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Date/Time: Tue, 07 May 2024 02:52:03 +0000

Post From: Feature request - Halt Limits

[2020-03-17 13:20:45] Link To Thread - Link To Post [Go To First Post]
Sawtooth - Posts: 3993
Here's a way to plot the 5%, 7%, 13%, 20% limit up and limit down lines on your chart. The attached chartbook is an example for the ES, using USA Central Time session times, and the Chicago Time Zone. Edit as needed. (The Session Times need to correspond to the time zone, either the Global Time Zone, or to the chart's Time Zone.) It uses the VWAP study between Chicago session times of 14:59:30 to 15:00:00 to find the Reference Price, and the study's bands to create the LULD % offsets. https://www.cmegroup.com/trading/equity-index/faq-sp-500-price-limits.html Add this to your working chartbook by duplicating the LULD chart (chart#1) to your working chartbook. Then add the Study/Price Overlay study to your working chartbook, to overlay the VWAP study from the LULD chart, using the example settings of the overlay study in chart #2: -Set the 'Study to Overlay' to the VWAP study on the LULD chart. -Set the 'Bar Time Matching Method' to 'Containing Match'. -Set the 'Always Use Short Names From Source Study' to Yes.


LULD.Cht - Attached On 2020-03-17 13:15:56 UTC - Size: 30.76 KB - 377 views