Daily Pivot Points - Non-Standard Aggregation Period

mickey

New member
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.

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
 

BenTen

Administrative
Staff member
Staff
VIP
Lifetime
No, it's from market open (9:30 am EST) to market close (4:00 pm EST). Not sure if this is different for the futures instrument, but that is the "day" for regular stock chart.
 

mickey

New member
No, it's from market open (9:30 am EST) to market close (4:00 pm EST). Not sure if this is different for the futures instrument, but that is the "day" for regular stock chart.

Is there a way to script a 4:15pm ET to 4:15pm ET daily data collection (High Low, close) ?
 

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