High/low/open prices for specific timeframes

Roman · 2017-04-20T18:32:51+00:00

Hi, I am using v10.3. I need an open price at 08:00 and highest and lowest prices between 08:00 and 09:00 for N days.

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Posts

04/27/2017 at 7:40 PM #33749 quote

gabri

Participant

Master

Copy, in this case I will post the indicator in case someone else needs it.

04/27/2017 at 8:27 PM #33770 quote

gabri

Participant

Master

try with this

//computation timeframe in use and intraday number of bars - intrab
if intradaybarindex=0 then
time1=opentime
endif
if intradaybarindex=1 then
time2=opentime
endif
deltatime=(time2-time1)/100
intrab=round(522/deltatime)
//computation max and min in the first hour - super e infer
if (time>=090000) and (time<=100000) then
super=dopen(0)
infer=dopen(0)
if high>super then
super=high
endif
if low<infer then
infer=low
endif
else
super=super
infer=infer
endif

//computation average (super-initialopen) and (initialopen-infer)
period=20
if time=100000 then //originally 100000
sommadeltasuper=0
sommadeltainfer=0
for i=0 to (period) do
j=1+round(i*intrab)
sommadeltasuper=sommadeltasuper+abs(super[j]-dopen(i))
sommadeltainfer=sommadeltainfer+abs(dopen(i)-infer[j])
next
deltasuper=sommadeltasuper/period
deltainfer=sommadeltainfer/period
endif
if time>090000 then // originally 100000
up=dopen(0)+deltasuper
down=dopen(0)-deltainfer
else
up=up
down=down
endif



return up,down