Intraday Daily Bars to Historical Bars over holidays
View Count: 65
| [2025-09-03 09:12:09] |
| TakeProfitInProgress - Posts: 6 |
|
Hi Support, Please can you tell me the correct way to configure the intraday-based daily chart to match the historical-based daily chart, specifically with bars matching during holiday periods? The screenshots show that the intraday-based daily chart contains an extra bar for the Sunday / Monday half session on 08/31 - 09/01 . This is causing significant issues with the Pivot Points daily Study, which I am using for algo back testing. My objective is to have accurate pivot points for historical backtesting. -- Compare last 2/3 bars on the charts below -- Daily Historical Chart: https://www.sierrachart.com/image.php?Image=1756888517501.png Intraday Daily Bars: https://www.sierrachart.com/image.php?Image=1756890074403.png * Apologies if this is already documented. I have spent several hours trying every possible setting I could find and have read the documentation extensively before contacting you, alas, with no luck. |
| [2025-09-03 09:45:30] |
| ticinotrader - Posts: 418 |
|
See the attached screenshot for the session settings you should use on your intraday-data-based daily equivalent chart (1-0-0). These are the settings SC support recommended a long time ago. They will automatically merge the Sunday evening session with Monday’s bar and produce historical daily-equivalent charts. However, there are still two issues that cannot be resolved: - The close price of historical daily data is always the settlement price, except for the current developing bar. - On holidays, when there is an early halt, there is usually no settlement. Because of that, the partial short session will be missing from the historical daily data. The data will be merged with the next session’s data, but no individual bar will appear on the chart for that short session. So the intraday data based daily chart will have an extra bar. Hope this helps. |
 20250903_113909.png / V - Attached On 2025-09-03 09:43:31 UTC - Size: 88.17 KB - 14 views |
| [2025-09-03 10:48:10] |
| TakeProfitInProgress - Posts: 6 |
|
Thank you for the reply. I can confirm my session times are the same as yours, and I still see the extra bar on the intraday ("daily bar") chart, as you have described this expected behavior. Crucially, I am still unable to display accurate Pivot Points for this holiday weekend period. I hesitate to make comparisons (as I feel SC is superior), but my other charting platform can display accurate Pivot points on intraday charts. So I'd like to know if there is a workaround or if it is possible to request this key functionality to be added. I noticed in another thread that many users were requesting a historical chart replay feature, partly for this same reason. |
| [2025-09-03 14:41:16] |
| ticinotrader - Posts: 418 |
|
Probably you already did, but if not, I recommend to take a serious look at the pivot point study documentation: Pivot Points It has features to deal with weekend data and to calculate them based on external historical daily charts. Maybe you'll find a solution that you have not considered yet. |
To post a message in this thread, you need to log in with your Sierra Chart account: