FAANG Percent Change Each Session

July 14th, 2023, 08:54 PM

Hello, I've got the basics but I do need some help. I'm looking to have a percent change of the FAANG stocks per session on the left axis but I'm having 2 major issues. The code I have and a pic is below. I use the FAANG 'index' as an indicator to trade /ES on the right axis.

1) My percent change doesn't begin at 0% each session. Shouldn't it? How can I get it to begin
at 0% each session? It also doesn't begin at 0% for the first session on the chart or if I use
just today.

2) My indicator has unexplained breaks in it. Oddly enough usually around 10am PST. Obviously
my knowledge of using IsNan is limited. I don't understand it though. If I look at any of these
stocks individually, there won't be a gap. When I plot them together however, gaps are a
given. The pic below shows 10am gaps everyday this week.

I thank you in advance for any advice or guidance, JM

input AnchorDate = 20230523;
input AnchorTime = 0631;

input F = "Meta";
input A = "Amzn";
input A2 = "Aapl";
input N = "Nflx";
input G = "Goog";

def PostAnchorDate = if GetYYYYMMDD() >= AnchorDate then 1 else 0;
def PostAnchorTime = if SecondsFromTime(AnchorTime) >= 0 then 1 else 0;

def Fin = if PostAnchorDate and PostAnchorTime then (hl2(F) + hl2(A) + hl2(A2) + hl2(N) + hl2(G)) else 0;
plot FinPctChg = ((Fin - Fin[631]) / Fin[631]) * 100;
plot Zero = 0;

July 22nd, 2023, 08:56 PM

Interesting concept/thought. please see if below code will help you

few notes
- referencing Fin[631] gives you value of it 631 bars before current bar, not the one at 631
- thinkscript expects you to use market time/eastern time , so I changed time to 0930
- the gaps showing are when one of the prices is not present

## this script helps get the open price as defined by openTime and symbol
script openPriceScript {
input openTime = 0930;
input symbol = "META";
def openPrice = if SecondsFromTime(openTime) == 0 and SecondsTillTime(openTime) == 0
then HL2(symbol=symbol) else openPrice[1];
plot op = openPrice ;
}

input AnchorTime = 0930;

input F = "Meta";
input A = "Amzn";
input A2 = "Aapl";
input N = "Nflx";
input G = "Goog";

## get openingPrices at day open
def openPrice_F = openPriceScript(openTime = AnchorTime, symbol = F)."op";
def openPrice_A = openPriceScript(openTime = AnchorTime, symbol = A)."op";
def openPrice_A2 = openPriceScript(openTime = AnchorTime, symbol = A2)."op";
def openPrice_N = openPriceScript(openTime = AnchorTime, symbol = N)."op";
def openPrice_G = openPriceScript(openTime = AnchorTime, symbol = G)."op";

def openPriceSum = openPrice_F + openPrice_A + openPrice_A2 + openPrice_N + openPrice_G;

def currentPrice_F = HL2(symbol=F);
def currentPrice_A = HL2(symbol=A);
def currentPrice_A2 = Hl2(symbol=A2);
def currentPrice_N = HL2(symbol=N);
def currentPrice_G = HL2(symbol=G);

def currentPriceSum = currentPrice_F + currentPrice_A + currentPrice_A2 + currentPrice_N + currentPrice_G;

plot percentChangeForSession = ((currentPriceSum - openPriceSum) / openPriceSum)*100.0;

July 24th, 2023, 02:44 PM

Thank you, I'll take a close look.
I appreciate you taking the time.

FAANG Percent Change Each Session

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FAANG Percent Change Each Session