How frequently does the defined day range close within the defined overnight range

[diver]

This may be the wrong place to ask for help on this but I'll try it anyway. If it shouldn't be posted here I apologize.

I am trying to calculate how many times over a defined period, let's say one calendar year, does a DAY RANGE close within the OVERNIGHT RANGE.

Or, simply if I define an OVERNIGHT RANGE on an instrument let's say from 6PM EST time (GMT-5) to 6AM EST and the DAY RANGE from 6AM EST to 3PM EST:

How many times will the DAY RANGE close within the OVERNIGHT RANGE. There is probably some kind of simple Excel formula for this but I am not great at Excel or with doing math formulas. Maybe someone can point me in the right direction on how to do this. Thank you.

[NinjaTrader_ChelseaB]

Hello diver,

The screenshot you provided does not have the time scale showing the bar times in view, so this screenshot isn't providing much information other than there are bars on the chart.

I'd like to clarify your inquiry. You have Break EOD unchecked and disabled and you want to know when a Range bar closes before the session ends?

Or are you using a custom bar type named 'DAY RANGE' instead of the default system 'Range' bars?

Or you are wanting to calculate the highest high and lowest low in an arbitrary range of bars and check if a bar time is between that highest high and lowest low?

[diver]

Hello diver,

The screenshot you provided does not have the time scale showing the bar times in view, so this screenshot isn't providing much information other than there are bars on the chart.

I'd like to clarify your inquiry. You have Break EOD unchecked and disabled and you want to know when a Range bar closes before the session ends?

Or are you using a custom bar type named 'DAY RANGE' instead of the default system 'Range' bars?

Or you are wanting to calculate the highest high and lowest low in an arbitrary range of bars and check if a bar time is between that highest high and lowest low?

1. The OVERNIGHT high to low range is the magenta lines.
2. The DAY high to low range is the royal blue lines.

I want to know how many times the DAY range CLOSES within the high to low of the OVERNIGHT range.

So example in the chart: OVERNIGHT high is 108.725 OVERNIGHT low is 108.35. 5:00PM EST close is: 108.55

So in this example the 5:00PM close of 108.55 is within the defined OVERNIGHT range of 108.725-108.35.

I would like to be able to figure out lets say over a one year period how many times is the 5:00PM close within the OVERNIGHT range.