{ 
This indicator is designed to plot the period high and low for a time period set by
the "StartTime" and "EndTime" inputs.  The OHLCV calculations are reset when the new
time period starts as evaluated by the "ResetCalcs" calculations.  

This indicator is intended for application only to intraday bars (tick or time-
based).  

Commentary on the use of vectors for OHLCV, along with calculation explanations,
can be found in the "OHLCVCollection" function.
}

{ code will use classes from these namespaces }
using elsystem ;
using elsystem.collections ;

inputs:
	int NumSubSessionsAgo( 1 ), { number of sub-sessions ago;  use zero to refer to
	 the current sub-session }
	int StartTime( 0930 ), { start time for OHLCV calculations }
	int EndTime( 1600 ) ; { end time for OHLCV calculations }
	
variables:
	Vector OHLCV_Vector( NULL ), { this is the vector that will be passed by
	 reference to the function OHLCVCollection;  it will hold all the OHLCV values }
	Vector HighVector( NULL ), { High Prices }
	Vector LowVector( NULL ), { Low Prices }
	bool ResetCalcs( false ),
	bool IncludeThisBar( false ),
	int RtnValOrErrorCode( 0 ), { variable to hold the value returned by call to
	 OHLCVCollection function }
	intrabarpersist bool ValuesAvailable( false ), { used to ensure that there is
	 enough data in the vector before requesting a value }
	double SubSessionHigh( -1 ), { holds High of NumSessionsAgo }
	double SubSessionLow( -1 ) ; { holds Low of NumSubSessionAgo }
		
{ check bar type;  instantiate the vectors }	
method void Init( Object InitSender, InitializedEventArgs InitArgs ) 
	begin
	
	if BarType >= 2 then 
		RaiseRuntimeError( "Price Channel (Time-based) can be applied to " +
		 "intraday bars only." ) ;
	
	OHLCV_Vector = new Vector ;
	HighVector = new Vector ;	
	LowVector = new Vector ;
	
	end ;

{ condition upon which OHLCV values will be reset for next period }
ResetCalcs = ( Time > StartTime and Time[1] <= StartTime )
	or ( Time > StartTime and Time[1] > Time )
    or ( Time[1] > Time and StartTime > Time[1] ) ;

{
IncludeThisBar is passed in to OHLCVCollection to designate whether this bar is to 
be used in the OHLCV calcultions.  This variable is true if the bar falls within the
time frame established by the StartTime and EndTime inputs and false if the bar is
outside the time frame.
}
IncludeThisBar = IFFLogic( StartTime > EndTime, Time > StartTime or Time <= EndTime,
 Time > StartTime and Time <= EndTime ) ;

RtnValOrErrorCode = OHLCVCollection( ResetCalcs, IncludeThisBar, OHLCV_Vector ) ;

{ set-up HighVector and LowVector }
once 
	begin
	HighVector = OHLCV_Vector[1] astype Vector ; { [1] = High Price }
	LowVector = OHLCV_Vector[2] astype Vector ;  { [2] = Low Price }
	end ;
	
{ only allow retrieval of data once there is enough data loaded into the vector }
once ( RtnValOrErrorCode > NumSubSessionsAgo ) 
	ValuesAvailable = true ;

if ValuesAvailable then
	begin
	SubSessionHigh = HighVector.At( NumSubSessionsAgo ) astype double ;
	SubSessionLow = LowVector.At( NumSubSessionsAgo ) astype double ;
	Plot1( SubSessionHigh, "SubSessHigh" ) ;
	Plot2( SubSessionLow, "SubSessLow" ) ;
	end
else if LastBarOnChart then
	RaiseRuntimeError( "High and low not available for requested session.  " +
	 "Try loading more historical data or increasing 'load additional bars'" +
	 " setting." ) ;


{ ** Copyright (c) 2001 - 2010 TradeStation Technologies, Inc. All rights reserved. ** 
  ** TradeStation reserves the right to modify or overwrite this analysis technique 
     with each release. ** }

{  
This indicator is designed to plot the period high and low for a time period set by 
the "StartTime" and "EndTime" inputs.  The OHLCV calculations are reset when the new 
time period starts as evaluated by the "ResetCalcs" calculations.   
 
This indicator is intended for application only to intraday bars (tick or time- 
based).   
 
Commentary on the use of vectors for OHLCV, along with calculation explanations, 
can be found in the "OHLCVCollection" function. 
 
