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Date/Time: Wed, 27 Nov 2024 06:39:58 +0000



Post From: sc.DailyHigh / sc.DailyLow related questions

[2014-08-04 16:02:13]
ejtrader - Posts: 688
SC Team - Have couple of questions related to sc.DailyHigh & sc.DailyLow values( instrument in question ES).

Based on my observation - It appears like these values are independent of the session settings at the chart level. Do you get this information from CME?

If not - are you calculating this on the fly? Trying to find a reliable way to use these values historically on intraday basis and trying to understand - what session settings needs to be used for this ( so I can calculate this using high/low for time period ).

Though can overlay the information from Daily Chart - it doesn't give intraday data for prior days and trying to see if there is any specific session setting that can be used in combination with high/low timeperiod to match up these values.

Thanks
Date Time Of Last Edit: 2014-08-04 16:16:19