Daily Pivot, Support, and Resistance, with RTH anchor: globex market profile For ThinkOrSwim

[chiropteraphile]

Plots eight daily support (red), resistance (green), and pivot lines (17 lines total), anchored to prior day globex RTH, for futures.

Chart timeframe should be XD:XM or similar (not Today:XM).

#
def na = Double.NaN;
def bn = BarNumber();
def h = high;
def l = low;

script prior {
input prior = close;
def priorOf = if prior != prior[1] then prior[1] else priorOf[1];
plot priorBar = priorOf;
}

def cb = HighestAll(if !IsNaN(h) then bn else na);
def time = GetTime();
def rts = RegularTradingStart(GetYYYYMMDD());
def rte = RegularTradingEnd(GetYYYYMMDD());
def RTH = if time crosses above rts
then bn else RTH[1];
def globex = if time crosses below rte
then bn else globex[1];

def priorRTH = prior(RTH);
def priorGlobex = prior(globex);
def hRTH = HighestAll(RTH);
def hGX = HighestAll(globex);
def hPRTH = HighestAll(priorRTH);
def hPGX = HighestAll(priorGlobex);

def gXhigh = HighestAll(if bn >= hGX && bn < hRTH
then h else if hRTH < hGX && bn >= hGX
then h else na);
def gXlow = LowestAll(if bn >= hGX && bn < hRTH
then l else if hRTH < hGX && bn >= hGX
then l else na);
def RTHhigh = HighestAll(if bn >= hRTH && bn < hGX
then h else if hGX < hRTH && bn >= hRTH
then h else na);
def RTHlow = LowestAll(if bn >= hRTH && bn < hGX
then l else if hGX < hRTH && bn >= hRTH
then l else na);

def priorRTHhigh = HighestAll(if bn >= hPRTH
&& bn < if hGX < hRTH then hGX
else hPGX then h else na);
def priorRTHlow = LowestAll(if bn >= hPRTH
&& bn < if hGX < hRTH then hGX
else hPGX then l else na);

def RTHrange = priorRTHhigh - priorRTHlow;
def sumHighLow = priorRTHhigh + priorRTHlow;

# OPEN VALUE
input opentime = {default Manual, Globex, Midnight, RTHstart};
input endtime = {default Manual, Globex, Midnight, RTHend};
input openTimeClock = 0930;
def globextime = GetYYYYMMDD() != GetYYYYMMDD()[1];
def midnighttime = SecondsFromTime(0000) == 0;
def RTHstarttime = GetTime() crosses above RegularTradingStart(GetYYYYMMDD());
def RTHendtime = (1615);
def openValue;

switch (opentime) {
case Manual:
openValue = if SecondsFromTime(openTimeClock) == 0 then open else openValue[1];
case Globex:
openValue = if globextime then open else openValue[1];
case Midnight:
openValue = if midnighttime then open else openValue[1];
case RTHstart:
openValue = if RTHstarttime then open else openValue[1];
}


# SETTLMENT VALUE
input settlementTime = {default Manual, PreMarketend, RTHend, EXTend};
input settlementTimeClock = 1615;
def PreMarketend = gettime() crosses above regularTradingStart(getyyyYMMDD());
def RTHend = secondsfromtime(1615) == 0;
def EXTend = GetTime() crosses above RegularTradingEnd(GetYYYYMMDD());
def settlementValue;
switch (settlementTime) {
case Manual:
settlementValue = if SecondsFromTime(settlementTimeClock) == 0 then close else settlementValue[1];
case PreMarketend:
settlementValue = if PreMarketend then close[1] else settlementValue[1];
case RTHend:
settlementValue = if RTHend then close else settlementValue[1];
case EXTend:
settlementValue = if EXTend then close else settlementValue[1];
}

plot Pivot = (priorRTHhigh + priorRTHlow + settlementValue) / 3;
Pivot.SetDefaultColor(Color.Violet);
Pivot.SetStyle(Curve.Firm);
Pivot.SetLineWeight(1);
Pivot.HideBubble();
Pivot.HideTitle();

