Hi,
I currently manually create my daily pivot points by taking the high, low, close from the previous 'day'.
By 'day' I mean 4:30PM to 4:15PM ET from the past 24 hours of trading.
Does someone know how this can be scripted in TOS? Since this is not a standard aggregation period? I understand the TOS day is from midnight to midnight. Which results in incorrect high and low.
I use the following formulas.
thanks!
Mickey
I currently manually create my daily pivot points by taking the high, low, close from the previous 'day'.
By 'day' I mean 4:30PM to 4:15PM ET from the past 24 hours of trading.
Does someone know how this can be scripted in TOS? Since this is not a standard aggregation period? I understand the TOS day is from midnight to midnight. Which results in incorrect high and low.
I use the following formulas.
Code:
R3 = R1+(high-low)
R2 = Pivot+(high-low)
R1 = (2*Pivot)-low
PP = (high+low+close)/3
S1 = (2*Pivot)-high
S2 = Pivot-(high-Low)
S3 = S1-(high-low)
thanks!
Mickey