Last Bar of Day for an Intraday Chart

[AAMDLB]

Below is a portion of the EFS code I built to determine the relationship of two indicators on an intraday chart at a specific time of day. I simultaneously use this code on four time frames for the equities markets. I also have my time templates set for equity RTH-East Coast (9:30-16:00)

You’ll notice that I use getHour() == 15 and getMinute() == 58 in my code. This works great except when the last bar of the day is not the time I specify in the code.

Therefore, is there a last bar of day function that knows which bar is the last bar of the day on an intraday chart?

I know I’m going to have issues with this code on Good Friday and other days where the market closes before 4 PM EST.

Thanks in advance.

function main() {
if (
vToday < vExpire &&
getInterval() == 2 &&
vEMA50.getValue(MAStudy.MA) > vEMA200.getValue(MAStudy.MA) &&
getHour() == 15 &&
getMinute() == 58
) onAction1();

//}}EFS_Expression_1

//{{EFS_Expression_2

if (
vToday < vExpire &&
getInterval() == 2 &&
vEMA50.getValue(MAStudy.MA) < vEMA200.getValue(MAStudy.MA) &&
getHour() == 15 &&
getMinute() == 58
) onAction2();

//}}EFS_Expression_2

[shortandlong]

To my knowledge the eSignal application doesn't have an exchange holiday schedule available through EFS or otherwise. Further, I don't believe even the exchange and per symbol session(s) start and end times are available for a typical week.

This might sound simple to implement, until you consider all the exchanges eSignal provides, and that session time can vary on a per symbol basis (for example, with futures contracts).

To get what you want, you might be able to retroactively access 2 bars prior to the 9:30am EST start of session bar. However, this would not work in realtime.

The only other thing you could do is test for a holiday in your code and use an alternate closing time. Haven't tested it, but something like:

// Note rawtime (0) returns seconds since 1970, 
// while Date.getTime() return MILLIseconds since 1970.

// Assuming the 24th is the last trading day before Christmas...
var holidayDateStart = new Date ("December 24, 2010 00:00:00");
var holidayDateEnd = new Date ("December 25, 2010 00:00:00");

function main () {
    var rawtime_0 = rawtime (0);
    if ((rawtime_0 > (holidayDateStart.getTime() / 1000)) 
        && (rawtime_0 < (holidayDateEnd.getTime() / 1000))) {
        debugPrintln ("rawtime of " + new Date (rawtime_0 * 1000) + " has a shortened trading session.");
    }
}