Thanks for this, Roberto, but it’s made no difference on my end… It seems to be taking the Open of the first bar at 0000 (midnight) rather than at 0800…

Still no joy…

Sure, I have doubled up on the code to give me the OHLC levels for two different sessions simultaneously:

ONCE FromD = 080000
dCond = (OpenDayOfWeek >= 1 AND OpenDayOfWeek <= 5)

//////////////////////////////// Cash session 1 (8.00am-4.35pm)
ONCE ToD1 = 163000
ONCE CurO1 = open
ONCE PrevO1 = open
ONCE CurH1 = high
ONCE PrevH1 = high
ONCE CurL1 = low
ONCE PrevL1 = low
ONCE CurC1 = close
ONCE PrevC1 = close

tCond1 = OpenTime >= FromD AND OpenTime <= ToD1

IF OpenTime = FromD THEN
PrevO1 = CurO1
PrevH1 = CurH1
PrevL1 = CurL1
PrevC1 = CurC1
CurO1 = open
CurH1 = open
CurL1 = open
// CurC1  = close
ENDIF

IF dCond AND tCond1 THEN
IF CurL1 = CurO1 THEN
CurH1 = high
CurL1 = low
ENDIF
CurH1 = max(CurH1,high)
CurL1 = min(CurL1,low)
CurC1 = close
ENDIF

//////////////////////////////// Cash session 2 (8.00am-9.00pm)
ONCE ToD2 = 205500
ONCE CurO2 = open
ONCE PrevO2 = open
ONCE CurH2 = high
ONCE PrevH2 = high
ONCE CurL2 = low
ONCE PrevL2 = low
ONCE CurC2 = close
ONCE PrevC2 = close

tCond2 = OpenTime >= FromD AND OpenTime <= ToD2

IF OpenTime = FromD THEN
PrevO2 = CurO2
PrevH2 = CurH2
PrevL2 = CurL2
PrevC2 = CurC2
CurO2 = open
CurH2 = open
CurL2 = open
// CurC2  = close
ENDIF

IF dCond AND tCond2 THEN
IF CurL2 = CurO2 THEN
CurH2 = high
CurL2 = low
ENDIF
CurH2 = max(CurH2,high)
CurL2 = min(CurL2,low)
CurC2 = close
ENDIF

RETURN PrevO1 coloured(255,140,0) STYLE(line,3) AS "Previous day Open 4.35pm", PrevH1 coloured(0,0,255,255) STYLE(line,3) AS "Previous day High 4.35pm", PrevL1 coloured(0,0,255,255) STYLE(line,3) AS "Previous day Low 4.35pm", PrevC1 coloured(0,0,0) STYLE(line,3) AS "Previous day Close 4.35pm", PrevO2 coloured(255,180,0) STYLE(line,1) AS "Previous day Open 9.00pm", PrevH2 coloured(50,50,255,255) STYLE(line,1) AS "Previous day High 9.00pm", PrevL2 coloured(50,50,255,255) STYLE(line,1) AS "Previous day Low 9.00pm", PrevC2 coloured(50,50,50) STYLE(line,1) AS "Previous day Close 9.00pm"

I changed the colouring so that at the beginning od the evening session, the prior session is no longer visible (is this what you wanted?).

As to time change, I can’t spot any glitch:

ONCE FromD = 080000
dCond = (OpenDayOfWeek >= 1 AND OpenDayOfWeek <= 5)
 
//////////////////////////////// Cash session 1 (8.00am-4.35pm)
ONCE ToD1 = 163000
ONCE CurO1 = open
ONCE PrevO1 = open
ONCE CurH1 = high
ONCE PrevH1 = high
ONCE CurL1 = low
ONCE PrevL1 = low
ONCE CurC1 = close
ONCE PrevC1 = close
 
tCond1 = OpenTime >= FromD AND OpenTime <= ToD1
 
IF OpenTime = FromD THEN
t      = 255
PrevO1 = CurO1
PrevH1 = CurH1
PrevL1 = CurL1
PrevC1 = CurC1
CurO1 = open
CurH1 = open
CurL1 = open
// CurC1  = close
ENDIF
 
