Splitting volume profile into RTH and ETH

[hnmw]

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

 

[MatthewA]

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.

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);
}

 

[CatchTheRunners]

I am also looking for Average volume. I want to have ext hours data on but do only want to consider during hours volume. This is my current script. I hope you can help me.

plot avgvol = Average(volume,2000);

 

[NOPLAN123]

looking for:

• "todays volume" that works from the start of today to the end.
• time would be from market open 830 cst - 3:00 cst
• /es futures

 

[MerryDay]

@NOPLAN123 @CatchTheRunners
https://usethinkscript.com/threads/splitting-volume-profile-into-rth-and-eth.2369/#post-29609
will give you a starting place.

 

[cesarcf]

Add this:
case "RTH/ETH":
period = secondsTillTime(0930) == 0 or secondsTillTime(1600) == 0;

 

[cesarcf]

and this:
input timePerProfile = {default CHART, MINUTE, HOUR, DAY, WEEK, MONTH, "OPT EXP", BAR,"RTH/ETH"};