Session High And Low

Abhi
28 Sep 2014, 15:36

Session High And Low

Hi Spotware team, I managed to do some coding but ran into some issues. My chart time settings are UTC+1 (UK time).

I could plot high and low for New York time session between 1 pm and 10 pm but for some reason I cannot plot high and low for time session between 1 pm and 1:15 pm.

Please can anybody help.

// Start of the code here

using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.CentralEuropeanStandardTime, AccessRights = AccessRights.None)]
    public class AbhiCharts : Indicator
    {

        protected DateTime today, tomorrow;
        protected int ORMinute;

        protected TimeSpan NewYorkStartTime, NewYorkEndTime;
        protected TimeSpan NewYorkORStartTime, NewYorkOREndTime;


        protected double High_NewYorkStartTime, Low_NewYorkEndTime;
        protected double High_NewYorkORStartTime, Low_NewYorkOREndTime;


        protected DateTime plot_NewYorkStartTime, plot_NewYorkEndTime;


        protected int NewYorkStartHour, NewYorkEndHour;
        protected int NewYorkORStartHour, NewYorkOREndHour;

        protected override void Initialize()
        {
            ORMinute = 15;
            NewYorkStartHour = 14;
            NewYorkEndHour = 23;


            NewYorkStartTime = new TimeSpan(NewYorkStartHour, 0, 0);
            NewYorkEndTime = new TimeSpan(NewYorkEndHour, 0, 0);
            NewYorkORStartTime = new TimeSpan(NewYorkStartHour, 0, 0);
            NewYorkOREndTime = new TimeSpan(NewYorkStartHour, ORMinute, 0);




        }

        public override void Calculate(int index)
        {

            today = MarketSeries.OpenTime[index].Date;
            tomorrow = today.AddDays(1);


            plot_NewYorkStartTime = today.Date.AddHours(NewYorkStartHour);
            plot_NewYorkEndTime = today.Date.AddHours(NewYorkEndHour);


            High_NewYorkStartTime = MarketSeries.High.LastValue;
            Low_NewYorkEndTime = MarketSeries.Low.LastValue;
            High_NewYorkORStartTime = MarketSeries.High.LastValue;
            Low_NewYorkOREndTime = MarketSeries.Low.LastValue;

            for (int i = MarketSeries.Close.Count - 1; i > 0; i--)
            {
                if (MarketSeries.OpenTime[i].Date < today)
                    break;

                if ((MarketSeries.OpenTime[i].TimeOfDay >= NewYorkStartTime) && (MarketSeries.OpenTime[i].TimeOfDay <= NewYorkEndTime))
                {
                    High_NewYorkStartTime = Math.Max(High_NewYorkStartTime, MarketSeries.High[i]);
                    Low_NewYorkEndTime = Math.Min(Low_NewYorkEndTime, MarketSeries.Low[i]);
                }


                if ((MarketSeries.OpenTime[i].TimeOfDay >= NewYorkORStartTime) && (MarketSeries.OpenTime[i].TimeOfDay <= NewYorkOREndTime))
                {
                    High_NewYorkORStartTime = Math.Max(High_NewYorkORStartTime, MarketSeries.High[i]);
                    Low_NewYorkOREndTime = Math.Min(Low_NewYorkOREndTime, MarketSeries.Low[i]);

                }
            }


            ChartObjects.DrawLine("High " + today, plot_NewYorkStartTime, High_NewYorkStartTime, plot_NewYorkEndTime, High_NewYorkStartTime, Colors.Red);
            ChartObjects.DrawLine("Low " + today, plot_NewYorkStartTime, Low_NewYorkEndTime, plot_NewYorkEndTime, Low_NewYorkEndTime, Colors.Green);
            ChartObjects.DrawText("TextHigh " + today, string.Format("{0}", High_NewYorkStartTime), index, High_NewYorkStartTime, VerticalAlignment.Top, HorizontalAlignment.Right, Colors.Red);
            ChartObjects.DrawText("TextLow " + today, string.Format("{0}", Low_NewYorkEndTime), index, Low_NewYorkEndTime, VerticalAlignment.Top, HorizontalAlignment.Right, Colors.Green);

            ChartObjects.DrawLine("HighOR " + today, plot_NewYorkStartTime, High_NewYorkORStartTime, plot_NewYorkEndTime, High_NewYorkORStartTime, Colors.Yellow);
            ChartObjects.DrawLine("LowOR " + today, plot_NewYorkStartTime, Low_NewYorkOREndTime, plot_NewYorkEndTime, Low_NewYorkOREndTime, Colors.Yellow);
            ChartObjects.DrawText("TextHighOR " + today, string.Format("High: {0}", High_NewYorkORStartTime), index, High_NewYorkORStartTime, VerticalAlignment.Top, HorizontalAlignment.Right, Colors.Yellow);
            ChartObjects.DrawText("TextLowOR " + today, string.Format("Low: {0}", Low_NewYorkOREndTime), index, Low_NewYorkOREndTime, VerticalAlignment.Top, HorizontalAlignment.Right, Colors.Yellow);



            //string text = string.Format("MarketSeries.OpenTime[i].TimeOfDay : {0}", MarketSeries.OpenTime[i].TimeOfDay);

            //ChartObjects.DrawText("Diff", text, StaticPosition.TopLeft, Colors.Lime);




        }
    }
}

Abhi
28 Sep 2014, 16:10 ( Updated at: 21 Dec 2023, 09:20 )

Attached Chart

Spotware
29 Sep 2014, 12:23

We recommend you to post a job in Jobs section or contact one of cAlgo consultants.

Abhi
01 Oct 2014, 12:13

RE:

Spotware said:

We recommend you to post a job in Jobs section or contact one of cAlgo consultants.

 

no worries, I guess that was a very polite hint. :-)

never mind, I sorted it out.