IF dCond AND tCond1 THEN
IF CurL1 = CurO1 THEN
CurH1 = high
CurL1 = low
ENDIF
CurH1 = max(CurH1,high)
CurL1 = min(CurL1,low)
CurC1 = close
ENDIF
 
//////////////////////////////// Cash session 2 (8.00am-9.00pm)
ONCE ToD2 = 205500
ONCE CurO2 = open
ONCE PrevO2 = open
ONCE CurH2 = high
ONCE PrevH2 = high
ONCE CurL2 = low
ONCE PrevL2 = low
ONCE CurC2 = close
ONCE PrevC2 = close
 
tCond2 = OpenTime >= FromD AND OpenTime <= ToD2
 
IF OpenTime = FromD THEN
PrevO2 = CurO2
PrevH2 = CurH2
PrevL2 = CurL2
PrevC2 = CurC2
CurO2 = open
CurH2 = open
CurL2 = open
// CurC2  = close
ENDIF
 
IF dCond AND tCond2 THEN
IF CurL2 = CurO2 THEN
CurH2 = high
CurL2 = low
ENDIF
CurH2 = max(CurH2,high)
CurL2 = min(CurL2,low)
CurC2 = close
ENDIF

IF OpenTime >= ToD1 THEN
t = 0
ENDIF

RETURN PrevO1 coloured(255,140,0,t) STYLE(line,3) AS "Previous day Open 4.35pm", PrevH1 coloured(0,0,255,t) STYLE(line,3) AS "Previous day High 4.35pm", PrevL1 coloured(0,0,255,t) STYLE(line,3) AS "Previous day Low 4.35pm", PrevC1 coloured(0,0,0,7) STYLE(line,3) AS "Previous day Close 4.35pm", PrevO2 coloured(255,180,0) STYLE(line,1) AS "Previous day Open 9.00pm", PrevH2 coloured(50,50,255,255) STYLE(line,1) AS "Previous day High 9.00pm", PrevL2 coloured(50,50,255,255) STYLE(line,1) AS "Previous day Low 9.00pm", PrevC2 coloured(50,50,50) STYLE(line,1) AS "Previous day Close 9.00pm"

My bad…I wrote 7 instead of t in line 77.

PrevC1 coloured(0,0,0,7)  should read PrevC1 coloured(0,0,0,t).

If you want to track and display end-of-day (EOD) pivots on cash markets, you CAN NOT do this using coding and measuring last-day high/low etc.  You cannot do this automatically because the real close is determined in the “settling period”, which, depending on the cash market you are trading, is between 5 minutes and 12 minutes.  During this period, a price is determined and set in this period.

These are the accurate pivots and are used by institutions and professional traders.  Take it from a pro-trader; you are wasting time trying to automate using chart data.  Also, depending on the broker (Take IG as an example), they have a 24-hour market and “make” the market so a user can trade “out of hours”, so their candles at the close are not accurate.

I have shared an EOD pivot indicator, which is correct and works on all cash markets.

You are wasting your time automating pivots that are not correct.

I hope this helps.

Steve

Is this what you want?

ONCE NYtime = 060000
ONCE CurH   = high
ONCE PrevH  = high
ONCE CurL   = low
ONCE PrevL  = low
IF (OpenTime = NYtime) OR ((OpenTime > NYtime) AND (OpenTime[1] < NyTime)) THEN
   PrevH    = CurH
   PrevL    = CurL
   CurH     = high
   CurL     = low
ENDIF
CurH        = max(high,CurH)
CurL        = min(low,CurL)
RETURN PrevH coloured("Blue") AS "Previous DAY high",PrevL coloured("Red") AS "Previous DAY low"