RTH_Open_Futures_RWA

RTH NY Open — Session Anchor & Levels (Futures-aware)

What it does:
Anchors your intraday view to the New York RTH open (09:30 ET) and draws the core decision levels for U.S. stocks and CME equity-index futures. In Futures mode, it respects the CME RTH close at 16:15 ET (vs. 16:00 ET for cash equities).

Plots (toggle on/off):

RTH Open line from 09:30 ET to session end (label optional).

RTH Close at 16:15 ET in Futures mode (16:00 in Cash mode).

Session High/Low with optional midpoint and range fill.

Prior-day close + gap label/box at the open; optional “gap filled” color change.

Initial Balance (09:30–10:30) with optional extensions.

RTH-only VWAP with optional bands.

Session start/end markers and end-of-day range label.

Behavior & reliability:

Correct session windows: Futures 09:30–16:15 ET, Cash 09:30–16:00 ET.

Precise handling of the last RTH bar (no drift, no repaint).

DST-safe and multi-timeframe friendly (1–5m ideal; higher TFs supported).

Inputs:

Market Mode: Futures vs. Cash.

Per-element show/hide, line style/weight, label formatting.

Alerts: Touch/Break (Open, H/L, IB, VWAP), Gap Fill, New Session.

Use it for:

Fast bias framing around the open (reclaim/loss).

Gap management (targets/risk).

Range development via H/L and midpoint.

IB structure and clean RTH VWAP without Globex noise.

Notes:

PT equivalents: Futures 06:30–13:15 PT, Cash 06:30–13:00 PT.

Designed for standard U.S. RTH; extended hours intentionally excluded.

TL;DR:
A clean, futures-aware RTH scaffold: open, close, prior close, gap, IB, VWAP, and session H/L—precise, minimal, and alert-ready.