Unale to get correct prices from open(0,sym("X,1"));

[WantToLearn]

I have a one minute chart of "ES H11" and my "Time Template" is set for 24 hours in the advanced chart.

I am trying to determine the current price (curPrice) of a stock, say "X", between 9:30 and 9:59, inclusive at one minute intervals. But the debugPrintln statement does not give the correct prices for the one minute times and is "null" for all previous days than today. The Day times are correct though. I can't for the life me figure out what I am doing wrong. This has to be an easy one, I think I am staring at the screen to long. Can someone help?

debugClear()
var curPrice = 0;
var closePrice = 0;


function main() {
    var ibarDay = getDay(0);
    var ibarHour = getHour(0);
    var ibarMinute = getMinute(0);
    
    if (ibarHour == 9 && ibarMinute >= 30 && ibarMinute <= 59) {
        curPrice = open(0,sym("X,1"));
        closePrice = close(0,sym("X,D"));
        debugPrintln(closePrice," closePrice= ",curPrice," curPrice= ",ibarDay," Day= ",ibarHour," Hour= ",ibarMinute," Minute= ");
    }
return
} 

[waynecd]

Create a Time Template just like the "24 Hour" Time Template but increase the "# Days" box to a number greater than 0 and save it under a different name. Last set the charts Time Template to the one you just created.

In case it isn't a typo, the symbol is "ES H1"

Wayne

[WantToLearn]

Hi Wayne, thanks for the response. Did what you say and it still doesn't work.

I did notice that if I place both symols (ES H1 and X) on the same chart, for some reason the opening time for X is at 8:30 and not 9:30 (the stock exchange time). If I only chart X by itself the opening time is 9:30 EST. My computer clock is set for EST. If I go to File - Preferences - Date/Time Settings the Exchange Timezone has a green dot in it (clicked on).

Any suggestions as to how to correct this (move the times for symbol X so the times are set to EST in a chart of ES H1 and X, one minute)?

Also, I can load ES H1 or ES H11 and get the same chart (they appear to be interchangable). If you do not use two digits to indicate the year, then how do read ES H01 (2001)?

Thank you,
Jack

[waynecd]

The following script on an "ES H1" chart (1 min or 5 min interval) with the following Time Template settings:

Type: Intraday Default (the "User Defined" option didn't work for me either)
# Days: 5
Days: enabled Bars: Disabled
Start Time: 0:00
EndTime: 0:00

with efs:

debugClear();

function main() {
var curPrice = 0;
var closePrice = 0;
    var ibarDay = getDay(0);
    var ibarHour = getHour(0);
    var ibarMinute = getMinute(0);
    
    if (ibarHour == 9 && ibarMinute >= 30 && ibarMinute <= 59) {
        curPrice = open(0,sym("ES H1, 1"));
        closePrice = close(0,sym("ES H1, D"));
        debugPrintln(closePrice," closePrice= ",curPrice," curPrice= ",ibarDay," Day= ",ibarHour," Hour= ",ibarMinute," Minute= ");
    }
return
} 

outputs:

Minute= 45 Hour= 9 Day= 31 curPrice= 1250.5 closePrice= 1254.25
Minute= 30 Hour= 9 Day= 31 curPrice= 1250.75 closePrice= 1254.25
Minute= 45 Hour= 9 Day= 30 curPrice= 1255 closePrice= 1254.5
Minute= 30 Hour= 9 Day= 30 curPrice= 1256.5 closePrice= 1254.5
Minute= 45 Hour= 9 Day= 29 curPrice= 1256.5 closePrice= 1255.75
Minute= 30 Hour= 9 Day= 29 curPrice= 1255.75 closePrice= 1255.75
Minute= 45 Hour= 9 Day= 28 curPrice= 1253.25 closePrice= 1254
Minute= 30 Hour= 9 Day= 28 curPrice= 1254 closePrice= 1254
Minute= 45 Hour= 9 Day= 27 curPrice= 1248.25 closePrice= 1253.25
Minute= 30 Hour= 9 Day= 27 curPrice= 1248 closePrice= 1253.25
Minute= 30 Hour= 9 Day= 27 curPrice= 1248 closePrice= 1253.25

also try:

debugClear();
var curPrice = 0;
var closePrice = 0;

var bInit = false;
var vOpen = null;
var vClose = null;
function main() {
    var xSymbol;
    if(!bInit){
        xSymbol = getSymbol() + ", " + 1;
        vOpen = open(sym(xSymbol));
        xSymbol = getSymbol() + ",  D";
        vClose = close(sym(xSymbol));
        bInit = true;
    }
    var ibarDay = getDay(0);
    var ibarHour = getHour(0);
    var ibarMinute = getMinute(0);
    var Open_0 = vOpen.getValue(0);
    var Close_0 = vClose.getValue(0);
    
    if (ibarHour == 9 && ibarMinute >= 30 && ibarMinute <= 59) {
        curPrice = Open_0;
        closePrice = Close_0;
        debugPrintln(closePrice," closePrice= ",curPrice," curPrice= ",ibarDay," Day= ",ibarHour," Hour= ",ibarMinute," Minute= ");
    }
    return
} 

which outputs:

