Futures Market Profile Daily Levels For ThinkOrSwim

chiropteraphile

New member
The following six scripts are designed to be used together, in order to auto-plot key levels for intraday trading based on Market Profile, as taught by the Shadow Trader crew. Save each one of these as its own script, then load them together on one chart.

Since a couple of these scripts are anchored to RTH hours, vs total globex trading hours, timeframe settings must be set to (X+1)D:XM vs Today:XM or 1D:XM (example 5D:15M vs Today:15M or 1D:5M), or those scripts will NOT work. In other words, make sure you have more than 1 day of data on your chart view, so that the prior day's data is available for the script to use.

Line weight and colour are coded as such: Highs are green, lows are red, halfbacks are orange. Current day levels are dotted lines (since they are dynamic, in progress), and prior day lines are solid (since they do not change). Prior day settlement is a solid white line, current day open dotted white line. Fibs levels are grey, with minor fibs as dotted lines, heavier weight for the primary fib levels.

Prior Day High, Low, and Halfback
Overnight High, Low, and Halfback
Prior Day Settlement and Current Day Open
Current and Prior Days High, Low, Halfback
Daily Pivot, Support, and Resistance
Daily Fibonaccis

Official thinkorswim chart sharing link http://tos.mx/iDdM2JR

Here's what all six scripts look like when used together on the /ES (shown on a 2D:15M chart). Observe how the open (dotted white line) begins at 0930 RTH, the overnight high and low begin at their respective locations, the pivot, resistance, and support lines change at 1615 (4:15pm est), and other lines such as previous day high, low, and halfback, all continue from the previous day's data.
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