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I’d setup a 15min watchlist and use a variation of the script i referenced earlier to find the price when the out of market hours ends to compare with the main sessions close.
To do this you’d use the PriceatSignal() function, but for that to work you need to set a Boolean trigger to mark when the out of session zone starts and ends. That will give us the price points which we can then use to calculate the % difference between.
The final script would look like this:
//Find the full bar date with intraday decimals
V1 = BARDATE() ;
//Find the daily bar date, without decimals
V2 = ROUND(V1, DECIMALTYPE=0) ;
//Reduce bar date to intraday range only
V3 = V1 - V2;
//Identify Out of Session Range
V4 = (V3 < 0.395555) and (V3 > -0.333);
//Find Closing Prices at End of Session and End of Of Out of Session
V5 = V4 CrossesAbove 0.5;
V7 = V4 CrossesBelow 0.5;
V6 = V5[-1];
V8 = V7[-1];
RES1 = PRICEATSIGNAL(V6);
RES2 = PRICEATSIGNAL(V8) ;
//Calculate % Gain or Loss
FNL = 100 * (RES2 - RES1)/RES1;
NONZERO(IF(V7 == 1, FNL,0))
The final result would look like this:
You can see how the Show View displays the % change each day, comparing the close of the main session with the close of the out of session activity. The values line up with a manual measurement of the same ranges.
I’ve attached an example workbook (which uses live USA Equities data) for you to review. It may not be exactly what you are after but should give you a foundation to build on.
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