Splitting volume profile into RTH and ETH

H

hnmw

New member
Do any of you have an indicator that separates volume profile (or monkey bars) into RTH and ETH?

I am trading ES and I like to know if overnight inventory is long or short.

Thanks
 
MattATM

MattATM

Active member
VIP
probably just change the conditions below so that one case starts and stops during regular market hours and the other case runs the extended hours. Leave them both on to see differences???
I will try this if you still want it.
Code:
def period;
def yyyymmdd = GetYYYYMMDD();
def seconds = SecondsFromTime(0);
def month = GetYear() * 12 + GetMonth();
def year = GetYear();
def day_number = DaysFromDate(First(yyyymmdd)) + GetDayOfWeek(First(yyyymmdd));
def dom = GetDayOfMonth(yyyymmdd);
def dow = GetDayOfWeek(yyyymmdd - dom + 1);
def expthismonth = (if dow > 5 then 27 else 20) - dow;
def exp_opt = month + (dom > expthismonth);
switch (timePerProfile) {
case Chart:
    period = 0;
case Hour:
    period = Floor(seconds / 3600 + day_number * 24);
case Day:
    period = CountTradingDays(Min(First(yyyymmdd), yyyymmdd), yyyymmdd) - 1;
case Week:
    period = Floor(day_number / 7);
case Month:
    period = Floor(month - First(month));
case Year:
    period = Floor(year - First(year));
case "Opt Exp":
    period = exp_opt - First(exp_opt);
}
 
C

Cetaphili

New member
hnmw, did it work? I'd like to do the same thing.
 
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