MultiCharts: Trading Software for Automated Trading and Backtesting

Is it possibly to get OHLC intraday data? At the moment I'm particularly interested in getting hourly data. I see there is an OHLCPeriodsAgo function but that seems to only work for daily data and above. I have not found a function that allows me to just pull intraday close data for a given instrument and interval type on a give date.

I think it's possible but I'm having difficulty understanding the specific application. Can you outline specifically what you want to be able to do?

I think it's possible but I'm having difficulty understanding the specific application. Can you outline specifically what you want to be able to do?

I'm writing a pivot point indicator. For trading currencies I want the user to be able to specify the hour on which the day is considered to be 'closed'. If it uses the close of my day (PST) the pivot points will be totally wrong; I would like to be able to use the price at 5pm EST as the EOD price and then calculate highs and lows from 5pm to 5pm.

If you were using hourly bars, you could do something like this:

Input: SessionEnd(1700);
Vars: DayHigh(0), DayLow(0);

If H > DayHigh Then DayHigh = H;
If L < DayLow Then DayLow = L;

If Time = SessionEnd Then Begin
// Insert pivot calculations here
// Then reset day High and day low - either to current bar or some fixed max / min values
DayHigh = H;
DayLow = L;
End;

If you were using hourly bars, you could do something like this:

Input: SessionEnd(1700);
Vars: DayHigh(0), DayLow(0);

If H > DayHigh Then DayHigh = H;
If L < DayLow Then DayLow = L;

If Time = SessionEnd Then Begin
// Insert pivot calculations here
// Then reset day High and day low - either to current bar or some fixed max / min values
DayHigh = H;
DayLow = L;
End;

But what if I want to use tick charts? (which I do)

With tick charts, instead of saying time = sessionend, you'd say something like:

if time[1] < sessionend and time > sessionend then ...

Note that there's going to be some slippage, depending on how active the market is around sessionend time.

With tick charts, instead of saying time = sessionend, you'd say something like:

if time[1] < sessionend and time > sessionend then ...

Note that there's going to be some slippage, depending on how active the market is around sessionend time.

you can do it this way to give yourself finer resolution:

note the ">="