Example - Custom Defined Dual-State Session

7. Juni 2021

This script example aims to cover the following:

• defining custom timeframe / session windows
  
• gather a price range from the custom period ( high/low values )
  
• create a secondary "holding" period through which to display the data collected from the initial session
  
• simple method to shift times to re-align to preferred timezone
  

Articles and further reading:

• https://www.investopedia.com - trading session

Reason for Study:

• Educational purposes only.
  

Before considering writing this example I had seen multiple similar questions
asking how to go about creating custom timeframes or sessions, so it seemed
this might be a good topic to attempt to create a relatively generic example.

7. Juni 2021

Versionshinweise

Minor quick-fix update.

• Adjusted license info in header, it's a freely usable example.
  
• Updated variable naming conventions inside `f_captureSessionHL()` - now all prefixed with `_`