Referencing calculations from a different symbol

[Whistler]

How do I reference indicator calculations from a different symbol? I want to create an alert when both the "/ES" and "SPX" fire a signal on the same bar. The indicator that I need calculations from is the StochasticFull.

 

[SleepyZ]

How do I reference indicator calculations from a different symbol? I want to create an alert when both the "/ES" and "SPX" fire a signal on the same bar. The indicator that I need calculations from is the StochasticFull.

Here is the stochasticfull made into a script where two symbols can be input (/ES and SPX defaulted). There are 2 example arrow choices, defaulted to each symbol's arrows plotted based upon the condition or when both occur on the same bar. Since the SPX does not have activity in post market times, the stochastic was extended to show continuous lines on the chart.

There are two plots of the code on the picture below, one showing each's arrows and then when they are together.

#
# TD Ameritrade IP Company, Inc. (c) 2008-2021
#

declare lower;

script sfull {
    input over_bought = 80;
    input over_sold = 20;
    input KPeriod = 10;
    input DPeriod = 10;
    input symbol  = "/ES";
    def priceH = high(symbol);
    def priceL = low(symbol);
    def priceC = close(symbol);
    input slowing_period = 3;
    input averageType = AverageType.SIMPLE;
    input showBreakoutSignals = {"No", default "On FullK", "On FullD", "On FullK & FullD"};

    def lowest_k = Lowest(priceL, KPeriod);
    def c1 = priceC - lowest_k;
    def c2 = Highest(priceH, KPeriod) - lowest_k;
    def FastK = if c2 != 0 then c1 / c2 * 100 else 0;

    plot FullK = MovingAverage(averageType, FastK, slowing_period);
    plot FullD = MovingAverage(averageType, FullK, DPeriod);
}

input symbol1 = "/ES";
input symbol2 = "SPX";
def fs1  = sfull(symbol = symbol1);
def fS2  = sfull(symbol = symbol2);
def fs1ext = if IsNaN(fs1) then fs1ext[1] else fs1;
def fs2ext = if IsNaN(fS2) then fs2ext[1] else fS2;

plot fs1ext_ = fs1ext;
fs1ext_.SetDefaultColor(Color.CYAN);
plot fs2ext_ = fs2ext;
fs2ext_.SetDefaultColor(Color.MAGENTA);

plot overbought = 80;
plot oversold   = 20;

input arrow      = {default Each, Together};
input lineweight = 2;

plot uBoth = if arrow == arrow.Together and (fs1 crosses below overbought and fS2 crosses below overbought)  then overbought else Double.NaN;
plot dBoth = if arrow == arrow.Together and (fs1 crosses above oversold and fS2 crosses above oversold) then oversold  else Double.NaN;
uBoth.SetPaintingStrategy(PaintingStrategy.ARROW_DOWN);
dBoth.SetPaintingStrategy(PaintingStrategy.ARROW_UP);
uBoth.SetLineWeight(lineweight);
dBoth.SetLineWeight(lineweight);

plot us1 = if arrow == arrow.Each and fs1 crosses below overbought then overbought else Double.NaN;
plot ds1 = if arrow == arrow.Each and  fs1 crosses above oversold   then oversold  else Double.NaN;
us1.SetPaintingStrategy(PaintingStrategy.ARROW_DOWN);
ds1.SetPaintingStrategy(PaintingStrategy.ARROW_UP);
us1.SetDefaultColor(Color.CYAN);
ds1.SetDefaultColor(Color.CYAN);
us1.SetLineWeight(lineweight);
ds1.SetLineWeight(lineweight);

plot us2 = if arrow == arrow.Each and  fS2 crosses below overbought then overbought else Double.NaN;
plot dS2 = if arrow == arrow.Each and  fS2 crosses above oversold   then oversold  else Double.NaN;
us2.SetPaintingStrategy(PaintingStrategy.ARROW_DOWN);
dS2.SetPaintingStrategy(PaintingStrategy.ARROW_UP);
us2.SetDefaultColor(Color.MAGENTA);
dS2.SetDefaultColor(Color.MAGENTA);
us2.SetLineWeight(lineweight);
dS2.SetLineWeight(lineweight);

 

[Whistler]

