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Hi Pete, This custom column script gives the ORB pct but it doesn’t calculate it just for today. It will go back to the previous day’s last 30 minutes of options volume if today’s initial 30 minutes doesn’t have any. Is it possible to tweak it so that it only shows for today?
Thank you!
def orStartTime = 0930; def na = double.nan; def isOr = secondstilltime(orEndTime) > 0 # opening range levels logic rec orlo = # plots def ood = open(period = AggregationPeriod.DAY); def targetMove = orl * (targetPctOrMultiple / 100); def orlt = orl – targetMove; plot scan = if isOr then 0 else loss;
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