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houston
Posts: 9 since Feb 2018
Thanks Given: 2
Thanks Received: 1
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Guys....I can't seem to get this to work.
I use intraday charts....if I use the following for futures, I can only access the price back to 1 am....I need to access the price at the close of the previous session...any ideas how to reference the previous days close when you have intraday charts open ?
declare lower;
input CashOpen = 0100;
input Settlement = 1615;
input future1 = "/YM";
input future2 = "/NQ";
def f1open =close(future1,period="Day")[1];
def f1close =close(future1);
def f2open = close(future2,period="Day")[1];
def f2close =close(future2);
def Today = GetDay() == GetLastDay();
def TodaysOpenf1 = if SecondsFromTime(CashOpen) == 0 and
SecondsTillTime(Settlement) >= 24300 and Today
then f1open else TodaysOpenf1[1];
def TodaysOpenf2 = if SecondsFromTime(CashOpen) == 0 and
SecondsTillTime(Settlement) >= 24300 and Today
then f2open else TodaysOpenf2[1];
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