Pivot Point HLC Calculation

• 12/23/2020 at 9:36 PM #155042
  sachmo13

  Hi All,

  I’m currently trying to write some code to calculate a daily pivot point using the following code:

   

  //Pivot Point (day 1) IF dayofweek = 1 THEN dayhigh  = DHigh(2) daylow = DLow(2) dayclose = DClose(2) ENDIF // Pivot Point (day 2-6) IF dayofweek >=2 and dayofweek < 6 THEN dayhigh  = DHigh(1) daylow = DLow(1) dayclose = DClose(1) ENDIF //Pivot Point PPday = (dayhigh + daylow + dayclose) / 3

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  //Pivot Point (day 1) IF dayofweek = 1 THEN dayhigh  = DHigh(2) daylow = DLow(2) dayclose = DClose(2) ENDIF   // Pivot Point (day 2-6) IF dayofweek >=2 and dayofweek < 6 THEN dayhigh  = DHigh(1) daylow = DLow(1) dayclose = DClose(1) ENDIF   //Pivot Point PPday = (dayhigh + daylow + dayclose) / 3

   

  How would I edit this code so that the daily pivot is calculated using an open value at 22:00 T-2 days and a close value at 21:59.59 on T-1 days? The current calculation is being calculated from midnight for the open and 11:59.59 for the close.

  Is this possible to do?

  Thanks in advance for the help.

  

  sachmo13

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