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1. Extending Naked Reference Lines

   ... extend right from that point while naked and until it price return to touch it in the future. ...

   linnsoft - 05/25/2026 - 09:17 - 0 comments

2. Using Change from Prior Day Close in Backtesting

   ... how to reference or calculate it. The CH token seems to return only the change of current price from yesterday - as in today's change ...

   david-de-graff - 10/20/2018 - 16:16 - 1 comment

3. Trade Dots: Neutral Dots

   ... Trades" checkbox and what "Draw Trades as Text" would/should return Thanks a lot Eddy ...

   carlosleon2005 - 12/10/2016 - 09:05 - 10 comments

4. Accessing Market Depth

   ... with... if (depth.available() == false)     return RTX_FAIL;    You can then access the max number of levels ...

   Robert Maierle - 11/29/2020 - 14:55 - 2 comments

5. Why do long term @ES# charts show different prices in prior months than other charting services?

   ... variable and change it to false and click OK. Return to your chart, right-click and choose Download: Full Data Once ...

   linnsoft - 03/11/2024 - 19:12

6. IsPaintIndicator - paint indicator based on session

   ... Statistics setup as follows... SESST will return a positive number (number of bars into day session) during the day ...

   ctj0601 - 07/17/2017 - 09:00 - 2 comments

7. MidAfterNewHigh (@ES#)

   Return To Mid after New High. This chart was uploaded by Investor/RT 12.6.1 ...

   cpayne - 07/25/2016 - 14:16 - 0 comments

8. I have several questions regarding the RTL language with respect the if/then/else statements, nested statements, comments, and multiple statements or expressions. Where can I find this information?

   ... > 0) THEN (SET(V#2, HI)) ELSE (SET(V#3, LO)); V#1 > 0 /* return true if V#1 is above zero */ Anything within the /* comment ...

   linnsoft - 11/07/2014 - 11:47

9. RTL Question

   ... and with the output result being "session patterns" which return the ongoing sum of that PVP pattern during a session (see attached ...

   Edward01 - 07/25/2023 - 12:35 - 1 comment

10. Volatility Calculations

    ... s (sigma) = Volatility of Underlying r = annualized rate of return for a risk-free portfolio t = time (in decimal fraction of a year) left ...

    linnsoft - 10/16/2014 - 03:21

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