Has anyone seen a trading halt levels indicator for Sierra Chart? Doesnt sound really complicated but just thought I would see if one is out there before building one.

Just want it to show the 5,7,13,20% levels from the open every day.

Cheers,
Rahman

fxpro312 

Has anyone seen a trading halt levels indicator for Sierra Chart? Doesnt sound really complicated but just thought I would see if one is out there before building one. Just want it to show the 5,7,13,20% levels from the open every day. Cheers, Rahman

Can you be more specific? What open time? Specific to each market?

fxpro312 

Has anyone seen a trading halt levels indicator for Sierra Chart? Doesnt sound really complicated but just thought I would see if one is out there before building one. Just want it to show the 5,7,13,20% levels from the open every day. Cheers, Rahman

Here is my attempt to do this:
https://www.sierrachart.com/SupportBoard.php?ThreadID=50053
However, the levels are off slightly because CME uses an unknown rounding algo.
I've attempted to reverse engineer it but so far unsuccessfully.
Please read all posts.

tomgilb 

Here is my attempt to do this: https://www.sierrachart.com/SupportBoard.php?ThreadID=50053 However, the levels are off slightly because CME uses an unknown rounding algo. I've attempted to reverse engineer it but so far unsuccessfully. Please read all posts.

@tomgilb - unrelated to this specifically, but thanks for your many years of ACSIL contributions!

fxpro312 

Has anyone seen a trading halt levels indicator for Sierra Chart? Doesnt sound really complicated but just thought I would see if one is out there before building one. Just want it to show the 5,7,13,20% levels from the open every day. Cheers, Rahman

It will not be that easy as you think, because the limit-up/limit-down prices for equity-futures, are based on a specific reference-price and has nothing to do with close or settlement-price

Quoting 

It will not be that easy as you think, because the limit-up/limit-down prices for equity-futures, are based on a specific reference-price and has nothing to do with close or settlement-price

The formulas in my example chartbook can return the accurate reference price, but the % offsets are close but not exact because of the unknown rounding algo.

tomgilb 

The formulas in my example chartbook can return the accurate reference price, but the % offsets are close but not exact because of the unknown rounding algo.

According to the CME:

"In the case of E-mini S&P 500 (ES), Micro E-mini S&P 500 (MES), and S&P 500 (SP) futures, the reference price is based on the previous trading day’s volume-weighted Average Price (“VWAP”) of the lead month E-mini S&P 500 futures contract determined between 2:59:30 p.m.—3:00 p.m. Central Time (CT)."

https://www.cmegroup.com/trading/equity-index/faq-sp-500-price-limits.html

Hope this helps!

tomgilb 

Here is my attempt to do this: https://www.sierrachart.com/SupportBoard.php?ThreadID=50053 However, the levels are off slightly because CME uses an unknown rounding algo. I've attempted to reverse engineer it but so far unsuccessfully. Please read all posts.

Thanks for your effort!!