Plot RTH values on ETH chart.

June 21st, 2017, 07:43 AM

Hi and thanks for taking a look.

I am trying to plot yesterdays RTH high, low & close on todays ETH chart in TOS. I have used some script from the profile indys to get this far. I am stumped on defining the time period though to get the value I am looking for and could do with others input please. How do I arrange all the elements to give me a value to plot?

ie Define yesterdays RTH. Find the highest high. Plot it on todays chart. Do the same for the Low and Close.

I can do the plotting and rework the code for the Low and Close - just need help defining the RTH and getting the value.

I have resigned myself to using a manual input for the RTH hours as I couldn't get the TOS function 'RegularTradingStart' 'RegularTradingEnd' to work in a script and I cant find a 'Get' function that you would use in C. However if there is a genius out there that can find a way of automating this I would be truly grateful.

So far I have:

input rthbegin = 0930;
input rthend = 1400;

def rth = secondsfromTime(rthbegin)>=0 and secondstillTime(rthend)>0;
def cond = rth[1] != rth;

#script to get the right day

def day = GetDay();
def lastDay = GetLastDay();
def isToday = If(day == lastDay, 1, 0);
def pastOpen = If((SecondsTillTime(rthbegin) > 0), 0, 1);
def pastClose = If((SecondsTillTime(rthend) > 0), 0, 1);
def marketOpen = If(pastOpen and !pastClose, 1, 0);
def firstBar = If (day[1] != day, day - 1, 0);
def date = getyyYYMMDD();

#Highest High during RTH

def yRthHi = ? How do I get the script to give me the highest high of the bar numbers that just fall within the RTH session ?

#Plot the value

Plot YestRthHi = yRthHi;

Thanks for taking a look - all contributions gratefully received.

July 5th, 2017, 01:47 PM

Had some help from these guys https://www.hahn-tech.com/
Here is a solution for anybody else looking for something similar:

input daysToPlot = 10;

def regularSessionHours = RegularTradingStart(GetYYYYMMDD()) <= GetTime()and RegularTradingEnd(GetYYYYMMDD())>= GetTime();
def extendedSessionHours = RegularTradingStart(GetYYYYMMDD()) >= GetTime();
def regularSessionStart = extendedSessionHours[1] and regularSessionHours;
def extendedSessionStart = regularSessionHours[1] and extendedSessionHours;

def okToPlot = GetLastDay() - daysToPlot <= GetDay();

def regularSessionHigh = CompoundValue(1, if regularSessionStart then high else if regularSessionHours then Max(high, regularSessionHigh[1]) else regularSessionHigh[1], 0);

def regularSessionLow = CompoundValue(1, if regularSessionStart then low else if regularSessionHours then Min(low, regularSessionLow[1]) else regularSessionLow[1], 0);

def regularSessionOpen = CompoundValue(1, if regularSessionStart then open else if regularSessionHours then regularSessionOpen[1] else regularSessionOpen[1], 0);

def regularSessionClose = CompoundValue(1, if regularSessionHours then close else if extendedSessionHours then regularSessionClose[1] else regularSessionClose[1],0);

plot yestRthHi = if okToPlot and extendedSessionHours then regularSessionHigh else Double.NaN;
plot yestRthLo = if okToPlot and extendedSessionHours then regularSessionLow else Double.NaN;
plot yestRthOpen = if okToPlot and extendedSessionHours then regularSessionOpen else Double.NaN;
plot yestRthClose = if okToPlot and extendedSessionHours then regularSessionClose else Double.NaN;

January 31st, 2018, 06:07 AM

do you happen to know how to extend the lines(yesRTHOpen and yesRTHClose) so they plot until end of trading session?

Plot RTH values on ETH chart.

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Plot RTH values on ETH chart.