High/Low/Close previous day with time

• 10/26/2021 at 9:44 AM #180358
  JMat45

  Still having trouble with this unfortunately, Roberto. The code pinpoints the previous day’s High, Low and Close just fine, but not the Open. I have compared both versions of the code with

  CurH = open CurL = open CurO = open

  1 2 3

  CurH  = open     CurL  = open     CurO  = open

  in lines 18-20 as per your original and also

  CurH = high CurL = low CurO = close

  1 2 3

  CurH  = high     CurL  = low     CurO  = close

  but neither seems to work, as you can see from the screenshot (Germany 40 – today and yesterday). The code pegs the previous day’s Open at 15,546.3, but you can clearly see from the big red candle at 0800 yesterday it was more like 15,579. Is there an easier way to do this with arrays? Just thinking out loud…

  Thanks again for your help on this.

  

  JMat45

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  10/28/2021 at 11:26 AM #180461
  robertogozzi

  It’s due to IG having set the closing of the Daily candle at 00:00 (Utc +1 +DST). Currently it’s at 01:00.

  At 00:00 the date and time is updated on the platform, but the broker reports the previous day till day change at 01:00.

  Replace

  IF OpenDay <> OpenDay[1] THEN

  1	IF OpenDay <> OpenDay[1] THEN

  by

  IF (OpenTime = 000000) OR ((OpenTime > 000000) AND (OpenTime[1] > OpenTime)) THEN

  1	IF (OpenTime = 000000) OR ((OpenTime > 000000) AND (OpenTime[1] > OpenTime)) THEN

   

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  robertogozzi

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  10/28/2021 at 5:12 PM #180482
  JMat45

  Thanks for this, Roberto, but it’s made no difference on my end… It seems to be taking the Open of the first bar at 0000 (midnight) rather than at 0800…

  

  JMat45

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  10/28/2021 at 7:44 PM #180494
  robertogozzi

  Use this line:

  IF (OpenTime = 080000) THEN

  1	IF (OpenTime = 080000) THEN

  

  robertogozzi

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  10/29/2021 at 9:43 AM #180524
  JMat45

  Still no joy…

  

  JMat45

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  10/29/2021 at 10:02 AM #180531
  robertogozzi

  Please post the code you are using and your conditions, as they may be quite different from the original code.

  

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  10/29/2021 at 10:21 AM #180533
  JMat45

  Sure, I have doubled up on the code to give me the OHLC levels for two different sessions simultaneously:

  ONCE FromD = 080000 dCond = (OpenDayOfWeek >= 1 AND OpenDayOfWeek <= 5) //////////////////////////////// Cash session 1 (8.00am-4.35pm) ONCE ToD1 = 163000 ONCE CurO1 = open ONCE PrevO1 = open ONCE CurH1 = high ONCE PrevH1 = high ONCE CurL1 = low ONCE PrevL1 = low ONCE CurC1 = close ONCE PrevC1 = close tCond1 = OpenTime >= FromD AND OpenTime <= ToD1 IF OpenTime = FromD THEN PrevO1 = CurO1 PrevH1 = CurH1 PrevL1 = CurL1 PrevC1 = CurC1 CurO1 = open CurH1 = open CurL1 = open // CurC1 = close ENDIF IF dCond AND tCond1 THEN IF CurL1 = CurO1 THEN CurH1 = high CurL1 = low ENDIF CurH1 = max(CurH1,high) CurL1 = min(CurL1,low) CurC1 = close ENDIF //////////////////////////////// Cash session 2 (8.00am-9.00pm) ONCE ToD2 = 205500 ONCE CurO2 = open ONCE PrevO2 = open ONCE CurH2 = high ONCE PrevH2 = high ONCE CurL2 = low ONCE PrevL2 = low ONCE CurC2 = close ONCE PrevC2 = close tCond2 = OpenTime >= FromD AND OpenTime <= ToD2 IF OpenTime = FromD THEN PrevO2 = CurO2 PrevH2 = CurH2 PrevL2 = CurL2 PrevC2 = CurC2 CurO2 = open CurH2 = open CurL2 = open // CurC2 = close ENDIF IF dCond AND tCond2 THEN IF CurL2 = CurO2 THEN CurH2 = high CurL2 = low ENDIF CurH2 = max(CurH2,high) CurL2 = min(CurL2,low) CurC2 = close ENDIF RETURN PrevO1 coloured(255,140,0) STYLE(line,3) AS "Previous day Open 4.35pm", PrevH1 coloured(0,0,255,255) STYLE(line,3) AS "Previous day High 4.35pm", PrevL1 coloured(0,0,255,255) STYLE(line,3) AS "Previous day Low 4.35pm", PrevC1 coloured(0,0,0) STYLE(line,3) AS "Previous day Close 4.35pm", PrevO2 coloured(255,180,0) STYLE(line,1) AS "Previous day Open 9.00pm", PrevH2 coloured(50,50,255,255) STYLE(line,1) AS "Previous day High 9.00pm", PrevL2 coloured(50,50,255,255) STYLE(line,1) AS "Previous day Low 9.00pm", PrevC2 coloured(50,50,50) STYLE(line,1) AS "Previous day Close 9.00pm"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72

