I want to calculate pivot lines like show
in the top chart. The chart shows regular trading hours only. I can simple
set the database setting to show regular trading hours. However, I am trying to
calculate these lines using the regular trading hours but setting the chart to
display 24 hours.
For the pivot point calculation I need the
H, L and C of the day. To solve this you need to generate an array that
during a period of 24 hours shows the H of the regular trading
hours period.
For example to construct an array that
contains the high value of the day I tried:
DDH = IIf(timearr >= starttime
AND timearr <=
endtime,H,Null);
DDH =
IIf(timearr >= 000000 AND timearr <=
starttime,deTimeRangeHHV(H,starttime,endtime),DDH);
DDH = IIf(timearr
>= endtime AND
timearr <= 240000,deTimeRangeHHV(H,starttime,endtime),DDH);
from the chart
you can see that the starting period of the day contains the high value of the
previous day. This is not what I want. It needs to contain the high value of the
current day measured during regular trading hours. Anyone have an idea how
I get this done using array based calculations only?
thanks,
Ed