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Deep Backtesting

Deep Backtesting trades only appear in the Strategy Tester tab and are not shown on the chart.

Returns {@op true} if the current bar is the first bar of the day's session, `false` otherwise. If extended session information is used, only returns {@op true} on the first bar of the pre-market bars.

Returns {@op true} if the current bar is the last bar of the day's session, `false` otherwise. If extended session information is used, only returns {@op true} on the last bar of the post-market bars.

This variable is not guaranteed to return {@op true} once in every session because the last bar of the session might not exist if no trades occur during what should be the session's last bar.

This variable is not guaranteed to work as expected on non-standard chart types, e.g., Renko.

Returns {@op true} on the first regular session bar of the day, `false` otherwise. The result is the same whether extended session information is used or not.

Returns {@op true} on the last regular session bar of the day, `false` otherwise. The result is the same whether extended session information is used or not.

Calculates the pivot point levels using the specified `type` and `anchor`.

The type of pivot point levels. Possible values: "Traditional", "Fibonacci", "Woodie", "Classic", "DeMark", "Camarilla".

The condition that triggers the reset of the pivot point calculations. When {@op true}, calculations reset; when {@op false}, results calculated at the last reset persist.