SleepyZ - Thank you very much for answering my question, but this kind of thinkScript programming is way beyond my skill set. I need to do further calculations on the StochasticFull before the result gets plotted and compared for each symbol, and I can't comprehend where these additional calculations might go in your script. Perhaps you can help me:

def step1 = Max(-100, Min(100, (StochasticFull(KPeriod = 17, slowing_period = 5, averageType = AverageType.EXPONENTIAL))) - 50) / 50.01;
rec step2 = CompoundValue(1, if IsNaN(0.5 * (Log((1 + step1) / (1 - step1)) + step2[1])) then step2[1] else 0.5 * (Log((1 + step1) / (1 - step1)) + step2[1]), 0);

plot SignalLine = if IsNaN(close) then Double.NaN else step2;
plot SignalLineBuy = if SignalLine < -1.2 and Sign (step2 - step2[1]) > Sign (step2[1] - step2[2]) and !IsNaN(close) then step2[1] else Double.NaN;
plot SignalLineSell = if SignalLine > 1.2 and Sign (step2 - step2[1]) < Sign (step2[1] - step2[2]) and !IsNaN(close) then step2[1] else Double.NaN;

 

[SleepyZ]

SleepyZ - Thank you very much for answering my question, but this kind of thinkScript programming is way beyond my skill set. I need to do further calculations on the StochasticFull before the result gets plotted and compared for each symbol, and I can't comprehend where these additional calculations might go in your script. Perhaps you can help me:

def step1 = Max(-100, Min(100, (StochasticFull(KPeriod = 17, slowing_period = 5, averageType = AverageType.EXPONENTIAL))) - 50) / 50.01;
rec step2 = CompoundValue(1, if IsNaN(0.5 * (Log((1 + step1) / (1 - step1)) + step2[1])) then step2[1] else 0.5 * (Log((1 + step1) / (1 - step1)) + step2[1]), 0);

plot SignalLine = if IsNaN(close) then Double.NaN else step2;
plot SignalLineBuy = if SignalLine < -1.2 and Sign (step2 - step2[1]) > Sign (step2[1] - step2[2]) and !IsNaN(close) then step2[1] else Double.NaN;
plot SignalLineSell = if SignalLine > 1.2 and Sign (step2 - step2[1]) < Sign (step2[1] - step2[2]) and !IsNaN(close) then step2[1] else Double.NaN;

The above snippet has been added to the code below with options to show the original full k arrows or not as well as one to show the signal arrows from the snippet. I have made the kperiod and dperiod and average in the original script to match those in your snippet.

#
# TD Ameritrade IP Company, Inc. (c) 2008-2021
#

declare lower;

script sfull {
    input over_bought = 80;
    input over_sold = 20;
    input KPeriod = 17;
    input DPeriod = 5;
    input symbol  = "/ES";
    def priceH = high(symbol);
    def priceL = low(symbol);
    def priceC = close(symbol);
    input slowing_period = 3;
    input averageType = AverageType.exPONENTIAL;
    input showBreakoutSignals = {"No", default "On FullK", "On FullD", "On FullK & FullD"};

    def lowest_k = Lowest(priceL, KPeriod);
    def c1 = priceC - lowest_k;
    def c2 = Highest(priceH, KPeriod) - lowest_k;
    def FastK = if c2 != 0 then c1 / c2 * 100 else 0;

    plot FullK = MovingAverage(averageType, FastK, slowing_period);
    plot FullD = MovingAverage(averageType, FullK, DPeriod);

    def step1 = Max(-100, Min(100, (StochasticFull(KPeriod = 17, slowing_period = 5, averageType = AverageType.EXPONENTIAL))) - 50) / 50.01;
    rec step2 = CompoundValue(1, if IsNaN(0.5 * (Log((1 + step1) / (1 - step1)) + step2[1])) then step2[1] else 0.5 * (Log((1 + step1) / (1 - step1)) + step2[1]), 0);

    plot SignalLine = if IsNaN(close) then Double.NaN else step2;
    plot SignalLineBuy = if SignalLine < -1.2 and Sign (step2 - step2[1]) > Sign (step2[1] - step2[2]) and !IsNaN(close) then step2[1] else Double.NaN;
    plot SignalLineSell = if SignalLine > 1.2 and Sign (step2 - step2[1]) < Sign (step2[1] - step2[2]) and !IsNaN(close) then step2[1] else Double.NaN;

