FAANG Percent Change per session

[JohnnyMustard]

Hello, I've written the basics of a % Change for the 'FAANG' stocks, plotted on the left axis. The code is included.
On the right axis, I plot /ES and trade that. The market opens (for me) at 630am PST.
I'm having 2 problems.
1) The % Change doesn't begin each session at 0%. Shouldn't it? How can I get it to start at 0% each session?
2) There are unexplained gaps in my indicator, oddly enough usually around 10am PST each day.
In the pic you can see the 10am break for everyday this week.

It's driving me nuts, lol. Any help is greatly appreciated.

input AnchorDate = 20230523;
input AnchorTime = 0631;

input F = "Meta";
input A = "Amzn";
input A2 = "Aapl";
input N = "Nflx";
input G = "Goog";

def PostAnchorDate = if GetYYYYMMDD() >= AnchorDate then 1 else 0;
def PostAnchorTime = if SecondsFromTime(AnchorTime) >= 0 then 1 else 0;


def Fin = if PostAnchorDate and PostAnchorTime then (hl2(F) + hl2(A) + hl2(A2) + hl2(N) + hl2(G)) else 0;
plot FinPctChg = ((Fin - Fin[631]) / Fin[631]) * 100;
plot Zero = 0;

 

[halcyonguy]

Hello, I've written the basics of a % Change for the 'FAANG' stocks, plotted on the left axis. The code is included.
On the right axis, I plot /ES and trade that. The market opens (for me) at 630am PST.
I'm having 2 problems.
1) The % Change doesn't begin each session at 0%. Shouldn't it? How can I get it to start at 0% each session?
2) There are unexplained gaps in my indicator, oddly enough usually around 10am PST each day.
In the pic you can see the 10am break for everyday this week.

It's driving me nuts, lol. Any help is greatly appreciated.

input AnchorDate = 20230523;
input AnchorTime = 0631;

input F = "Meta";
input A = "Amzn";
input A2 = "Aapl";
input N = "Nflx";
input G = "Goog";

def PostAnchorDate = if GetYYYYMMDD() >= AnchorDate then 1 else 0;
def PostAnchorTime = if SecondsFromTime(AnchorTime) >= 0 then 1 else 0;


def Fin = if PostAnchorDate and PostAnchorTime then (hl2(F) + hl2(A) + hl2(A2) + hl2(N) + hl2(G)) else 0;
plot FinPctChg = ((Fin - Fin[631]) / Fin[631]) * 100;
plot Zero = 0;

not sure what you are trying to do.

when i enable left axis for the study, the chart won't load.

input AnchorDate = 20230523;
input AnchorTime = 0631;

what do want this code line to do?
def Fin = if PostAnchorDate and PostAnchorTime then (hl2(F) + hl2(A) + hl2(A2) + hl2(N) + hl2(G)) else 0;

what do want this code line to do?
plot FinPctChg = ((Fin - Fin[631]) / Fin[631]) * 100;

Fin[631] , means go back in time 631 bars and read a value. it is not time related.

---------------

do you want to compare the price at 6:30 am to the prices during the rest of the day?

/ES trades 23 hours a day. most stocks trade 6.5 hours , so if one of them doesn't have a candle at a specific time, there will be no price data and no plot. your plots may look different because of the > in the time formula, not sure.

since i'm not sure what you want, and stocks don't trade at 6:30, i made something simple for now,
this reads the prices at 9:30, the normal open, and compares that to the prices during the rest of the day. this starts at 0 each day at 9:30.

i made this a lower study.

declare lower;

def na = double.nan;
def bn = barnumber();

input AnchorDate = 20230523;
#input AnchorTime = 0631;
input AnchorTime = 0930;

input F = "Meta";
input A = "Amzn";
input A2 = "Aapl";
input N = "Nflx";
input G = "Goog";

#def PostAnchorDate = if GetYYYYMMDD() >= AnchorDate then 1 else 0;
#def PostAnchorTime = if SecondsFromTime(AnchorTime) >= 0 then 1 else 0;
def t = if SecondsFromTime(AnchorTime) == 0 then 1 else 0;

#def Fin = if PostAnchorDate and PostAnchorTime then (hl2(F) + hl2(A) + hl2(A2) + hl2(N) + hl2(G)) else 0;
def combo = (hl2(F) + hl2(A) + hl2(A2) + hl2(N) + hl2(G));
def combostart = if t then combo else combostart[1];

#plot FinPctChg = ((Fin - Fin[631]) / Fin[631]) * 100;
def FinPctChg = ((combo - combostart) / combostart) * 100;

# dont plot last bar of period
def fin2 = if t[-1] then na else FinPctChg;

plot z1 = fin2;
plot Zero = 0;
#

shows a lower chart signal, that starts at 0, each day at 9:30am