The Drummond Geometry Forum

Trading YMU04:

On daily chart, DGBL 1-1 Live for 7.8.04: L 1-1 hi = 10269.33, L 1-1 lo = 10183.33

On intraday charts, DGDI 1-1 for 7.8.04: D 1-1H = 10236.67, D 1-1L = 10150.67

Why don't the DI overlay D 1-1 H+L match the DGBL daily 1-1 H+L ? Can you advise how to correct it?



DC

I think this is a function of the way that the CBOT reports data. The intraday feed is different from the end-of-day feed, and hence some of the calculations based on HLC are different for the day chart than for the intraday chart. We know the calculations are correct on other markets – viz. for the e-mini symbol @es the items that you mention are calculated perfectly.

Make certain that you have exactly the same data feed for both charts, and that one does not us the day session and one use the 24 hour session, etc, and make sure that you have enough days back on your chart so that there is plenty of look-back data for the calculations. But aside from these items, there is no explanation other than the HLC data being different on the different charts.