Market "Day"

[InsaneTraders]

How do I set the hours for the market day? I trade ES and have the following code on my 5 min chart:
dayHH = high(0, inv("D"));
dayLL = low(0, inv("D"));
addBand( dayHH, PS_DOT, 3, Color.green, -10 );
addBand( dayLL, PS_DOT, 3, Color.magenta, -11 );
to show the current day's hign and low. However, today being a Monday, it seems to only show the high and low so far since 9:30 EST, ignoring the pre market data. What do I need to do?

Thanks

[ACM]

Re: Market "Day"

InsaneTraders
If you are plotting ES my [where my represents the month and year code or #F or 1!] then the daily interval - which is what you are calling through the inv() function - will include the entire session.
FWIW the e-mini S&P does not have a pre or post market session but trades over a single session that begins at 15:30 CT [of the day prior to the trade date] and ends at 15:15 CT of the trade date. Also FWIW the daily bar in eSignal will include the Settlement
Alex

Originally posted by InsaneTraders
How do I set the hours for the market day? I trade ES and have the following code on my 5 min chart:
dayHH = high(0, inv("D"));
dayLL = low(0, inv("D"));
addBand( dayHH, PS_DOT, 3, Color.green, -10 );
addBand( dayLL, PS_DOT, 3, Color.magenta, -11 );
to show the current day's hign and low. However, today being a Monday, it seems to only show the high and low so far since 9:30 EST, ignoring the pre market data. What do I need to do?

Thanks

[InsaneTraders]

I am using the ES #F symbol. And I thought that it would include the data from the day that starts at 15:30 CT of the previous calendar day. However, on Monday morning it only included data from 8 or 8:30 AM of Monday, not the data from Sunday...

Any other thoughts?

[ACM]

InsaneTraders
As far as I can see at my end [at this time] the bar for 12/20 is showing the data for the entire session ie starting from 15:30 CT of 12/19
Alex

Originally posted by InsaneTraders
I am using the ES #F symbol. And I thought that it would include the data from the day that starts at 15:30 CT of the previous calendar day. However, on Monday morning it only included data from 8 or 8:30 AM of Monday, not the data from Sunday...

Any other thoughts?

[InsaneTraders]

Are you referring to the daily bar? If so, that may be true. I'm referring to the code I have below. The function call and "band" reflected only the data from Monday morning on. It worked great on Tuesday and today so far, just Monday it failed. I'll pay attention again next monday.

Originally posted by Alexis C. Montenegro
InsaneTraders
As far as I can see at my end [at this time] the bar for 12/20 is showing the data for the entire session ie starting from 15:30 CT of 12/19
Alex

[ACM]

InsaneTraders
I was referring to both since the functions in your code call the daily bar
FWIW whenever you see a discrepancy you should open a chart for the called interval [as that is essentially what the inv() call does in the background] so as to cross check the values.
Alex

Originally posted by InsaneTraders
Are you referring to the daily bar? If so, that may be true. I'm referring to the code I have below. The function call and "band" reflected only the data from Monday morning on. It worked great on Tuesday and today so far, just Monday it failed. I'll pay attention again next monday.