There is a topic in the help files titled "Database Settings". There is a 
section where it explains how to use the trading hours to define precisely how 
time-compression works. I would like to know how I can set the Day/Night 
session start and end times such that the time compression will only take the 
O,H,L,C from between the market open at 9:30 am eastern to the market close at 
4:00 pm eastern. 

I have spent hours trying to adjust these values and then wright a simple code 
which accurately calculates daily moving averages using time compression in a 
intra-day time frame. No matter what I try I am always left with assigning the 
values of O,H,L,C using the TimeNum() >= 093000 and TimeNum() <= 160000 
statements.

The goal is the able to use a simple code:
Timeframeset(indaily);
DlyH = H;
DlyL = L;
DlyMA = MA(H-L,10);
Timeframerestore(indaily);
Plot(Timeframeexpand(DlyMA,indaily), "Dly H-L", colorRed, StyleLine);

Thanks.

  Pete  :-)


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