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First, sorry I have to post this message on here - I haven't posted 5 times so I can't PM yet!
1) The little boxes are drawn, time-wise, on the RTH Open (the light yellow background is the first 2.5 hours of RTH, the darker yellow is the rest of RTH)
Price-wise, they represent the pre-market High and Low.
I hacked an indicator to draw them automatically. It's an inelegant programming solution though, I have to manually enter the numbers into the source file, compile, then the indicator just draws them.
Theyre not that useful in themselves on this ETH chart, but I populate them on the RTH chart which gives me a visual guide to the ETH highs and lows (I think they are important). And I can make a quick correspondence between the two charts.
2) Under the main chart is another indicator I hacked that derives off the Bollinger Band, indicating breaks of the Upper (purple) and Lower (dark blue) bands. The visual guide saves a bit of mental effort.
If I haven't made sense there, I hope this image will :-)
Happy to chat about more about any of this. I did have a few more words relating to the rest of your msg but I'll save them for PM!
I'm really sorry I have to post here again (ironically, this takes me to five posts and after this I can PM...)
I've lost your most recent message somehow - I read it on Friday with intention to reply today, but it's not in my list of PMs nor can I find it on a thread. If you resend it I shall PM back!