Hi
I've got some gaps in my chart when I choose the CME index futures session template, to for nasdaq and ES. Can someone please post a correct ETH session template. Thanks.

humseper 

Hi I've got some gaps in my chart when I choose the CME index futures session template, to for nasdaq and ES. Can someone please post a correct ETH session template. Thanks.

The correct template should reflect the contractual trading times and use the time zone of the exchange.

For ES and NQ this template should read

Sunday 5:00 PM - Monday 4:15 PM
Monday 5:00 PM - Tuesday 4:15 PM
Tuesday 5:00 PM - Wednesday 4:15 PM
Wednesday 5:00 PM - Thursday 4:15 PM
Thursday 5:00 PM - Friday 4:15 PM

Alternatively you can use a session template that divides each trading day into three subsessions:

Sunday 5:00 PM - Monday 8:30 AM
Monday 8:30 AM - Monday 3:15 PM
Monday 3:30 PM - Monday 4:15 PM
Monday 5:00 PM - Tuesday 8:30 AM

continued

All times are in Central Time (local time for CME).

One single line would do the trick just as well:

Sunday 5:00 PM - Friday 4:15 PM

in Central Time (local time for CME)

trendisyourfriend 

One single line would do the trick just as well: Sunday 5:00 PM - Friday 4:15 PM in Central Time (local time for CME)

But that line will not necesssarily close the last bar at 4:15 PM except for Friday.

Also all sorts of session indicators such as VWAPs, pivots and opening range indicators will not work.

Not recommended.

Fat Tails 

But that line will not necesssarily close the last bar at 4:15 PM except for Friday. Also all sorts of session indicators such as VWAPs, pivots and opening range indicators will not work. Not recommended.

Works well for me:

trendisyourfriend 

Works well for me:

Works well for simple indicators, but does not work for any session indicators.