According Esignal support on EUREX the close price on daily chart is received from EUREX settlement and it differs to the real close price.
For me, this daily close (-settlement-) price causes wrong Pivot Points using the PivotPointall.efs formula:
function main() {
if(isMonthly() || isWeekly())
return;
if(bInit == false){
xHigh = high(inv("D"));
xLow = low(inv("D"));
xClose = close(inv("D"));
bInit = true;
}
var vHigh = xHigh.getValue(-1);
var vLow = xLow.getValue(-1);
var vClose = xClose.getValue(-1); <-----------
if(vHigh == null || vLow == null || vClose == null)
return;
Can anybody help me, how to use the real close price, which is shown on i.e. 5 minutes basis.
I am new in the efs language, so please don't mind, if the question is trivial.
For me, this daily close (-settlement-) price causes wrong Pivot Points using the PivotPointall.efs formula:
function main() {
if(isMonthly() || isWeekly())
return;
if(bInit == false){
xHigh = high(inv("D"));
xLow = low(inv("D"));
xClose = close(inv("D"));
bInit = true;
}
var vHigh = xHigh.getValue(-1);
var vLow = xLow.getValue(-1);
var vClose = xClose.getValue(-1); <-----------
if(vHigh == null || vLow == null || vClose == null)
return;
Can anybody help me, how to use the real close price, which is shown on i.e. 5 minutes basis.
I am new in the efs language, so please don't mind, if the question is trivial.
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