plot R1 = (2 * Pivot) - priorRTHlow;
R1.SetDefaultColor(Color.Dark_Green);
R1.SetStyle(Curve.Firm);
R1.SetLineWeight(1);
R1.HideBubble();
R1.HideTitle();

plot S1 = (2 * Pivot) - priorRTHhigh;
S1.SetDefaultColor(Color.Dark_Red);
S1.SetStyle(Curve.Firm);
S1.SetLineWeight(1);
S1.HideBubble();
S1.HideTitle();

plot R2 = Pivot + (R1 - S1);
R2.SetDefaultColor(Color.Dark_Green);
R2.SetStyle(Curve.Firm);
R2.SetLineWeight(1);
R2.HideBubble();
R2.HideTitle();

plot S2 = Pivot - (R1 - S1);
S2.SetDefaultColor(Color.Dark_Red);
S2.SetStyle(Curve.Firm);
S2.SetLineWeight(1);
S2.HideBubble();
S2.HideTitle();

plot S3 = priorRTHlow - 2 * (priorRTHhigh - Pivot);
S3.SetDefaultColor(Color.Dark_Red);
S3.SetStyle(Curve.Firm);
S3.SetLineWeight(1);
S3.HideBubble();
S3.HideTitle();

plot R3 = priorRTHhigh + 2 * (Pivot - priorRTHlow);
R3.SetDefaultColor(Color.Dark_Green);
R3.SetStyle(Curve.Firm);
R3.SetLineWeight(1);
R3.HideBubble();
R3.HideTitle();

plot S4 = priorRTHlow - 3 * (priorRTHhigh - Pivot);
S4.SetDefaultColor(Color.Dark_Red);
S4.SetStyle(Curve.Firm);
S4.SetLineWeight(1);
S4.HideBubble();
S4.HideTitle();

plot R4 = priorRTHhigh + 3 * (Pivot - priorRTHlow);
R4.SetDefaultColor(Color.Dark_Green);
R4.SetStyle(Curve.Firm);
R4.SetLineWeight(1);
R4.HideBubble();
R4.HideTitle();

plot S5 = priorRTHlow - 4 * (priorRTHhigh - Pivot);
S5.SetDefaultColor(Color.Dark_Red);
S5.SetStyle(Curve.Firm);
S5.SetLineWeight(1);
S5.HideBubble();
S5.HideTitle();

plot R5 = priorRTHhigh + 4 * (Pivot - priorRTHlow);
R5.SetDefaultColor(Color.Dark_Green);
R5.SetStyle(Curve.Firm);
R5.SetLineWeight(1);
R5.HideBubble();
R5.HideTitle();

plot S6 = priorRTHlow - 5 * (priorRTHhigh - Pivot);
S6.SetDefaultColor(Color.Dark_Red);
S6.SetStyle(Curve.Firm);
S6.SetLineWeight(1);
S6.HideBubble();
S6.HideTitle();

plot R6 = priorRTHhigh + 5 * (Pivot - priorRTHlow);
R6.SetDefaultColor(Color.Dark_Green);
R6.SetStyle(Curve.Firm);
R6.SetLineWeight(1);
R6.HideBubble();
R6.HideTitle();

plot S7 = priorRTHlow - 6 * (priorRTHhigh - Pivot);
S7.SetDefaultColor(Color.Dark_Red);
S7.SetStyle(Curve.Firm);
S7.SetLineWeight(1);
S7.HideBubble();
S7.HideTitle();

plot R7 = priorRTHhigh + 6 * (Pivot - priorRTHlow);
R7.SetDefaultColor(Color.Dark_Green);
R7.SetStyle(Curve.Firm);
R7.SetLineWeight(1);
R7.HideBubble();
R7.HideTitle();

plot S8 = priorRTHlow - 7 * (priorRTHhigh - Pivot);
S8.SetDefaultColor(Color.Dark_Red);
S8.SetStyle(Curve.Firm);
S8.SetLineWeight(1);
S8.HideBubble();
S8.HideTitle();

plot R8 = priorRTHhigh + 7 * (Pivot - priorRTHlow);
R8.SetDefaultColor(Color.Dark_Green);
R8.SetStyle(Curve.Firm);
R8.SetLineWeight(1);
R8.HideBubble();
R8.HideTitle();
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