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RTL: Price higher or lower between two time points?
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RTL: Price higher or lower between two time points?

  #1 (permalink)
Trading Apprentice
London UK
 
Futures Experience: Intermediate
Platform: CQG, TT,
Favorite Futures: oil
 
Posts: 5 since Oct 2012
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RTL: Price higher or lower between two time points?

Hi all,

I am trying to code some RTL to plot a histogram of the difference in price at, say 1600 hrs and 1630 hrs.

i.e. was the price higher or lower when the clock struck 1630hrs than at 1600 hrs and what was the difference in price?

I would like to see quickly via an indicator if there are any patterns forming over the previous days.

I have made a basic start using signal statistics indicators.

SSTAT_Begin > SSTAT_End

whereby each SSTAT references a seperate signal that holds the respective time values, and the result "price at last signal", in the hope that it would plot 1 if true and 0 if false, but it doesn't seem to be yeilding any valid results. I would like to get the actual price difference eventually.

Can anyone help with what I am doing wrong?

Thanks
Papa.

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