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Guno
This should come close. You'll need to set default values for your particular usage. I haven't paid
much attention to the accuracy of the start and end definitions (the first Y and R variables) and if
your half hour crosses an hour barrier there may be an issue. As set up the period high, low and
average are truncated to only show for the current trading day. This may mean that you have no
signal all for the first half hour of trading. You may also find that corruption occurs once into
the last half hour of the day. These are things that are quite messy to test so I'll leave it as is
for now. If any plot reverts to zero then the chart will be distorted. This is easy to overcome by
replacing the affected plot with ValueWhen(1,Plot>0,Plot), and there are other possible solutions as
well.
If you report back any problems I'll see if I can tidy it up a bit. It's not something that I can
use with MS EOD so I'm reluctant to put too much time into it.
Roy
> Thank you so much for spending time on this.
> The periods I am using are 5 Min bars.
> As the number of bars in a trading day is dependent on the number of
> trades in that particular trading day, I would suggest to use the
> following anchor points
>
> In the previous trading day: The first 5 min bar in the last half
> hour of trading
> In the current trading day : The Last 5 min bar in the first half
> hour of trading
{Average Price Line}
{scale to price}
Lh:=Input("Last hour of day" ,0,23,14);
Lm:=Input("Start at Minute" ,0,59,0);
Fh:=Input("First hour of day",0,23,8);
Fm:=Input("End at Minute" ,0,59,0);
A:=Cum(DayOfWeek()<>ValueWhen(2,1,DayOfWeek()));
B:=A=LastValue(A); {today}
N:=A=LastValue(A)-1; {yesterday}
Y:=N AND ((Hour()=Lh AND Minute()>=Lm) OR Hour()>Lh);
R:=B AND ((Hour()=Fh AND Minute()<=Fm) OR Hour()<Fh);
R:=Y OR R; {scan last and first half hour}
Y:=Cum(R)=LastValue(Cum(R));
R:=R AND Alert(R=0,2); {start of scan period}
Y:=Y AND Alert(Y=0,2); {end of scan period}
D:=ValueWhen(1,B,1); {used to truncate plots for previous days}
F:=LastValue(ValueWhen(1,Y,HighestSince(1,R,H)));
{high for scan period}
G:=LastValue(ValueWhen(1,Y,LowestSince(1,R,L)));
{low for scan period}
D*F; {truncated high for scan period}
D*G; {truncated low for scan period}
D*(F+G)/2; {truncated average for scan period}
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