How to apply an indicator on day session only?

• 10/22/2019 at 6:53 AM #110775
  BC

  Hi PRT Master

   

  How to apply an indicator on day session only?

  Let say a MA 50 within 9:30-16:30, calculation only base on this time frame.

   

  Thanks

  

  BC

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  10/22/2019 at 7:28 AM #110776
  Vonasi

  Try this. Not tested as demo platform down via IG at the moment.

  p = 50 starttime = 093000 endtime = 163000 if barindex >= p then total = 0 count = 0 for j = 0 to barindex if count < p then if opentime[j] >= starttime and time[j] <= endtime then total = total + close[j] count = count + 1 endif else break endif next ave = total/p endif return ave as "Session Average"

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  p = 50 starttime = 093000 endtime = 163000   if barindex >= p then total = 0 count = 0 for j = 0 to barindex if count < p then if opentime[j] >= starttime and time[j] <= endtime then total = total + close[j] count = count + 1 endif else break endif next   ave = total/p endif   return ave as "Session Average"

   

  

  Vonasi

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  10/22/2019 at 8:05 AM #110783
  robertogozzi

  https://www.prorealcode.com/prorealtime-indicators/time-range-moving-averages-simple-exponential-weighted-trsma-trema-trwma/

   

  

  robertogozzi

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  10/22/2019 at 8:35 AM #110787
  Vonasi

  Thanks Roberto – I knew something must have been created in the past but I could not find it with a search.

  

  Vonasi

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  10/22/2019 at 12:18 PM #110817
  BC

  Thanks all, but really a lot of work if apply to others indicator like MACD, RSI etc.

  

  BC

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  10/22/2019 at 12:45 PM #110820
  Vonasi

  It is not a huge amount of work. but perhaps you should post a suggestion that PRT add a built in platform indicator that does what you are requesting.

  Here is an adapted version of my code. Simply change myIndicator to whatever indicator or price value you want a session average of. You can just CALL this indicator from your strategy or add it to any separate indicator.

  p = 50 starttime = 093000 endtime = 163000 myindicator = rsi[14] if barindex >= p then total = 0 count = 0 for j = 0 to barindex if count < p then if opentime[j] >= starttime and time[j] <= endtime then total = total + myindicator[j] count = count + 1 endif else break endif next ave = total/p endif return ave as "Session Average"

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  p = 50 starttime = 093000 endtime = 163000 myindicator = rsi[14]   if barindex >= p then total = 0 count = 0 for j = 0 to barindex if count < p then if opentime[j] >= starttime and time[j] <= endtime then total = total + myindicator[j] count = count + 1 endif else break endif next   ave = total/p endif   return ave as "Session Average"

   

  

  Vonasi

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  10/22/2019 at 3:02 PM #110842
  BC

  Thanks Vonasi, why p set to 50?

  

  BC

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  10/22/2019 at 3:05 PM #110843
  Vonasi

  p is the period of the average. MA50 is p=50

  

  Vonasi

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