Indicators - reset on every session - how to? [SOLVED]

Al3cs · Postby **Al3cs** » 12 May 2020

Hi all,
when I use custom session template with ETH and RTH sessions I have Floor Trade Pivots which ignores session start/end and reset on new day only.
How can I fix it?
Thanks

2020-05-12 17_30_54-Window.png: (48.95 KiB) Not downloaded yet

Al3cs · Postby **Al3cs** » 14 May 2020

Well, still struggling with this problem.
I found two threads all about this problem:
viewtopic.php?f=19&t=10767&hilit=sessionobject#p52928
viewtopic.php?f=19&t=46121&p=102389&hil ... ct#p102231

So what I understood is I have to change the piece of code "Bars.Time[0].Date != Bars.Time[1].Date"

Code: Select all

 protected override void CalcBar()
        {
            EResolution resolution = Bars.Info.Resolution.Type;
            if (resolution == EResolution.Quarter ||
                EResolution.Week <= resolution && resolution <= EResolution.Year) return;

            if (Bars.Time[0].Date != Bars.Time[1].Date)
            {
                m_counter.Value = (m_counter.Value + 1);
                ---------
                ---------
                -----

and I have to set condition similar to (pseudocode): "Bars.Session[1] != Bars.Session[0]" but I still can'f figure out how.
This problem is 7 years old and still every indicator (ie high/low of day) doesn't have twin indicator for sessions (i.e. high/low of session)
Is this really so rare for traders to trade OverNight sessions too?

Do I have to edit one by one every single indicator to let it work for session breaks too?

Another example for VWAP (still an old problem):
- if I set vwap_reset I can manually set session's start/end time but it reset on midnight....WHY break in two the overnight session??
Really really annoying

Al3cs · Postby **Al3cs** » 14 May 2020

Well, I think I found the solution in this post from AMP Futures forum:
https://forum.ampfutures.com/forum/futu ... 2#post4352

using same way used in OHLCPeriodsAgo function (even if I fully don't understand what I did and why this is the correct way to do it...)

I still have to verify if it gives back correct values. After this check I will upload the new indicator in "User Contributed Studies" thread

Code: Select all

using System;
using System.Drawing;
using PowerLanguage.Function;

namespace PowerLanguage.Indicator
{
    [SameAsSymbol(true)]
    public class Session_F_T_Pivots : IndicatorObject
    {
        private VariableObject<Double> m_s1;

        private VariableObject<Double> m_s2;

        private VariableObject<Double> m_s3;

        private VariableObject<Double> m_r1;

        private VariableObject<Double> m_r2;

        private VariableObject<Double> m_r3;

        private VariableObject<Double> m_pp;

        private VariableObject<Double> m_todayshigh;

        private VariableObject<Double> m_todayslow;

        private VariableObject<Int32> m_counter;

        private IPlotObject Plot1;

        private IPlotObject Plot2;

        private IPlotObject Plot3;

        private IPlotObject Plot4;

        private IPlotObject Plot5;

        private IPlotObject Plot6;

        private IPlotObject Plot7;
		//
		private VariableSeries<bool> m_lastBarInSession;
		//
		public Session_F_T_Pivots(object ctx) :
            base(ctx){
            plot_5or7 = 5;
        }

        [Input]
        public int plot_5or7 { get; set; }

        protected override void Create(){
            m_s1 = new VariableObject<Double>(this);
            m_s2 = new VariableObject<Double>(this);
            m_s3 = new VariableObject<Double>(this);
            m_r1 = new VariableObject<Double>(this);
            m_r2 = new VariableObject<Double>(this);
            m_r3 = new VariableObject<Double>(this);
            m_pp = new VariableObject<Double>(this);
            m_todayshigh = new VariableObject<Double>(this);
            m_todayslow = new VariableObject<Double>(this);
            m_counter = new VariableObject<Int32>(this);
            Plot1 =
                AddPlot(new PlotAttributes("R3", EPlotShapes.LeftTick,
                                           Color.Magenta, Color.Empty, 2,
                                           0,
                                           true));
            Plot2 =
                AddPlot(new PlotAttributes("R2", EPlotShapes.LeftTick, Color.Blue,
                                           Color.Empty, 2, 0, true));
            Plot3 =
                AddPlot(new PlotAttributes("R1", EPlotShapes.LeftTick,
                                           Color.Yellow, Color.Empty, 2,
                                           0,
                                           true));
            Plot4 =
                AddPlot(new PlotAttributes("PP", EPlotShapes.LeftTick, Color.Cyan,
                                           Color.Empty, 2, 0, true));
            Plot5 =
                AddPlot(new PlotAttributes("S1", EPlotShapes.LeftTick,
                                           Color.Yellow, Color.Empty, 2,
                                           0,
                                           true));
            Plot6 =
                AddPlot(new PlotAttributes("S2", EPlotShapes.LeftTick, Color.Blue,
                                           Color.Empty, 2, 0, true));
            Plot7 =
                AddPlot(new PlotAttributes("S3", EPlotShapes.LeftTick,
                                           Color.Magenta, Color.Empty, 2,
                                           0,
                                           true));
			//
			m_lastBarInSession = new VariableSeries<bool>(this);
			//
		
        }

        protected override void CalcBar()
        {
			m_lastBarInSession.Value = Bars.LastBarInSession;
			
			EResolution resolution = Bars.Info.Resolution.Type;
            
			
			if (resolution == EResolution.Quarter ||
                EResolution.Week <= resolution && resolution <= EResolution.Year) return;

			if (m_lastBarInSession[1])
            {
				m_counter.Value = (m_counter.Value + 1);
                var m_yesthigh = m_todayshigh.Value;
                var m_yestlow = m_todayslow.Value;
                var m_yestclose = Bars.Close[1];
                m_todayshigh.Value = Bars.High[0];
                m_todayslow.Value = Bars.Low[0];
                m_pp.Value = (((m_yesthigh + m_yestlow)
                               + m_yestclose)
                              /((3)));
                m_r1.Value = ((m_pp.Value*2)
                              - m_yestlow);
                m_r2.Value = ((m_pp.Value + m_yesthigh)
                              - m_yestlow);
                m_r3.Value = ((m_r2.Value + m_yesthigh)
                              - m_yestlow);
                m_s1.Value = ((m_pp.Value*2)
                              - m_yesthigh);
                m_s2.Value = ((m_pp.Value - m_yesthigh)
                              + m_yestlow);
                m_s3.Value = ((m_s2.Value - m_yesthigh)
                              + m_yestlow);
            }
            else{
                if (PublicFunctions.DoubleGreater(Bars.High[0], m_todayshigh.Value)){
                    m_todayshigh.Value = Bars.High[0];
                }
                if (PublicFunctions.DoubleLess(Bars.Low[0], m_todayslow.Value)){
                    m_todayslow.Value = Bars.Low[0];
                }
            }
            if (m_counter.Value >= 2)
            {
                if ((plot_5or7 == 7))
                {
                    Plot1.Set(0, m_r3.Value);
                }
                Plot2.Set(0, m_r2.Value);
                Plot3.Set(0, m_r1.Value);
                Plot4.Set(0, m_pp.Value);
                Plot5.Set(0, m_s1.Value);
                Plot6.Set(0, m_s2.Value);
                if ((plot_5or7 == 7))
                {
                    Plot7.Set(0, m_s3.Value);
                }
            }
        }
    }
}

Indicators - reset on every session - how to? [SOLVED]

Indicators - reset on every session - how to?

Re: Indicators - reset on every session - how to?

Re: Indicators - reset on every session - how to? [SOLVED]