Using RTH Bars For Calculation On EXT Charts

[Gon Fishin]

I mostly operate on a 2 hour chart with Out of Hours enabled as (for me) that gives a better picture.
But clearly this messes with Volume Averages to invalidate the 20 range, 1and quite likely other indicators also (ATR?) .
Does anyone know of a technique to view a chart Out of Hours chart but obtain and use the Vol Ave for open hours only?

 

[Joshua]

This will show a simple moving average that only uses regular hours prices. Others, like ATR, can use a similar technique, but each must be created on a case by case basis.

 input length = 20;
   def time = GetTime();
   def Date = GetYYYYMMDD();
   def Start = RegularTradingStart(date);
   def End = RegularTradingEnd(date);
   def isOpen = between(time,start,end);
   def oc = oc[1] + isopen;

   def search =
       fold index = 0 to max(0,BarNumber())
       with data = 0 while data >= 0 do
       if data + getvalue(isOpen,index) == length
       then -(index + 1) else data + getvalue(isOpen,index);
 
   def gather =
       fold i2 = 0 to absvalue(search)
       with d2 do
       if getvalue(isOpen,i2) then
       d2 + getvalue(close,i2) else d2;

  plot Avg =
       if oc >= length then Gather / Length
       else Double.NaN;
       Avg.setDefaultColor(color.green);
       addVerticalLine(oc == length);