Hello David,
(Crash from the forum)
Could you tell me if this is the logic used to find the 1/2 Gap fill?
#Trade hours only Pivot P0 = (H+L+C)/3 (time frame 4:00pm is close not 4:30) Gap Fill and 1/2 Gap Fill logic #Trading range, 4:00 pm previous day close, 9:30 am open # if (close price < open price) 1/2 GF = (open-close)/2 # else 1/2 GF = (close-open)/2 Thanks,
Mike |