}

input symbol1 = "/ES";
input symbol2 = "SPX";
def fs1  = sfull(symbol = symbol1);
def fS2  = sfull(symbol = symbol2);
def fs1ext = if IsNaN(fs1) then fs1ext[1] else fs1;
def fs2ext = if IsNaN(fS2) then fs2ext[1] else fS2;

plot fs1ext_ = fs1ext;
fs1ext_.SetDefaultColor(Color.CYAN);
plot fs2ext_ = fs2ext;
fs2ext_.SetDefaultColor(Color.MAGENTA);

plot overbought = 80;
plot oversold   = 20;

input fullk_arrows  = {default Each, Together, None};
input lineweight    = 2;

plot uBoth = if fullk_arrows == fullk_arrows.Together and (fs1 crosses below overbought and fS2 crosses below overbought)  then overbought else Double.NaN;
plot dBoth = if fullk_arrows == fullk_arrows.Together and (fs1 crosses above oversold and fS2 crosses above oversold) then oversold  else Double.NaN;
uBoth.SetPaintingStrategy(PaintingStrategy.ARROW_DOWN);
dBoth.SetPaintingStrategy(PaintingStrategy.ARROW_UP);
uBoth.SetLineWeight(lineweight);
dBoth.SetLineWeight(lineweight);

plot us1 = if fullk_arrows == fullk_arrows.Each and fs1 crosses below overbought then overbought else Double.NaN;
plot ds1 = if fullk_arrows == fullk_arrows.Each and  fs1 crosses above oversold   then oversold  else Double.NaN;
us1.SetPaintingStrategy(PaintingStrategy.ARROW_DOWN);
ds1.SetPaintingStrategy(PaintingStrategy.ARROW_UP);
us1.SetDefaultColor(Color.CYAN);
ds1.SetDefaultColor(Color.CYAN);
us1.SetLineWeight(lineweight);
ds1.SetLineWeight(lineweight);

plot us2 = if fullk_arrows == fullk_arrows.Each and  fS2 crosses below overbought then overbought else Double.NaN;
plot dS2 = if fullk_arrows == fullk_arrows.Each and  fS2 crosses above oversold   then oversold  else Double.NaN;
us2.SetPaintingStrategy(PaintingStrategy.ARROW_DOWN);
dS2.SetPaintingStrategy(PaintingStrategy.ARROW_UP);
us2.SetDefaultColor(Color.MAGENTA);
dS2.SetDefaultColor(Color.MAGENTA);
us2.SetLineWeight(lineweight);
dS2.SetLineWeight(lineweight);

input signal_arrows = yes;
def signal1buy = sfull(symbol = symbol1).SignalLineBuy;
def signal2buy = sfull(symbol = symbol2).SignalLineBuy;
plot buy = if signal_arrows and signal1buy and signal2buy then oversold else double.nan;
buy.setpaintingStrategy(paintingStrategy.ARROW_UP);
buy.setlineWeight(lineweight);

def signal1sell = sfull(symbol = symbol1).SignalLineSell;
def signal2sell = sfull(symbol = symbol2).SignalLineSell;
plot sell = if signal_arrows and signal1sell and signal2sell then overbought else double.nan;
sell.setpaintingStrategy(paintingStrategy.ARROW_down);
sell.setlineWeight(lineweight);

 

[Whistler]

I'm still not getting this code to do what I want. My biggest hurdle is not being able to figure out what the different parts of the code are doing. So I thought I'd phrase my question in a different way:

Is it possible to take the expression
"(StochasticFull(KPeriod = 17, slowing_period = 5, averageType = AverageType.EXPONENTIAL))"
and assign in to do the calculation on a specific symbol? If I can do this I should be able to plot what I want.

 

[SleepyZ]

I'm still not getting this code to do what I want. My biggest hurdle is not being able to figure out what the different parts of the code are doing. So I thought I'd phrase my question in a different way:

Is it possible to take the expression
"(StochasticFull(KPeriod = 17, slowing_period = 5, averageType = AverageType.EXPONENTIAL))"
and assign in to do the calculation on a specific symbol? If I can do this I should be able to plot what I want.

Not that I am aware.

However, I think the following works better. You can test it by choosing one symbol or the other, combined or none.

If you have any problems or this is not what you want, please let me know.

In the picture below is symbol1("/ES") , uppermost, symbol2("SPX") and then the combined. In the combined, an arrow plots only if both symbols match.

