Hello,
I discover this forum.
I work with the pivots points on future market. I wish to choose between two types of close : the close at the time of cash close and the close of the globex. For example, Dax Index Cash close at 17:30 and Dax future close at 22:00. But if I read the future close in time frame "daily" it is not the same close as the close in an intraday time frame.
By code, I see that there is a difference between these two types of results :
first way :
xClose = close(inv("D"));
vClose = xClose.getValue(-1);
and vClose is used in the calculus of pivot point
second way :
if(day(0)!=day(-1)) vClose = close(-1)
and vClose is used in the calculus of pivot point
the result is not the same with these two ways.
Could you explain me why there is a difference ? and how to choose the right variable to obtain the close at the time of the close of cash and the close at the end of the globex session ?
Thanks.
I discover this forum.
I work with the pivots points on future market. I wish to choose between two types of close : the close at the time of cash close and the close of the globex. For example, Dax Index Cash close at 17:30 and Dax future close at 22:00. But if I read the future close in time frame "daily" it is not the same close as the close in an intraday time frame.
By code, I see that there is a difference between these two types of results :
first way :
xClose = close(inv("D"));
vClose = xClose.getValue(-1);
and vClose is used in the calculus of pivot point
second way :
if(day(0)!=day(-1)) vClose = close(-1)
and vClose is used in the calculus of pivot point
the result is not the same with these two ways.
Could you explain me why there is a difference ? and how to choose the right variable to obtain the close at the time of the close of cash and the close at the end of the globex session ?
Thanks.
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