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It seems to ignore the "Start Time" parameter, as well as "use start time instead" -- I tried fiddling with both, no difference. It started the time lines at the session break, which frankly is what makes the most sense, no matter the Start Time setting. (This chart is ETH: <use instrument settings> for trading hours, so the session breaks at 17:00 EDT. The vertical red line on the chart is the start of the NY session for ES at 9:30 AM EDT. )
It worked the same when the chart is set to RTH trading hours: it broke on the session breaks, starting the day at 9:30 EDT in this case, as expected.
If it were me, I would say that's good enough, since you would probably only want the current day OHLC for the current chart day (), based on how you had the chart session set up. But it's not necessarily up to me.
It also took a long time to load. Putting it on a 1-minute chart with just a few days on it (10) was OK. With a large number of days it took forever. With fewer bars on the chart, it loads up OK. It also seems to need to be always set to the default of Calculate on Bar Close, which means the last price level is as of the prior bar's close -- the last completed bar. When set to either on each tick or on price change there were strange effects. (You'd have to test it to see them.) But at the default setting of On Bar Close it works. Again, not my call.
Note to @LaissezFaire, the indicator shows in your indicator list as "CurrentOHLC".
1. Color code the high/low based on whether the day low or high comes first on the day...?
Example:
If day low comes before the day high = green lines for high and low
If day high comes before the day low = red lines for high and low
2. Have the extension lines at the end extend only to the end of session at 16:00?
Or otherwise plot a vertical line to show where the session will end?
3. Include the prior day close as a horizontal line on the current day also...?
This may be an involved task and I'm certainly not asking/expecting you to do it, but I figured I could ask. If you do paid work, I could pay you for it.
However, I'm getting similar issues to last time when only using a *.cs file to add the indicator... Seems like I need a zip if that's not too much trouble.