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Intraday High Low for Futures

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  • Intraday High Low for Futures

    I need some help in completing an efs which I have attahced which can draw High Low intraday. I am trying to emulate the OHLC built in indicator of 11.x with added features. It already works pretty well, however I need to improve the study as noted below:-

    HighLow Intraday.efs

    1. Switch to only show data for current day.

    2. Show High Low bars for a session interval less than chart interval. For example show high low for first 5 minites at the open, however the chart is say 15minutes. Currently no bars are drawn.

    3. Get the lines to draw exactly within a futures day session. When you use emini like ES it trades overnight and starts at various times following the normal trading hours and goes right through next day. So when you choose Extend option which draws the high low lines after the session period to end of trading day, they get drawn to the 24 hour clock change and not the real end of day for the futures. I have seen various ways of tackling this and there seems to be a huge coding effort required. I am hoping for something simple if possible.

    Also I want to integrate the Previous Day close, high, open and draw the lines exactly from the bars they coincide with on an intraday basis.

    The study should work on any intraday type of chart ie Minute, Tick, Volume etc...

    Any help on one or more of the above would be greatly appreciated.

    Robert
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