#
# TD Ameritrade IP Company, Inc. (c) 2008-2021
#

declare lower;

script sfull {
    input over_bought = 80;
    input over_sold = 20;
    input KPeriod = 17;
    input DPeriod = 5;
    input symbol  = "/ES";
    def priceH = high(symbol);
    def priceL = low(symbol);
    def priceC = close(symbol);
    input slowing_period = 3;
    input averageType = AverageType.EXPONENTIAL;
    input showBreakoutSignals = {"No", default "On FullK", "On FullD", "On FullK & FullD"};

    def lowest_k = Lowest(priceL, KPeriod);
    def c1 = priceC - lowest_k;
    def c2 = Highest(priceH, KPeriod) - lowest_k;
    def FastK = if c2 != 0 then c1 / c2 * 100 else 0;

    plot FullK = MovingAverage(averageType, FastK, slowing_period);
    plot FullD = MovingAverage(averageType, FullK, DPeriod);

    def step1 = Max(-100, Min(100, FullK) - 50) / 50.01;
    rec step2 = CompoundValue(1, if IsNaN(0.5 * (Log((1 + step1) / (1 - step1)) + step2[1])) then step2[1] else 0.5 * (Log((1 + step1) / (1 - step1)) + step2[1]), 0);

}

input symbol1 = "/ES";
input symbol2 = "SPX";
input lineweight = 2;
plot fs1  = Round(sfull(symbol = symbol1));
plot fS2  = Round(sfull(symbol = symbol2));

plot overbought = 80;
plot oversold   = 20;


input step = {default combined, symbol1, symbol2, None};
#symbol1--------------------------------------------
def step1 = Max(-100, Min(100, fs1) - 50) / 50.01;
def step2 = CompoundValue(1, if IsNaN(0.5 * (Log((1 + step1) / (1 - step1)) + step2[1])) then step2[1] else 0.5 * (Log((1 + step1) / (1 - step1)) + step2[1]), 0);

def SignalLine      = if IsNaN(close) then Double.NaN else step2;
plot SignalLineBuy  = if SignalLine < -1.2 and Sign (step2 - step2[1]) > Sign (step2[1] - step2[2]) and !IsNaN(close)
then oversold  else Double.NaN;
def SignalLineSell = if SignalLine > 1.2 and Sign (step2 - step2[1]) < Sign (step2[1] - step2[2]) and !IsNaN(close)
then overbought else Double.NaN;

#symbol2--------------------------------------------
def step1a = Max(-100, Min(100, fS2) - 50) / 50.01;
def step2a = CompoundValue(1, if IsNaN(0.5 * (Log((1 + step1a) / (1 - step1a)) + step2a[1])) then step2a[1] else 0.5 * (Log((1 + step1a) / (1 - step1a)) + step2a[1]), 0);

def SignalLinea     = if IsNaN(close) then Double.NaN else step2a;
def SignalLineBuya  = if SignalLinea < -1.2 and Sign (step2a - step2a[1]) > Sign (step2a[1] - step2a[2]) and !IsNaN(close)
then oversold else Double.NaN;
def SignalLineSella = if SignalLinea > 1.2 and Sign (step2a - step2a[1]) < Sign (step2a[1] - step2a[2]) and !IsNaN(close) then overbought else Double.NaN;

#Both when Concur----------------------------------
def combinedbuy = if step==step.combined and SignalLineBuy == SignalLineBuya then 1 else 0;
def combinedsell = if step==step.combined and SignalLineSell == SignalLineSella then 1 else 0;

#Plots----------------------------------------------
plot buy = if step == step.combined
           then combinedbuy
           else if step == step.symbol1
           then signallinebuy
           else if step == step.symbol2     
           then signallinebuya
           else if step == step.none
           then double.nan else Double.NaN;
buy.SetPaintingStrategy(PaintingStrategy.ARROW_UP);
buy.setdefaultColor(color.cyan);
buy.SetLineWeight(lineweight);
def sell  =  if step == step.combined
             then combinedsell
             else if step == step.symbol1
             then signallinesell
             else if step == step.symbol2
             then signallinesella   
             else if step == step.none 
             then double.nan else Double.NaN;
plot signalsell = if sell then overbought else Double.NaN;
signalsell.SetPaintingStrategy(PaintingStrategy.ARROW_down);
signalsell.SetdefaultColor(color.magenta);
signalsell.setlineWeight(lineweight);

 

[Whistler]

I'm starting to understand the different sections of the code a little better. It appears to me that the "script sfull {********}" section is a subscript that allows separate calculations for each symbol. But I don't understand what value is being returned by this subscript. Is it the end result of all calculations within the subscript?

