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Regular Trading Hours values for pivots EFS

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  • Regular Trading Hours values for pivots EFS

    For a pivots formula to be used for both futures and equities, I need to use RTH (regular trading hours) values, not after-hours or Globex values, to get the correct high low close for the last regular session. For CME emini symbols ES and NQ, for example, the RTH values can be defined by adding =2 to the symbol name (e.g. ES #F=2). That doesn't work for CME emini symbol AB however, because "AB #F=2" returns nothing.

    In the attached pivots formula, what's the best way to assure that futures and equities both return the correct HLC for the previous RTH session?
    Attached Files

  • #2
    Lancer
    You may also want to look at the solution posted in this thread
    Alex

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    • #3
      OK, back on this project..... Thanks Alex, but what I'm after is something different. Using the EFS previously attached, I'm now thinking the solution is to make prior day start/end times for OHLC values adjustable in Edit Studies.

      Open: <time> (prior day open time for OHLC values; Default 9:30 ET for RTH)
      Close: <time> (prior day close time for OHLC values; Default 16:00 ET for equities RTH)
      Change: <time> (pivots change; 16:00 for equities, 16:30 for index futures; Default 16:00)

      The formula then uses the prior day OHLC values within Open and Close times set in Edit Studies to calculate current day pivots, regardless of the chart symbol, time template (24 hr, regular session, or whatever), and time of pivots change. That seems to be the most effective and flexible solution. What do you think?

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      • #4
        i would like these scripts to add labels on my charts to identify each of the lines, would appreciate any help on hoscript.

        thanks

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