Pivot Points for backtesting

• 08/28/2020 at 2:07 PM #142828
  Aidan Brosnan

  Hi all!

   

  I know there are numerous posts regarding pivot point indicators, butI cant find exactly what Im looking for.

  I want to backtest strategies on the European indices (FTSE, DAX) using pivot points. The PRT pivot point indicator is great, but I want pivot lines plotted on the historical data so I can backtest without have to be manually plotting lines for every day.

  So here is my problem: As I only use data from the cash hours (8:00 to 16:30) to calculate pivot data, how do I get the values for the high,low and close for the previous day for those hours?

   

  Thanks in advance,

  Aidan.

  

  Aidan Brosnan

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  09/24/2020 at 1:19 PM #145206
  Nicolas

  You can easily get the OHLC of custom hours trading sessions by using this code snippet: https://www.prorealcode.com/topic/customized-trading-session/#post-99680

  

  Nicolas

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  09/29/2020 at 5:01 PM #145874
  Aidan Brosnan

  Thanks!

  

  Aidan Brosnan

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