With that assumption made, I attempted to simplify the code so that it would use only the calculations from my original. It is now working in that it plots the same value as the original, but only for the symbol being charted. Changing the symbol1 and symbol2 inputs has no change in the plots.

Why is that and how do I change it to use the symbol1 and symbol2 inputs?

Thanks for all your help.

#
# TD Ameritrade IP Company, Inc. (c) 2008-2021
#

declare lower;

script sfull {
    input symbol  = "/ES";

    def step1 = Max(-100, Min(100, (StochasticFull(KPeriod = 17, slowing_period = 5, averageType = AverageType.EXPONENTIAL))) - 50) / 50.01;
    rec step2 = CompoundValue(1, if IsNaN(0.5 * (Log((1 + step1) / (1 - step1)) + step2[1])) then step2[1] else 0.5 * (Log((1 + step1) / (1 - step1)) + step2[1]), 0);

plot SignalLine = if IsNaN(close) then Double.NaN else step2;

}

input symbol1 = "AAPL";
input symbol2 = "IBM";
def fs1  = sfull(symbol = symbol1);
def fS2  = sfull(symbol = symbol2);
def fs1ext = if IsNaN(fs1) then fs1ext[1] else fs1;
def fs2ext = if IsNaN(fS2) then fs2ext[1] else fS2;

plot fs1ext_ = fs1ext;
fs1ext_.SetDefaultColor(Color.CYAN);
plot fs2ext_ = fs2ext;
fs2ext_.SetDefaultColor(Color.MAGENTA);

 

[SleepyZ]

I'm starting to understand the different sections of the code a little better. It appears to me that the "script sfull {********}" section is a subscript that allows separate calculations for each symbol. But I don't understand what value is being returned by this subscript. Is it the end result of all calculations within the subscript?

With that assumption made, I attempted to simplify the code so that it would use only the calculations from my original. It is now working in that it plots the same value as the original, but only for the symbol being charted. Changing the symbol1 and symbol2 inputs has no change in the plots.

Why is that and how do I change it to use the symbol1 and symbol2 inputs?

Thanks for all your help.

#
# TD Ameritrade IP Company, Inc. (c) 2008-2021
#

declare lower;

script sfull {
    input symbol  = "/ES";

    def step1 = Max(-100, Min(100, (StochasticFull(KPeriod = 17, slowing_period = 5, averageType = AverageType.EXPONENTIAL))) - 50) / 50.01;
    rec step2 = CompoundValue(1, if IsNaN(0.5 * (Log((1 + step1) / (1 - step1)) + step2[1])) then step2[1] else 0.5 * (Log((1 + step1) / (1 - step1)) + step2[1]), 0);

plot SignalLine = if IsNaN(close) then Double.NaN else step2;

}

input symbol1 = "AAPL";
input symbol2 = "IBM";
def fs1  = sfull(symbol = symbol1);
def fS2  = sfull(symbol = symbol2);
def fs1ext = if IsNaN(fs1) then fs1ext[1] else fs1;
def fs2ext = if IsNaN(fS2) then fs2ext[1] else fS2;

plot fs1ext_ = fs1ext;
fs1ext_.SetDefaultColor(Color.CYAN);
plot fs2ext_ = fs2ext;
fs2ext_.SetDefaultColor(Color.MAGENTA);

Your code above is not able to use selectable symbols. Your code uses within it, high, low and close prices. The standard TOS code you used does not allow modification of those to be selectable symbols.

The stochasticfull result in your code is the same fullk computation as that from the script.

I just did not understand that your further computation result that you wanted was to actually be step2 plots , so I incorporated it into the fullk plots on the oversold/overbought lines.

In the picture below from top to bottom is symbol1, symbol2, combined, and the last code you provided for testing purposes.

declare lower;

script sfull {
    input over_bought = 80;
    input over_sold = 20;
    input KPeriod = 17;
    input DPeriod = 5;
    input symbol  = "/ES";
    def priceH = high(symbol);
    def priceL = low(symbol);
    def priceC = close(symbol);
    input slowing_period = 5;
    input averageType = AverageType.EXPONENTIAL;
    input showBreakoutSignals = {"No", default "On FullK", "On FullD", "On FullK & FullD"};

    def lowest_k = Lowest(priceL, KPeriod);
    def c1 = priceC - lowest_k;
    def c2 = Highest(priceH, KPeriod) - lowest_k;
    def FastK = if c2 != 0 then c1 / c2 * 100 else 0;

    def FullK = MovingAverage(averageType, FastK, slowing_period);
    def FullD = MovingAverage(averageType, FullK, DPeriod);

