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how to use intraday closing prices

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  • how to use intraday closing prices

    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.
    Attached Files

  • #2
    Re: how to use intraday closing prices

    WallstreetNYork
    FYI this topic has been discussed before so if you try a Search through these forums using [for example] the keyword eurex pivot* you should find several scripts that will use the intraday Close to calculate the pivots.
    If - as you indicate - you are new to programming in efs and are interested in learning you may want to review the JavaScript for EFS video series and the Core JavaScript Reference Guide. Those will provide you with a thorough introduction to programming in JavaScript which is at the foundation of EFS. Then go through the EFS KnowledgeBase and study the Help Guides and Tutorials which will provide you with the specifics of EFS.
    If at any time you have specific programming questions post them in this forum and someone will try to assist you
    Alex


    Originally posted by WallstreetNYork
    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.

    Comment


    • #3
      Solution

      Hi Alexis,
      Thank you very much for your help.

      Especially http://forum.esignalcentral.com/show...1276#post91276 can easily solve the problem.

      Regards
      WS

      Comment


      • #4
        WS
        You are most welcome and thank you for letting me know that solved the problem
        Alex


        Originally posted by WallstreetNYork
        Hi Alexis,
        Thank you very much for your help.

        Especially http://forum.esignalcentral.com/show...1276#post91276 can easily solve the problem.

        Regards
        WS

        Comment

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