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Daily High, Low and Closing

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  • Daily High, Low and Closing

    I've written a script to determine the daily high, low and closing prices as follows:

    /*************************
    Debug
    **************************/

    var DebugDone = false;

    function preMain() {
    setPriceStudy (true);
    }

    function main() {

    var sHigh = null;
    var sLow = null;
    var sClose = null;
    var sDay = null;
    var i = 0;

    if (DebugDone == false) {
    debugClear();
    sHigh = high (inv("D"));
    sLow = low (inv("D"));
    sClose = close (inv("D"));
    sDay = day (inv("D"));

    debugPrintln ("i ", "Day ", "High ", "Low ", "Close ");
    for (i = 0; i >= -2; i--) {
    debugPrintln (i+" ", sDay.getValue(i)+" ", sHigh.getValue(i)+" ", sLow.getValue(i)+" ", sClose.getValue(i)+" ");
    }

    DebugDone = true;
    }
    return;
    }

    Using a 24 hour chart, I loaded the formula and determine the high, low and closing prices for the last 3 days. Then I changed the time template for the chart, and visually confirmed that the T+1 session prices were not shown. I reloaded the script again, and the high, low and closing prices for the last 3 days remained the same as for the 24 hour chart.

    How can I obtain the high, low and closing prices for a particular trading day, exclusing the T+1 session on the same calendar day?

  • #2
    Hi ttta,

    Try some of the scripts in the "...eSignal/Formulas/OHLC" directory.

    Wayne

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