High & Low Of Custom SessionThis script boxes a custom session and sets the box at the high and low of the session and draws that box to the next session.
Box color is determined by price in relation to the box position. Box color is set at the start of the next session. This allows
user to lookback at multiple box sets to see how each day closed in relation to the session highlighted.
I have written this for backtesting purposes and intend to expand it to use with volume analysis and gradient color to change the box color based on how many times price tests
the box.
Highlows
All past LevelsContains all past levels that we need
1. Previous Monthly High
2. Previous Monthly Low
3. Previous Weekly High
4. Previous Weekly Low
5. Previous Daily High
6. Previous Daily Low
7. Previous Monthly Range Average (PMH+PML)/2
8. Previous WeeklyRange Average (PWH+PWL)/2
9. Previous Daily Range Average (PDH+PDL)/2
10. Monthly Open
11. Weekly Open
12. Daily Open