  ONCE FromD = 080000 dCond = (OpenDayOfWeek >= 1 AND OpenDayOfWeek <= 5)   //////////////////////////////// Cash session 1 (8.00am-4.35pm) ONCE ToD1 = 163000 ONCE CurO1 = open ONCE PrevO1 = open ONCE CurH1 = high ONCE PrevH1 = high ONCE CurL1 = low ONCE PrevL1 = low ONCE CurC1 = close ONCE PrevC1 = close   tCond1 = OpenTime >= FromD AND OpenTime <= ToD1   IF OpenTime = FromD THEN PrevO1 = CurO1 PrevH1 = CurH1 PrevL1 = CurL1 PrevC1 = CurC1 CurO1 = open CurH1 = open CurL1 = open // CurC1  = close ENDIF   IF dCond AND tCond1 THEN IF CurL1 = CurO1 THEN CurH1 = high CurL1 = low ENDIF CurH1 = max(CurH1,high) CurL1 = min(CurL1,low) CurC1 = close ENDIF   //////////////////////////////// Cash session 2 (8.00am-9.00pm) ONCE ToD2 = 205500 ONCE CurO2 = open ONCE PrevO2 = open ONCE CurH2 = high ONCE PrevH2 = high ONCE CurL2 = low ONCE PrevL2 = low ONCE CurC2 = close ONCE PrevC2 = close   tCond2 = OpenTime >= FromD AND OpenTime <= ToD2   IF OpenTime = FromD THEN PrevO2 = CurO2 PrevH2 = CurH2 PrevL2 = CurL2 PrevC2 = CurC2 CurO2 = open CurH2 = open CurL2 = open // CurC2  = close ENDIF   IF dCond AND tCond2 THEN IF CurL2 = CurO2 THEN CurH2 = high CurL2 = low ENDIF CurH2 = max(CurH2,high) CurL2 = min(CurL2,low) CurC2 = close ENDIF   RETURN PrevO1 coloured(255,140,0) STYLE(line,3) AS "Previous day Open 4.35pm", PrevH1 coloured(0,0,255,255) STYLE(line,3) AS "Previous day High 4.35pm", PrevL1 coloured(0,0,255,255) STYLE(line,3) AS "Previous day Low 4.35pm", PrevC1 coloured(0,0,0) STYLE(line,3) AS "Previous day Close 4.35pm", PrevO2 coloured(255,180,0) STYLE(line,1) AS "Previous day Open 9.00pm", PrevH2 coloured(50,50,255,255) STYLE(line,1) AS "Previous day High 9.00pm", PrevL2 coloured(50,50,255,255) STYLE(line,1) AS "Previous day Low 9.00pm", PrevC2 coloured(50,50,50) STYLE(line,1) AS "Previous day Close 9.00pm"

   

  

  JMat45

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  10/29/2021 at 11:04 AM #180538
  smp

  Friend wrote:

  Hi guys,

  Will you be so kind to make an indicator that shows:

  high (blue) / low (blue) / close (yellow) of the previous day

  with Monday showing the previous Friday

  with time setting (for example from 09.00 – 17.35 hours)

  for use in intraday charts

  Thank you in advance!

  SMP – Would this be of use.  I am waiting for this to be uploaded into the library.  It’s an EOD (End of day) Cash Market Pivots Indicator!

  

  smp

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  10/29/2021 at 11:29 AM #180541
  robertogozzi

  I changed the colouring so that at the beginning od the evening session, the prior session is no longer visible (is this what you wanted?).

