Calculating High and Low for a Session Spanning 2 Days

[snoop 10]

Another pivot study post.... i know, but please hear me out.

 

I've seen numerous pivot studies in the archives but they all suffer the same issue that I don't know how to resolve. I'm hoping someone can help me.

 

The day high, low and session close are used in the calculation, and it works fine for ES or YM, as their open and close are in the same day. But I'd like to calculate 24hr pivots based on the session open and close ie. Oil, from yesterday @ 18:00 to today @ 17:15. HighD, LowD and CloseD work on a midnite to midnite basis where as I believe it should be based on the true trading sessions.

 

I use multicharts which is effectively tradestation code, but I have no idea how to handle the overlap of previous day with part of today. I've looked for sample code that tackles the issue indirectly but no luck. Any help would be much appreciated.

 

The code I'm using now is:

http://www.traderslaboratory.com/forums/f46/soultraders-pivots-tradestation-488.html

 

And I input the data manually but its tedious after a long day. Otherwise, I like the way this works, though I'd love to have historical plots as well, in a perfect world.

 

Sincerely,

T

[trader273 10]

http://www.traderslaboratory.com/forums/f56/finding-globex-high-low-easylanguage-5616.html

 

 

That thread should get you started in the right direction.