Re: EL query: Yesteray's RTH Close on ES Z2 intraday ?

[TaoOfDow <TaoOfDow@xxxxxxxxxxxxxx>]

Sanford Morton wrote:

> On Sat, 2 Nov 2002, Sanford Morton wrote:
>
> > I'd like to chart the previous day's RTH close on an intraday ES Z2 chart. The
> > only ela's I have seen to do this use CloseD(), but this seems to pick up the
> > last tick just before midnight in the Globex session. Is there a simple way to
> > get the close of the regular session?
> >

Dear Sanford,

Below is a study that would be easy to modify to do what you want.

Sincerely,

Richard


{ TS6 ShowMe Study that Plots Yesterday + Today's Two-Day Highest H, Lowest L, &
Mid- & Quarter- Two-Day Ranges }
{ Adds values (reduced to two signif figures) as text to right hand side of plots }

{ Programmed for 24-hour E-Mini Contracts for Minute-based charts (eg, 5-minute) }


{ Problem with Late Open on Sunday ---
 Weekday Open at 1645
 Sunday Open at 1830, 1 hr 45 min later
 Sunday Opening Bar (with data) will always be 1st bar after 1830 depending on
BarInterval --- that is:
  1845 for any BI >= 15 min
  1830 + BI for any BI <= 15 min
 *** Above assumes chart does not begin on a Sunday }


Var: Start(0),
  Hi1(0),
  Hi0(0),
  Hi(0),
  Lo1(99999),
  Lo0(99999),
  Lo(99999),
  Mid(0),
  Range(0),
  Ctr(0),
  IDH(-1),
  OldIDH(-1),
  IDM(-1),
  OldIDM(-1),
  IDL(-1),
  OldIDL(-1);

{ Indicator Study }

IF DayOfWeek(Date) = 0 THEN BEGIN          { Sunday Open }
 IF BarInterval >= 15 THEN Start = TimeToMinutes(1830) + 15    { BI >= 15 }
 ELSE Start = TimeToMinutes(1830) + BarInterval;       { BI <= 15 }
END ELSE Start = TimeToMinutes(Sess1StartTime) + BarInterval;   { Weekday Open }

IF TimeToMinutes(Time) = Start THEN BEGIN        { Opening Bar with Data }
 Hi1 = Hi0;
 Hi0 = H;
 Lo1 = Lo0;
 Lo0 = L;
END ELSE BEGIN               { Intersession }
 IF H > Hi0 THEN Hi0 = H;
 IF L < Lo0 THEN Lo0 = L;
END;

Hi = MaxList(Hi1,Hi0);             { Highest H of yesterday + today }
Plot1(Hi,"2DayH");

Lo = MinList(Lo1,Lo0);             { Lowest L of yesterday + today }
Plot2(Lo,"2DayL");

Mid = (Hi + Lo) / 2;             { 2Day Midrange price }
Plot3(Mid,"2DayMid");

Range = Hi - Lo;              { 2Day Range }
IF C[1] < Mid AND C > Mid THEN BEGIN
 Plot4(Lo + (0.75 * Range),"2DayQ");
 Ctr = 0;
END ELSE IF C > Mid THEN BEGIN
 Ctr = Ctr[1] + 1;
 IF Mod(Ctr,2) = 0 THEN Plot4(Lo + (0.75 * Range),"2DayQ");
END;

IF C[1] > Mid AND C < Mid THEN BEGIN
 Plot4(Lo + (0.25 * Range),"2DayQ");
 Ctr = 0;
END ELSE IF C < Mid THEN BEGIN
 Ctr = Ctr[1] + 1;
 IF Mod(Ctr,2) = 0 THEN Plot4(Lo + (0.25 * Range),"2DayQ");
END;

{ Text Study }

Value1 = Hi - 100 * IntPortion(Hi / 100);        { Reduces values to 2 signif
figures }
Value2 = Mid - 100 * IntPortion(Mid / 100);
Value3 = Lo - 100 * IntPortion(Lo / 100);

IF LastBarOnChart THEN BEGIN           { Adds Hi, Mid & Lo values to chart as text }

 OldIDH = IDH;              { Deletes text from prior bar }
 OldIDM = IDM;
 OldIDL = IDL;
 IF OldIDH <> -1 THEN BEGIN
  Value11 = Text_Delete(OldIDH);
  Value12 = Text_Delete(OldIDM);
  Value13 = Text_Delete(OldIDL);
 END;
 IDH = Text_New(D,T+5*BarInterval,Hi,NumToStr(Value1,2));   { Adds text to current
bar }
 Text_SetStyle(IDH,0,0);
 Text_SetColor(IDH,8);
 IDM = Text_New(D,T+5*BarInterval,Mid,NumToStr(Value2,2));
 Text_SetStyle(IDM,0,2);
 Text_SetColor(IDM,7);
 IDL = Text_New(D,T+5*BarInterval,Lo,NumToStr(Value3,2));
 Text_SetStyle(IDL,0,1);
 Text_SetColor(IDL,8);
END;


{ Note: For this study, don't check "Update Every Tick"; & set "Space to the Right"
appropriately }

{ Richard Josslin, TaoOfDow@xxxxxxxxxxxxxx --- October 25, 2002 --- All rights
reserved }