Average up move of a stock

[jeffc]

I am looking for an indicator that shows the average up move in dollars over the last 90 days between 6:30am-6:45am pacific time at market open. Thank you.

 

[halcyonguy]

I am looking for an indicator that shows the average up move in dollars over the last 90 days between 6:30am-6:45am pacific time at market open. Thank you.

do you want,
the average of each days price difference from,

1. 9:30 open to 9:45 close
or
2. the lowest price during the first 15 minutes subtracted from the highest price during the first 15 minutes?

 

[jeffc]

Option#2 actually.

Thank you.

 

[SleepyZ]

I am looking for an indicator that shows the average up move in dollars over the last 90 days between 6:30am-6:45am pacific time at market open. Thank you.

This uses a 15m agg bar and is dependent on the number of days showing on the chart. I had to use a 180 days chart timeframe to get 90 days of data.

def ymd = GetYYYYMMDD();
def ok           = !IsNaN(close);
def capture      = ok and ymd != ymd[1];
def dayCount     = CompoundValue(1, if capture then dayCount[1] + 1 else dayCount[1], 0);
def thisDay      = (HighestAll(dayCount) - dayCount) + 1;

input days       = 90;

input start_time = 0930; #Allows the first candle to form befor determining direction

def start = if SecondsTillTime(start_time) == 0 and SecondsFromTime(start_time) == 0
            then 1
            else 0;
def l = if start and thisDay <= Min(HighestAll(thisDay), days) then l[1] + low(period = AggregationPeriod.FIFTEEN_MIN) else l[1];
def h = if start and thisDay <= Min(HighestAll(thisDay), days) then h[1] + high(period = AggregationPeriod.FIFTEEN_MIN) else h[1];

def up = (h - l);
AddLabel(1, Min(HighestAll(thisDay), days) + " Days Avg Up Move (0630-0645 PT): " + AsDollars(up / Min(HighestAll(thisDay), days)) , Color.LIGHT_GREEN);
AddLabel(1, "| Highs: " + AsDollars(h) + " | Lows: " + AsDollars(l) + " | Diff: " + AsDollars(h - l), Color.WHITE);

#Testing#
input test = yes;
AddChartBubble(test and SecondsFromTime(0930) == 0, low - .1, high + "\n" + open + "\n" + (high - open) + "\nSum Highs " + AsDollars(h) + "\nSum Lows " + AsDollars(l) + "\nDays " + (thisDay ), Color.GRAY);

 

[jeffc]

This uses a 15m agg bar and is dependent on the number of days showing on the chart. I had to use a 180 days chart timeframe to get 90 days of data.

Thank you. Ill heck it out.