Minute= 55 Hour= 9 Day= 31 curPrice= 1250.5 closePrice= 1254.5
Minute= 50 Hour= 9 Day= 31 curPrice= 1250.75 closePrice= 1254.5
Minute= 45 Hour= 9 Day= 31 curPrice= 1250.5 closePrice= 1254.5
Minute= 40 Hour= 9 Day= 31 curPrice= 1250.75 closePrice= 1254.5
Minute= 35 Hour= 9 Day= 31 curPrice= 1252 closePrice= 1254.5
Minute= 30 Hour= 9 Day= 31 curPrice= 1251.75 closePrice= 1254.5
Minute= 55 Hour= 9 Day= 30 curPrice= 1255 closePrice= 1254.5
Minute= 50 Hour= 9 Day= 30 curPrice= 1256 closePrice= 1254.5
Minute= 45 Hour= 9 Day= 30 curPrice= 1256.25 closePrice= 1254.5
Minute= 40 Hour= 9 Day= 30 curPrice= 1256.5 closePrice= 1254.5
Minute= 35 Hour= 9 Day= 30 curPrice= 1255.25 closePrice= 1254.5
Minute= 30 Hour= 9 Day= 30 curPrice= 1254.5 closePrice= 1254.5
Minute= 55 Hour= 9 Day= 29 curPrice= 1256.5 closePrice= 1255.75
Minute= 50 Hour= 9 Day= 29 curPrice= 1256 closePrice= 1255.75
Minute= 45 Hour= 9 Day= 29 curPrice= 1256 closePrice= 1255.75
Minute= 40 Hour= 9 Day= 29 curPrice= 1255.75 closePrice= 1255.75
Minute= 35 Hour= 9 Day= 29 curPrice= 1255.75 closePrice= 1255.75
Minute= 30 Hour= 9 Day= 29 curPrice= 1256.75 closePrice= 1255.75
Minute= 55 Hour= 9 Day= 28 curPrice= 1253.25 closePrice= 1254
Minute= 50 Hour= 9 Day= 28 curPrice= 1253 closePrice= 1254
Minute= 45 Hour= 9 Day= 28 curPrice= 1253.5 closePrice= 1254
Minute= 40 Hour= 9 Day= 28 curPrice= 1254 closePrice= 1254
Minute= 35 Hour= 9 Day= 28 curPrice= 1254 closePrice= 1254
Minute= 30 Hour= 9 Day= 28 curPrice= 1255 closePrice= 1254
Minute= 55 Hour= 9 Day= 27 curPrice= 1248.25 closePrice= 1253.25
Minute= 50 Hour= 9 Day= 27 curPrice= 1247.25 closePrice= 1253.25
Minute= 45 Hour= 9 Day= 27 curPrice= 1247.5 closePrice= 1253.25
Minute= 40 Hour= 9 Day= 27 curPrice= 1248 closePrice= 1253.25
Minute= 35 Hour= 9 Day= 27 curPrice= 1248.5 closePrice= 1253.25
Minute= 30 Hour= 9 Day= 27 curPrice= 1247 closePrice= 1253.25

Wayne

[waynecd]

To correct a typo in my previous post;

The following script on an "ES H1" chart (1 min or 5 min interval) with the following Time Template settings:

For the first "Formula Window" output in my previous post I used a 15 minute interval (not 1 min) and for the second one I used a 5 minute interval.

Wayne

[WantToLearn]

Thanks Wayne, I undertood the time intervals you chose.

I called eSignal and found out that all the eminis can be combined into one chart. It is called "ES #F". The eSignal rep said that the emini's open at 8:30, so when I overlay a stock on the emini chart it shows that it opens at 8:30 instead of 9:30 EST. I made a few adjustments to the program and (open begins at 8:30) and got it. It now reads correctly.

Thank you for your time and input Wayne, really appreciate it. In fact all you guys that take the time to help out.

Jack

[waynecd]

Glad you got it.

Replacing the "H1" etc with "#F" loads the continuous contract for several futures such as the "ES", "YM", "6E" etc.

The S&P emini "ES #F" hours are posted at: http://www.cmegroup.com/trading/equi...fications.html

They are (Eastern Time):
MON-THURS: 6:00 p.m.-4:15 p.m. & 4:30 p.m.-5:30 p.m.
(Daily maintenance shutdown 5:30 p.m.-6:00 p.m.)
SUN: 6:00 p.m.-4:15 p.m.

So they are only closed from 4:15 pm to 4:30 pm and 5:30 pm to 6 pm on trading days.

The pit trading starts at 9:30 am so that is when the higher volume starts. However, mostly when important news is expected, there can be good volume from a little before 8:30 am.

So it can be traded most of the day with the caviat that the market is easier to manipulate (less predictable) during periods of low volume.

Just my 2 cents.

Wayne