Welcome to the Traders Laboratory Forums.
Coding Forum Collaborate, receive help, or discuss coding related issues.

Reply
Old 01-18-2009, 06:25 AM   #1
aaa

aaa's Avatar

Join Date: Jun 2008
Location: Switzerland
Posts: 443
Ignore this user

Thanks: 240
Thanked 283 Times in 136 Posts

Pivot with Cash Close Versus Globex

Hello

I am new in EL...

I've found this great forum where I learn a lot

I need help to choose beetween the Globex close and the cash close

each day I enter manually the cash close (17:35)

How to calculate automatically the close of the day before at 17:35 ?

ThanX


inputs:

ClotCompense( 3070 ),
ClotCompenseChoice( true );


DailyHigh = HighD( 1 );
DailyLow = LowD( 1 );
GlobexClose = CloseD( 1 );

if PlotDailyPts then begin

Range = DailyHigh - DailyLow;


if ClotCompenseChoice then Begin
PP = ( (DailyHigh + DailyLow + ClotCompense) / 3 ) ;
End
else begin
PP = ( (DailyHigh + DailyLow + GlobexClose ) / 3 ) ;
End ;
aaa is offline  
Reply With Quote
Old 01-25-2009, 01:12 PM   #2
aaa

aaa's Avatar

Join Date: Jun 2008
Location: Switzerland
Posts: 443
Ignore this user

Thanks: 240
Thanked 283 Times in 136 Posts

Re: Pivot with Cash Close Versus Globex

Value1 = CalcTime(0000,-385);

This is an interesting function to find the bar at 17:35 but then how to extracte the price ?
aaa is offline  
Reply With Quote
Old 01-25-2009, 01:30 PM   #3

Join Date: Nov 2006
Location: N/A
Posts: 612
Ignore this user

Thanks: 62
Thanked 294 Times in 177 Posts

Re: Pivot with Cash Close Versus Globex

Quote:
Originally Posted by aaa »
Value1 = CalcTime(0000,-385);

This is an interesting function to find the bar at 17:35 but then how to extracte the price ?
If Time = Value1 then Value2 = Close;
sevensa is offline  
Reply With Quote
Old 01-25-2009, 02:42 PM   #4
aaa

aaa's Avatar

Join Date: Jun 2008
Location: Switzerland
Posts: 443
Ignore this user

Thanks: 240
Thanked 283 Times in 136 Posts

Re: Pivot with Cash Close Versus Globex

It's so clear now.

I'm on the right way

Here is the progress of my test

I have the close of yesterday 17:35 until 17:40 where I have the close of the day

Thanx sevensa



//----------------------------------------------------------------------
variables:
//----------------------------------------------------------------------

Value1 = CalcTime( 2400 , -385 );
if time = Value1 then Value2 = Close ;

value0 = Text_New( Date , Time , Low , "" ) ;
Text_SetString( Value0 , NumToStr(Value2 , 0 ) );

//----------------------------------------------------------------------
// Attributs
//----------------------------------------------------------------------

Text_SetStyle( value0 , 2 , 0 ); //Hor = 0 = To the right of the bar 1 = To the left of the bar 2 = Centered on the bar //Ver = 0 = Beneath the price 1 = Above the price specified for the text object 2 = Centered on the price
Text_SetSize( value0 , 12 );
Text_SetColor( value0 , white );
aaa is offline  
Reply With Quote
Old 01-28-2009, 02:29 PM   #5
aaa

aaa's Avatar

Join Date: Jun 2008
Location: Switzerland
Posts: 443
Ignore this user

Thanks: 240
Thanked 283 Times in 136 Posts

Re: Pivot with Cash Close Versus Globex

me again

I have the close of yesterday 17:35 until 17:40 where I have the close of the day

So the pivot jump and is wrong from 17:40 to 22:00

I don't know how to keep the yesterday price at 17:35 all the day...

variables:

PP( 0),
LastOpen( 0),
LastHigh( 0),
LastLow( 0),
LastClose( 0);

Value1 = $OHLCPeriodsAgo(0, 1, LastOpen, LastHigh, LastLow, LastClose );

Value3 = CalcTime( 2200 , -265 ) ;
if time = Value3 then Value4 = Close ;

PP = Round( ( LastHigh + LastLow + Value4 ) / 3, 2 );

Plot9(PP, "PP");
aaa is offline  
Reply With Quote

Reply

Thread Tools
Display Modes Help Others By Rating This Thread
Help Others By Rating This Thread:


Similar Threads
Thread Thread Starter Forum Replies Last Post
High, Low, Close for Sept ES? TraderBG Beginners Forum 7 10-15-2008 12:36 AM
Futures or Cash Session? GetMoney Market Profile 5 07-24-2008 08:05 PM
Difference Between Closed(1) and Close[1] sevensa Coding Forum 2 05-21-2008 12:38 PM
What happened after market close? TinGull General Discussion 4 01-10-2007 08:06 PM
Futures Hi/LO/Close Bfbusa Market Analysis 2 12-05-2006 07:32 PM

All times are GMT -4. The time now is 12:21 PM.
Copyright ©2000 - 2012, Jelsoft Enterprises Ltd.
CS to VB integration by DeskLancer
©2006-2011 Traders Laboratory, All Rights Reserved.