Re: EL query: Yesteray's RTH Close on ES Z2 intraday ?

[Sanford Morton <smorton@xxxxxxxxx>]

On Sat, 2 Nov 2002, Sanford Morton wrote:

> I'd like to chart the previous day's RTH close on an intraday ES Z2 chart. The
> only ela's I have seen to do this use CloseD(), but this seems to pick up the
> last tick just before midnight in the Globex session. Is there a simple way to
> get the close of the regular session?
> 

Here is the solution I chose, though I'm a little uncomfortable with reliance on 
a single bar. It seems to work for active securities, such as ES and NQ

  Var: YDayC(0), GotFirstClose(False);
  
  if Time = Sess1EndTime then begin
    YDayC = Close;
    GotFirstClose = True;
  end;
  
  if GotFirstClose then begin
    if Time >= Sess1StartTime and Time <= Sess1EndTime then
      Plot1 (YDayC, "YDayC", yellow)
    else if Time >= Sess1EndTime then
      Plot1 (YDayC, "YDayC", red)
    else Plot1 (YDayC, "YDayC", white);
  end;
  
After thinking it over, it may be more reliable to remember things during RTHs. 
Here is some pseudocode which also collects OHL, but which I have not 
implemented:

  Var: gotOpen(False), 
       tmpO(null), tmpH(null), tmpL(null), tmpC(null), 
       YDayO(null), YDayH(null), YDayL(null), YDayC(null)
  
  if Time >= Sess1StartTime and Time <= Sess1EndTime then
  
    unless gotOpen
      tmpO = open 
      gotOpen = True 
    if H > tmpH then tmpH = H 
    if L < tmpL then tmpL = L 
    tmpC = C
  
  else 
  
    if tmpO /= null then 
      YDayO = tmpO
      tmpO = null
      gotOpen = False
    if tmpH /= null then 
      YDayH = tmpH
      tmpH = null
    if tmpL /= null then 
      YDayL = tmpL
      tmpC = null
    if tmpC /= null then 
      YDayC = tmpC
      tmpC = null