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Just use the search function in the Download section for any uploads by Fat Tails...
"If you don't design your own life plan, chances are you'll fall into someone else's plan. And guess what they have planned for you? Not much." - Jim Rohn
There will be a holiday update. I just need to find the time to do it.
If you wish you can enter the new dates yourself, for example by replacing the dates from 2009 with the dates for 2015. The dates are Martin-Luther-King-Day, President's Day, Memorial Day, Independence Day, Labor Day and Thanksgiving. You can check them via the holiday calendar available on the CME website.
Once you have entered the new dates, right click into one of the fields and save them as default dates.
Thank you for your suggestion. The actual problem is that each stock or futures exchange treats holidays in a different fashion. If I look at CME/NYMEX there are different types of holidays:
Type 1 Holiday: Exchange is closed
Examples: New Year's Day, Christmas Day
Type 2 Holiday: Exchange is partly closed during the regular session. Trading day is incorporated into the next working day (settlement of all trades one day later)
Monday Dec. 24, 2012: exchange closed
Tuesday Dec. 24, 2013: exchange open
Wednesday Dec. 24, 2014 exchange open
Type 5 Holiday: You never know
Example: Good Friday
Index Futures:
Friday, Apr.10, 2009: exchange closed Friday, Apr. 2, 2010: exchange open with early close at 10:00 PM EST
Friday, Apr. 22, 2011: exchange closed Friday, Apr. 6, 2012: exchange open with early close at 10:00 PM EST
Friday, March 29, 2013: exchange closed
Friday. March 18: exchange closed
In the end it depends on what you wish to achieve. Holidays for which the exchange is closed are completely irrelevant, as they do not appear on the chart. The SessionPivots indicators basically need to detect trading sessions that are integrated with the following trading day. The Relative Volume and volatility based indicators may need to exclude trading days with atypical volume or ranges.
The SessionPivots indicator needs the holiday dates Type 2 to work correctly. The dates for the two relevant Good Fridays would be needed for CME US Index Futures, if you calculate the pivots via the option CalcFromIntradayData. However, they are not needed for other CME/NYMEX traded instruments. If you wish to have them applied for index futures you would need to add them manually.
In the end it is the trader who should decide which holidays are set and which are not set.
Hi....what is the proper Data Series--> Session template to select for trading crude oil? I"m using the NYMEX Metals/Energy ETH and it seems to be fine.
And what is the TF session template? I can't seem to find anything to match up.
Select session template NYMEY Metals/Energy ETH for CL and session template ICE Index Futures ETH for TF. Session templates should match electronic trading times.
Please create session templates as attached below. The session templates below can also be use to display full session Globex pivots, but for Globex pivots you can also use the templates above.