*** This indicator was customized to allow the start and ending times of when 
    the trend lines are draw can be controlled with inputs and the trend line 
    values are labeled. 
} 
 
{ code will use classes from these namespaces } 
using elsystem ; 
using elsystem.collections ; 
 
inputs: 
	int NumSubSessionsAgo( 0 ), { number of sub-sessions ago;  use zero to refer to 
	 the current sub-session } 
	int StartTime( 1200 ), { start time for OHLCV calculations } 
	int EndTime( 1300 ), { end time for OHLCV calculations } 
	 
	int DrawStartTime( 1200 ),  //  *** user input to control when trend lines start 
	int DrawEndTime( 1600 ) ;   //  *** user input to control when trend lines end 
	 
variables: 
	Vector OHLCV_Vector( NULL ), { this is the vector that will be passed by 
	 reference to the function OHLCVCollection;  it will hold all the OHLCV values } 
	Vector HighVector( NULL ), { High Prices } 
	Vector LowVector( NULL ), { Low Prices } 
	bool ResetCalcs( false ), 
	bool IncludeThisBar( false ), 
	int RtnValOrErrorCode( 0 ), { variable to hold the value returned by call to 
	 OHLCVCollection function } 
	intrabarpersist bool ValuesAvailable( false ), { used to ensure that there is 
	 enough data in the vector before requesting a value } 
	double SubSessionHigh( -1 ), { holds High of NumSessionsAgo } 
	double SubSessionLow( -1 ), { holds Low of NumSubSessionAgo } 
	 
	Int HighTLID( 0 ),  //  *** add these variables 
	Int LowTLID( 0 ),   //  *** add these variables 
	 
	Int TextID( 0 ) ;    //  *** add these variables 
 
//  *** Change from Init to InitializeComponent so this code runs 
//  first thing before the OHLCVCollections function does, else we 
//  we will get an object not found error 
method override void InitializeComponent() begin 
		 
	if BarType >= 2 then  
		RaiseRuntimeError( "Price Channel (Time-based) can be applied to " + 
		 "intraday bars only." ) ; 
	 
	OHLCV_Vector = new Vector ; 
	HighVector = new Vector ;	 
	LowVector = new Vector ; 
	 
end ; 
 
{ condition upon which OHLCV values will be reset for next period } 
ResetCalcs = ( Time > StartTime and Time[1] <= StartTime ) 
	or ( Time > StartTime and Time[1] > Time ) 
    or ( Time[1] > Time and StartTime > Time[1] ) ; 
 
{ 
IncludeThisBar is passed in to OHLCVCollection to designate whether this bar is to  
be used in the OHLCV calcultions.  This variable is true if the bar falls within the 
time frame established by the StartTime and EndTime inputs and false if the bar is 
outside the time frame. 
} 
IncludeThisBar = IFFLogic( StartTime > EndTime, Time > StartTime or Time <= EndTime, 
 Time > StartTime and Time <= EndTime ) ; 
 
RtnValOrErrorCode = OHLCVCollection( ResetCalcs, IncludeThisBar, OHLCV_Vector ) ; 
 
{ set-up HighVector and LowVector } 
once  
	begin 
	HighVector = OHLCV_Vector[1] astype Vector ; { [1] = High Price } 
	LowVector = OHLCV_Vector[2] astype Vector ;  { [2] = Low Price } 
	end ; 
	 
{ only allow retrieval of data once there is enough data loaded into the vector } 
once ( RtnValOrErrorCode > NumSubSessionsAgo )  
	ValuesAvailable = true ; 
 
if ValuesAvailable then begin 
	 
	SubSessionHigh = HighVector.At( NumSubSessionsAgo ) astype double ; 
	SubSessionLow = LowVector.At( NumSubSessionsAgo ) astype double ; 
	 
	//  *** If the prior bar time is less than the draw start time but the 
	//  current bar time is greater than the draw start time then we are on the 
	//  first bar of the draw time window, so create the high and low trend lines 
	//  as initial points with the start and end values 
	if Time[1] < DrawStartTime and Time >= DrawStartTime then begin 
	 
		HighTLID = TL_New( Date, Time, SubSessionHigh, Date, Time, SubSessionHigh ) ; 
		LowTLID  = TL_New( Date, Time, SubSessionLow, Date, Time, SubSessionLow ) ;	 
		 
		//  Set the high trend line to light blue and the low trend line to purple 
		Value1 = TL_SetColor( HighTLID, Cyan ) ; 
		Value1 = TL_SetColor( LowTLID, Magenta ) ; 
		 
		//  Create a text label of the subsession high value above the subsession high trend line 
		TextID = Text_New( Date, Time, SubSessionHigh, NumToStr( SubSessionHigh, 2 ) ) ; 
		Value1 = Text_SetStyle( TextID, 0, 1 ) ;  //  Place label to the right and above trend line 
		 
		//  Create a text label of the subsession low value below the subsession low trend line		 
		TextID = Text_New( Date, Time, SubSessionLow, NumToStr( SubSessionLow, 2 ) ) ; 
		Value1 = Text_SetStyle( TextID, 0, 0 ) ;   //  Place label to the right and below trend line	  
			 
	end 
	 
	//  *** Else if we have a high trend line ID defined and the time is between 
	//      the draw start and end times, stretch out the end of the high and low 
	//      trend lines to the current date/time 
	else if HighTLID > 0 and Time >= DrawStartTime and Time <= DrawEndTime then begin 
		Value1 = TL_SetEnd( HighTLID, Date, Time, SubSessionHigh ) ; 
		Value1 = TL_SetEnd( LowTLID,  Date, Time, SubSessionLow ) ;	 
	end ; 
	 
end 
else if LastBarOnChart then 
	RaiseRuntimeError( "High and low not available for requested session.  " + 
	 "Try loading more historical data or increasing 'load additional bars'" + 
	 " setting." ) ;