Return last market close

• 07/31/2020 at 9:42 PM #140581
  martentornquist

  I am trying to make some code to return the last market close (since DClose(1) seems to return the midnight close) to calculate the rate of change since last market close in ProOrder. I think the following code should work (trying to debug it by adding it as an indicator):

  marketCloseTime = 173000 marketCloseHour = 17 marketCloseMinute = 30 barLength = 3 intradayCloseBar = marketCloseHour * 60 / barLength + marketCloseMinute / barLength intradayBars = 24 * 60 / barLength currentBar = OpenHour * 60 / barLength + OpenMinute / barLength IF (OpenTime >= marketCloseTime) THEN numberOfBars = currentBar - intradayCloseBar ELSE numberOfBars = intradayBars - intradayCloseBar + currentBar ENDIF RETURN close[numberOfBars]

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15

  marketCloseTime = 173000 marketCloseHour = 17 marketCloseMinute = 30 barLength = 3 intradayCloseBar = marketCloseHour * 60 / barLength + marketCloseMinute / barLength intradayBars = 24 * 60 / barLength currentBar = OpenHour * 60 / barLength + OpenMinute / barLength   IF (OpenTime >= marketCloseTime) THEN numberOfBars = currentBar - intradayCloseBar ELSE numberOfBars = intradayBars - intradayCloseBar + currentBar ENDIF   RETURN close[numberOfBars]

  but it is not… It seems like the numberOfBars ends up being “fixed” when used together with close[], so the last bar of gets the close of 173000 correct, but the second last gets 172700 which is not what I want. I want all bars to return the close of the last 173000.

  If I do “RETURN numberOfBars” then it correctly returns the number of bars since last 173000.

  What am I missing? Or is there some easier way to get the last market close?

  Thanks in advance!

  /Mårten

   

  

  martentornquist

  Participant

  Topics: 3

  Replies: 4

  Been thanked: 1 time
  08/01/2020 at 1:41 AM #140583
  robertogozzi

  Try this:

  ONCE x = close IF OpenTime = 173000 THEN x = close ENDIF RETURN x AS "Last Daily Close"

  1 2 3 4 5

  ONCE x = close IF OpenTime = 173000 THEN    x = close ENDIF RETURN x AS "Last Daily Close"

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16465

  Been thanked: 3641 times
• Author
  Posts