I have done some searching but cant seem to find anything. I am looking for a simple moving average that can reset (recalculate) the simple moving average at the beginning of each new day ( 9:30am) and stay calculating from that first period of the day to the end of the day. Most of the moving averages seem to have a fixed looking back period of x amount of bars. Is there anything that can start at the beginning of the RTH day session and continue calculating till the end and then resets the next day?