  As to time change, I can’t spot any glitch:

  ONCE FromD = 080000 dCond = (OpenDayOfWeek >= 1 AND OpenDayOfWeek <= 5) //////////////////////////////// Cash session 1 (8.00am-4.35pm) ONCE ToD1 = 163000 ONCE CurO1 = open ONCE PrevO1 = open ONCE CurH1 = high ONCE PrevH1 = high ONCE CurL1 = low ONCE PrevL1 = low ONCE CurC1 = close ONCE PrevC1 = close tCond1 = OpenTime >= FromD AND OpenTime <= ToD1 IF OpenTime = FromD THEN t = 255 PrevO1 = CurO1 PrevH1 = CurH1 PrevL1 = CurL1 PrevC1 = CurC1 CurO1 = open CurH1 = open CurL1 = open // CurC1 = close ENDIF IF dCond AND tCond1 THEN IF CurL1 = CurO1 THEN CurH1 = high CurL1 = low ENDIF CurH1 = max(CurH1,high) CurL1 = min(CurL1,low) CurC1 = close ENDIF //////////////////////////////// Cash session 2 (8.00am-9.00pm) ONCE ToD2 = 205500 ONCE CurO2 = open ONCE PrevO2 = open ONCE CurH2 = high ONCE PrevH2 = high ONCE CurL2 = low ONCE PrevL2 = low ONCE CurC2 = close ONCE PrevC2 = close tCond2 = OpenTime >= FromD AND OpenTime <= ToD2 IF OpenTime = FromD THEN PrevO2 = CurO2 PrevH2 = CurH2 PrevL2 = CurL2 PrevC2 = CurC2 CurO2 = open CurH2 = open CurL2 = open // CurC2 = close ENDIF IF dCond AND tCond2 THEN IF CurL2 = CurO2 THEN CurH2 = high CurL2 = low ENDIF CurH2 = max(CurH2,high) CurL2 = min(CurL2,low) CurC2 = close ENDIF IF OpenTime >= ToD1 THEN t = 0 ENDIF RETURN PrevO1 coloured(255,140,0,t) STYLE(line,3) AS "Previous day Open 4.35pm", PrevH1 coloured(0,0,255,t) STYLE(line,3) AS "Previous day High 4.35pm", PrevL1 coloured(0,0,255,t) STYLE(line,3) AS "Previous day Low 4.35pm", PrevC1 coloured(0,0,0,7) STYLE(line,3) AS "Previous day Close 4.35pm", PrevO2 coloured(255,180,0) STYLE(line,1) AS "Previous day Open 9.00pm", PrevH2 coloured(50,50,255,255) STYLE(line,1) AS "Previous day High 9.00pm", PrevL2 coloured(50,50,255,255) STYLE(line,1) AS "Previous day Low 9.00pm", PrevC2 coloured(50,50,50) STYLE(line,1) AS "Previous day Close 9.00pm"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77

  ONCE FromD = 080000 dCond = (OpenDayOfWeek >= 1 AND OpenDayOfWeek <= 5) //////////////////////////////// Cash session 1 (8.00am-4.35pm) ONCE ToD1 = 163000 ONCE CurO1 = open ONCE PrevO1 = open ONCE CurH1 = high ONCE PrevH1 = high ONCE CurL1 = low ONCE PrevL1 = low ONCE CurC1 = close ONCE PrevC1 = close tCond1 = OpenTime >= FromD AND OpenTime <= ToD1 IF OpenTime = FromD THEN t      = 255 PrevO1 = CurO1 PrevH1 = CurH1 PrevL1 = CurL1 PrevC1 = CurC1 CurO1 = open CurH1 = open CurL1 = open // CurC1  = close ENDIF IF dCond AND tCond1 THEN IF CurL1 = CurO1 THEN CurH1 = high CurL1 = low ENDIF CurH1 = max(CurH1,high) CurL1 = min(CurL1,low) CurC1 = close ENDIF //////////////////////////////// Cash session 2 (8.00am-9.00pm) ONCE ToD2 = 205500 ONCE CurO2 = open ONCE PrevO2 = open ONCE CurH2 = high ONCE PrevH2 = high ONCE CurL2 = low ONCE PrevL2 = low ONCE CurC2 = close ONCE PrevC2 = close tCond2 = OpenTime >= FromD AND OpenTime <= ToD2 IF OpenTime = FromD THEN PrevO2 = CurO2 PrevH2 = CurH2 PrevL2 = CurL2 PrevC2 = CurC2 CurO2 = open CurH2 = open CurL2 = open // CurC2  = close ENDIF IF dCond AND tCond2 THEN IF CurL2 = CurO2 THEN CurH2 = high CurL2 = low ENDIF CurH2 = max(CurH2,high) CurL2 = min(CurL2,low) CurC2 = close ENDIF   IF OpenTime >= ToD1 THEN t = 0 ENDIF   RETURN PrevO1 coloured(255,140,0,t) STYLE(line,3) AS "Previous day Open 4.35pm", PrevH1 coloured(0,0,255,t) STYLE(line,3) AS "Previous day High 4.35pm", PrevL1 coloured(0,0,255,t) STYLE(line,3) AS "Previous day Low 4.35pm", PrevC1 coloured(0,0,0,7) STYLE(line,3) AS "Previous day Close 4.35pm", PrevO2 coloured(255,180,0) STYLE(line,1) AS "Previous day Open 9.00pm", PrevH2 coloured(50,50,255,255) STYLE(line,1) AS "Previous day High 9.00pm", PrevL2 coloured(50,50,255,255) STYLE(line,1) AS "Previous day Low 9.00pm", PrevC2 coloured(50,50,50) STYLE(line,1) AS "Previous day Close 9.00pm"

