plot premarket high , low and close for 3 minute aggregation

[shakib3585]

Greetings all,

I am trying to plot the premarket high , low and close for 3 minute aggregation period. I came up with the following plot but am a bit unsure if I did the closing price for the 3 minute premarket correctly. Please advice if the following code is right for pre -market high, low and closing plot for 3 minute aggregation.

Thank you very much

#Pre market high, low and close for 3 minute aggregation

input startTime = 400;
input endTime = 929;
def timeUntilClose = SecondsTillTime(endTime);

def timeUntilOpen = SecondsTillTime(startTime);
def targetPeriod = timeUntilClose > 0;
rec targetPeriodHigh = if targetPeriod and !targetPeriod[1] then high(period = aggregationPeriod.THREE_MIN) else if targetPeriod and high(period = aggregationPeriod.THREE_MIN) > targetPeriodHigh[1] then high(period = aggregationPeriod.THREE_MIN) else targetPeriodHigh[1];
rec targetPeriodLow = if targetPeriod and !targetPeriod[1] then low(period = aggregationPeriod.THREE_MIN) else if targetPeriod and low(period = aggregationPeriod.THREE_MIN) < targetPeriodLow[1] and low(period = aggregationPeriod.THREE_MIN) > 0 then low(period = aggregationPeriod.THREE_MIN) else targetPeriodLow[1];
rec targetPeriodclose =  if targetPeriod and !targetPeriod[1] then close(period = aggregationPeriod.THREE_MIN) else targetPeriodclose[1];

plot pmHigh = targetPeriodHigh;
plot pmLow = targetPeriodLow;
plot pmclose = targetPeriodclose;

 

[halcyonguy]

Greetings all,

I am trying to plot the premarket high , low and close for 3 minute aggregation period. I came up with the following plot but am a bit unsure if I did the closing price for the 3 minute premarket correctly. Please advice if the following code is right for pre -market high, low and closing plot for 3 minute aggregation.

Thank you very much

#Pre market high, low and close for 3 minute aggregation

input startTime = 400;
input endTime = 929;
def timeUntilClose = SecondsTillTime(endTime);

def timeUntilOpen = SecondsTillTime(startTime);
def targetPeriod = timeUntilClose > 0;
rec targetPeriodHigh = if targetPeriod and !targetPeriod[1] then high(period = aggregationPeriod.THREE_MIN) else if targetPeriod and high(period = aggregationPeriod.THREE_MIN) > targetPeriodHigh[1] then high(period = aggregationPeriod.THREE_MIN) else targetPeriodHigh[1];
rec targetPeriodLow = if targetPeriod and !targetPeriod[1] then low(period = aggregationPeriod.THREE_MIN) else if targetPeriod and low(period = aggregationPeriod.THREE_MIN) < targetPeriodLow[1] and low(period = aggregationPeriod.THREE_MIN) > 0 then low(period = aggregationPeriod.THREE_MIN) else targetPeriodLow[1];
rec targetPeriodclose =  if targetPeriod and !targetPeriod[1] then close(period = aggregationPeriod.THREE_MIN) else targetPeriodclose[1];

plot pmHigh = targetPeriodHigh;
plot pmLow = targetPeriodLow;
plot pmclose = targetPeriodclose;

if you want to find the single highest high , over a 5.5 hour period, there is no reason to specify 2nd aggregation.
just use high.
mentioning '3 minutes' is irrelevent. the high is the high. it doesn't matter what time period of data you look at.

for your end time, use 930.
then use < 930 to check the period.
by using 929 and < , you are excluding 930, so it would be skipped at 1 minute.

you didn't use the start time, so any data from midnight to 4am is also included.

use fromtime with the start time, not till.

# plot pre hi lo close, levels, after the pre period.
def na = double.nan;
def start = 400;
def end = 930;
def newday = (getday() <> getday()[1]);
def period =  ( SecondsFromTime(start) >= 0 and Secondstilltime(end) > 0 );

def hi = if newday then 0
else if !period then hi[1]
else if high > hi[1] then high
else hi[1];

def lo = if newday then 0
else if !period then lo[1]
else if low < lo[1] then low
else lo[1];

def cls = if newday then 0
else if !period then cls[1]
else close;

# plot horz lines, after the period
plot zhi = if !period and hi > 0 then hi else na;
plot zlo = if !period and lo > 0 then lo else na;
plot zcls = if !period and cls > 0 then cls else na;
#

 

[shakib3585]

if you want to find the single highest high , over a 5.5 hour period, there is no reason to specify 2nd aggregation.
just use high.
mentioning '3 minutes' is irrelevent. the high is the high. it doesn't matter what time period of data you look at.

for your end time, use 930.
then use < 930 to check the period.
by using 929 and < , you are excluding 930, so it would be skipped at 1 minute.

you didn't use the start time, so any data from midnight to 4am is also included.

use fromtime with the start time, not till.

# plot pre hi lo close, levels, after the pre period.
def na = double.nan;
def start = 400;
def end = 930;
def newday = (getday <> getday[1]);
def period =  ( SecondsFromTime(start) >= 0 and Secondstilltime(end) > 0 );

def hi = if newday then 0
else if !period then hi[1]
else if high > hi[1] then high
else hi[1];

def lo = if newday then 0
else if !period then lo[1]
else if low < lo[1] then low
else lo[1];

def cls = if newday then 0
else if !period then cls[1]
else close;

# plot horz lines, after the period
plot zhi = if !period and hi > 0 then hi else na;
plot zlo = if !period and lo > 0 then lo else na;
plot zcls = if !period and cls > 0 then cls else na;
#

thank you @halcyonguy

 

[Furnitureguru]

I like this, but the premarket lo line doesn't plot on the current day. Am I missing something?

 

[shakib3585]

I like this, but the premarket lo line doesn't plot on the current day. Am I missing something?

this is for 3 minute only