Different sessions in daily chart

October 9th, 2015, 02:02 PM

hi there,
when I apply different session (CME index future ETH and CME index future RTH) to ES daily chart, how come I still got the same daily chart with CME index RTH session applied.

what did I wrong?
thanks!

October 9th, 2015, 02:09 PM

I should have googled first. LOL

Compare Daily and 1440 min chart

my data supplier is CQG

For strategy using daily data it is very important to know how daily bars are calcualted.
Using 1440 min bars and selected session template makes daily strategy independent from data vendor, correct ?

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Different sessions in daily chart

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Different sessions in daily chart