  

  robertogozzi

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  10/29/2021 at 11:53 AM #180547
  JMat45

  Thanks, Roberto. I hadn’t thought of that design element, but that’s actually very helpful. There are only two outstanding issues as far as I can see:

  1. The indicator now does not show the Previous day Close @ 1635 as per the attached screenshot.
  2. It appears that, in order for the code to use the correct bars for the end of the session, you have to use the time of the bar close one before the desired session end time (so in this case 163000 instead of 163500 and 205500 instead of 210000), which means the thicker lines stop one bar (in this case – on a 5-min timeframe – 5 mins) early. Any way of remedying this?

  Thanks again,

  JM

  

  JMat45

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  10/29/2021 at 4:58 PM #180562
  robertogozzi

  My bad…I wrote 7 instead of t in line 77.

  PrevC1 coloured(0,0,0,7)  should read PrevC1 coloured(0,0,0,t).

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  11/17/2022 at 10:49 AM #204310
  Tom.J

  Hello

   

  Thanks for this code.

  I understand how to adjust so it shows the high and low from all the day (midnight to midnight).

  But what I would like some help with is this: I would like the script to print the high and low from the previous day according to a specific timezone (NY-timezone, which my PRT are set to). Now I think it takes the high and low from the daily candle.

  Thanks for any help!

  

  Tom.J

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  11/17/2022 at 12:27 PM #204319
  smp

  If you want to track and display end-of-day (EOD) pivots on cash markets, you CAN NOT do this using coding and measuring last-day high/low etc.  You cannot do this automatically because the real close is determined in the “settling period”, which, depending on the cash market you are trading, is between 5 minutes and 12 minutes.  During this period, a price is determined and set in this period.

  These are the accurate pivots and are used by institutions and professional traders.  Take it from a pro-trader; you are wasting time trying to automate using chart data.  Also, depending on the broker (Take IG as an example), they have a 24-hour market and “make” the market so a user can trade “out of hours”, so their candles at the close are not accurate.

  I have shared an EOD pivot indicator, which is correct and works on all cash markets.

  You are wasting your time automating pivots that are not correct.

  I hope this helps.

  Steve

  

  smp

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  11/17/2022 at 1:35 PM #204330
  Tom.J

  Thanks for yout reply.

  I dont want to track eod data on cash markets. I am trading fx and want to track high and low of previos day (which I define as NY midnight to midnight). I see now the original question was in regards to cash markets, hence the confusion I think.

  

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  11/21/2022 at 12:47 PM #204561
  robertogozzi

  Is this what you want?

  ONCE NYtime = 060000 ONCE CurH = high ONCE PrevH = high ONCE CurL = low ONCE PrevL = low IF (OpenTime = NYtime) OR ((OpenTime > NYtime) AND (OpenTime[1] < NyTime)) THEN PrevH = CurH PrevL = CurL CurH = high CurL = low ENDIF CurH = max(high,CurH) CurL = min(low,CurL) RETURN PrevH coloured("Blue") AS "Previous DAY high",PrevL coloured("Red") AS "Previous DAY low"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14

  ONCE NYtime = 060000 ONCE CurH   = high ONCE PrevH  = high ONCE CurL   = low ONCE PrevL  = low IF (OpenTime = NYtime) OR ((OpenTime > NYtime) AND (OpenTime[1] < NyTime)) THEN    PrevH    = CurH    PrevL    = CurL    CurH     = high    CurL     = low ENDIF CurH        = max(high,CurH) CurL        = min(low,CurL) RETURN PrevH coloured("Blue") AS "Previous DAY high",PrevL coloured("Red") AS "Previous DAY low"

   

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