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Has anyone seen a trading halt levels indicator for Sierra Chart? Doesnt sound really complicated but just thought I would see if one is out there before building one.
Just want it to show the 5,7,13,20% levels from the open every day.
It will not be that easy as you think, because the limit-up/limit-down prices for equity-futures, are based on a specific reference-price and has nothing to do with close or settlement-price
The formulas in my example chartbook can return the accurate reference price, but the % offsets are close but not exact because of the unknown rounding algo.
"In the case of E-mini S&P 500 (ES), Micro E-mini S&P 500 (MES), and S&P 500 (SP) futures, the reference price is based on the previous trading day’s volume-weighted Average Price (“VWAP”) of the lead month E-mini S&P 500 futures contract determined between 2:59:30 p.m.—3:00 p.m. Central Time (CT)."
