Split Session Profiling Using Profile Indicator

Duration:06:47
Variable speed version: Watch

This video takes a fresh look at split session profiling in Investor/RT by demonstrating how to use the Profile Indicator to plot both the day session and overnight session profiles in a single chart using a single instance of the Profile Indicator.

As explained in the video, Time Per Profile should be set to "3 Sessions" with Period 1 set to the number of the minutes in the overnight session (typically 1020 or 930) and Period 2 set to the number of minutes in the day session (typically 390 or 405).

Please refer to this page for all the latest Period 1 and Period 2 input parameters as the globex session hours have changed since that video was produced

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Comments

Comment: 
I have switched to the exact same session times used by Chad in this video as I find the one I used previously - 31 Globex (1800 to 1715 EST) leads to three profiles using the method shown in the video - ie a third one from 1630 to 1715, which is unwanted but cannot be removed using this method.

Comment: 
Hi Chad, I find when I use the keyboard shortcut "+" to display the profile info box in 12.4.3, the values for Skew and Kurtosis are always "0.00". To get the correct values (when doing my prep) I have to go into the profile indicator settings and tick info box there. Once I do that I see the correct values for Skew and Kurtosis.