OPEN-SOURCE SCRIPT
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Example - Custom Defined Dual-State Session

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This script example aims to cover the following:

  • defining custom timeframe / session windows
  • gather a price range from the custom period ( high/low values )
  • create a secondary "holding" period through which to display the data collected from the initial session
  • simple method to shift times to re-align to preferred timezone


Articles and further reading:



Reason for Study:

  • Educational purposes only.


Before considering writing this example I had seen multiple similar questions
asking how to go about creating custom timeframes or sessions, so it seemed
this might be a good topic to attempt to create a relatively generic example.
릴리즈 노트
Minor quick-fix update.
  • Adjusted license info in header, it's a freely usable example.
  • Updated variable naming conventions inside `f_captureSessionHL()` - now all prefixed with `_`

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