StinkiePhish
07-12-2007, 08:40 PM
I have 3 years of historical FOREX tick data that is in GMT time. From what I can tell, the daily pivot is calculated from the previous "session," which corresponds to the previous day's OHLC from 12:00 AM to 12:00 AM (24 hour market). I am trying to calculate the OHLC values on a session that runs 6:00 AM to 6:00 AM and am having a bugger of a time thinking about how to approach this.
Changing the chart properties, setting the Session Open and Close times to both 6:00 AM doesn't work. Doesn't look like the Session Close time can be *before* the Session Open (which should imply rolling over the day).
I can somewhat handle C#, and taking a look at the Pivot indicator code I think I can hack something together, but a shove in the right direction would be extremely helpful.
Changing the chart properties, setting the Session Open and Close times to both 6:00 AM doesn't work. Doesn't look like the Session Close time can be *before* the Session Open (which should imply rolling over the day).
I can somewhat handle C#, and taking a look at the Pivot indicator code I think I can hack something together, but a shove in the right direction would be extremely helpful.