12/Jan/2021 09:15 AM AUTHOR: Brandon Gum
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Updated script to plot vertical lines for open and close of futures.
Not sure why the 8:30 and 15:00 times had to be used over 9:30 or 16:00
Only plots for products of type futures. - Could be easily expanded to work with cryptos as well if you wanted.
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Midpoint and VWAP are often important inflection points in daytrading. I managed to find a script providing me with a 24 hour session midline by NorthStarDayTrading and a RTH VWAP script by LDBC. So I decided to merge those two to get a RTH mid and vwap.