twingall

Regular vs Electronic Trading hours Gap (RTH vs ETH); 4pm-9:30am

twingall מעודכן   
-Shows the gap between 4pm close and 9:30am open; the Regular trading hours Vs Electronic trading hours Gap (RTH vs ETH).
-Displays this as a box starting at 9:30am, whose bottom is the 9:30am open; top is previous day's 4pm close.
-Displays when chart is toggled to either of ETH or RTH.
-Useful reminder of area above/below opening bell price that price often has a tendency to want to fill in, partially or fully
--(all times here refer to America/New_York timezone)

//Options:
~Number of past boxes to show
~Extend boxes fully to the right
~Box background color, border color, and opacities

//Limitations:
-works only on timeframes 30mins or lower (works on 1,2,5,10,15,30minutes)
-will not work on non-typical low timeframes (like 4min or 7min) since they are not divisible into 30
הערות שחרור:
-Added 4pm close line (extends into next day's close), to anticipate the far side of the RTH gap before the opening bell at 9:30am
-Note this will not work properly on Holiday sessions (like this monday 21st Feb) when there is no 4pm close
הערות שחרור:
-Added price label option for 4pm lines
-Added box text label option
הערות שחרור:
-update cover chart
הערות שחרור:
-Updated to be versatile across ES, SPX, SPY(whether on RTH chart or ETH chart).
-Fixed small error in timing
הערות שחרור:
(fixed typos)
הערות שחרור:
-lines & labels formatting; update description comments
הערות שחרור:
-Added time offset (in minutes, 5minute steps) for non-USA based Indices traders. Default is zero, but for example you might set each of the two offsets to '-300' for a London based index.
-Make sure offset minutes are divisible into the chart's timeframe or it will not plot.
הערות שחרור:
-Added High-Low gap: for the gap between last RTH bar high/low and first RTH bar low/high (4:15pm - 9:30am NY time).
-Added color/formatting options.
-Thanks to @Ryazn for the idea of adding these High/Low gaps, and demonstrating to me their especial sensitivity to price.
הערות שחרור:
-added optional midlines for both RTH regular gap and HiLo gap (default toggled OFF)
הערות שחרור:
-Changed function of 'extend right': toggling this on now brings all displayed boxes & midlines up to the last bar index
-Added box/midline text showing the day the gap was 'formed' (i.e '>>Thurs' is the gap between Weds and Thursday Regular trading hours) and the price value of the midline.
-All boxes & lines text can be independently toggled on/off.
Example: 5min ES1! chart on electronic trading hours, plotting 5 historical HiLo Gap boxes with midlines; all extended to the right; all text showing. Price reacting off the previous Thursday Gap midline:
הערות שחרור:
-added 'no plot session' for use when 'extend boxes & midlines right' or 'extend lines right' are toggled on. Stops boxes/ lines painting within the input session (i.e. outside of your trading hours). Default is toggled off. Timezone is "America/New_York"; check the timing of session by uncommenting line 38 (bgcolor).
הערות שחרור:
-fixed issue in code which caused lag in box painting right hand side in realtime
הערות שחרור:
-update default settings
הערות שחרור:
-updated RTH standard gap box to run from 4:15pm - 9:30am (on SPY 4pm - 9:30am) to reflect the timings of the actual last bar of RTH trading on ES.
-For SPY: where RTH finish earlier (4pm), updated HiLo gap (the high/low at 4pm to the high/low of the 9:30am first candle candle of new RTH day)
הערות שחרור:
-Update cover chart image

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