    def step1 = Max(-100, Min(100, (FullK)) - 50) / 50.01;
    rec step2 = CompoundValue(1, if IsNaN(0.5 * (Log((1 + step1) / (1 - step1)) + step2[1])) then step2[1] else 0.5 * (Log((1 + step1) / (1 - step1)) + step2[1]), 0);

    plot SignalLine = if IsNaN(close) then Double.NaN else step2;
    plot SignalLineBuy = if SignalLine < -1.2 and Sign (step2 - step2[1]) > Sign (step2[1] - step2[2]) and !IsNaN(close) then step2[1] else Double.NaN;
    plot SignalLineSell = if SignalLine > 1.2 and Sign (step2 - step2[1]) < Sign (step2[1] - step2[2]) and !IsNaN(close) then step2[1] else Double.NaN;

}

input symbol1 = "/ES";
input symbol2 = "SPX";
def fs1       = sfull(symbol = symbol1).signalline;
def fS2       = sfull(symbol = symbol2).signalline;
def fs1b      = sfull(symbol = symbol1).SignalLineBuy;
def fS2b      = sfull(symbol = symbol2).SignalLineBuy;
def fs1s      = sfull(symbol = symbol1).SignalLineSell;
def fS2s      = sfull(symbol = symbol2).SignalLineSell;
def fs1ext    = if IsNaN(fs1) then fs1ext[1] else fs1;
def fs2ext    = if IsNaN(fS2) then fs2ext[1] else fS2;



#Plots----------------------------------------------
input step = {default combined, symbol1, symbol2, None};
input lineweight    = 2;

plot fs1ext_ = if step == step.symbol2 then Double.NaN else fs1ext;
fs1ext_.SetDefaultColor(Color.CYAN);
plot fs2ext_ = if step == step.symbol1 then Double.NaN else fs2ext;
fs2ext_.SetDefaultColor(Color.MAGENTA);

def buy  = if step == step.combined
           then fs1b and fS2b
           else if step == step.symbol1
           then fs1b
           else if step == step.symbol2    
           then fS2b
           else if step == step.None
           then Double.NaN else Double.NaN;
plot buyline = if step == step.combined then Min(fs1b, fS2b) else buy;
buyline.SetPaintingStrategy(PaintingStrategy.ARROW_UP);
buyline.SetDefaultColor(Color.CYAN);
buyline.SetLineWeight(lineweight);
buyline.HideBubble();

def sell  =  if step == step.combined
             then fs1s and fS2s
             else if step == step.symbol1
             then fs1s
             else if step == step.symbol2
             then fS2s  
             else if step == step.None
             then Double.NaN else Double.NaN;
plot sellline = if step == step.combined then Min(fs1s, fS2s) else sell;
sellline.SetPaintingStrategy(PaintingStrategy.ARROW_DOWN);
sellline.SetDefaultColor(Color.MAGENTA);
sellline.SetLineWeight(lineweight);
sellline.HideBubble();

 

[Whistler]

Yes! This is more in line with what I was looking for. Thank you very much. One glitch that I hadn't thought about is that the SPX oscillator plot is not going to be accurate during the first 17 bar KPeriod lookback of each day due to the absence of overnight data. This is a big problem, as my intent is to run this on 15 minute and hourly charts, which means that it won't plot at all on the hourly and less than half a day on the 15 minute. TradeStation would allow me to work around this by specifying custom trading sessions for the ES to match the regular trading session of the SPX. Does TOS allow something similar either through a setting or through thinkScript?

Thanks for all your help.

 

[SleepyZ]

Yes! This is more in line with what I was looking for. Thank you very much. One glitch that I hadn't thought about is that the SPX oscillator plot is not going to be accurate during the first 17 bar KPeriod lookback of each day due to the absence of overnight data. This is a big problem, as my intent is to run this on 15 minute and hourly charts, which means that it won't plot at all on the hourly and less than half a day on the 15 minute. TradeStation would allow me to work around this by specifying custom trading sessions for the ES to match the regular trading session of the SPX. Does TOS allow something similar either through a setting or through thinkScript?

Thanks for all your help.

 

[SleepyZ]

One way is to go to chart settings and uncheck extended hours trading session as shown in picture. Of course this applies to the whole chart and may affect the candle indicators you use..

Otherwise, provide more detail, including a chart depiction picture, about how Trading Session handled custom trading sessions, with settings or script?