forex tester2のインディケーターを自作

procedure Calculate(index: integer); stdcall;
var
  timestr, objnumstr: String;
  timeindex: TDateTime;
begin
  if (index <> 0) then exit;
  if oldBars > Bars then exit;

  timeindex := Time(index);
  timestr := TimeToStr(timeindex);
  objnumstr := IntToStr(objnum);

  if (mode = 0) then
  begin
  if StrLComp(PChar(timestr),PChar('21:00:00'),4) = 0 then
  begin
    highp := High(index);
    lowp := Low(index);
    if ObjectExists(objnumstr+'l') then
    begin
      ObjectDelete(objnumstr+'l');
      ObjectDelete(objnumstr+'u');
      ObjectDelete(objnumstr+'d');
      ObjectDelete(objnumstr+'r');
    end;
    ObjectCreate(objnumstr+'l', obj_TrendLine, 0,timeindex, highp,timeindex, lowp);
    ObjectCreate(objnumstr+'u', obj_TrendLine, 0,timeindex, highp,timeindex, highp);
    ObjectCreate(objnumstr+'d', obj_TrendLine, 0,timeindex, lowp, timeindex, lowp);

  // create text
    if ObjectExists(objnumstr+'t1') then
    begin
      ObjectDelete(objnumstr+'t1');
      ObjectDelete(objnumstr+'t2');
    end;
    ObjectCreate(objnumstr+'t1', obj_Text, 0, timeindex, highp);
    ObjectSetText(objnumstr+'t1', FloatToStr(highp), 12, 'Arial', clYellow);
    ObjectSet(objnumstr+'t1', OBJPROP_VALIGNMENT, tlBottom);
    ObjectSet(objnumstr+'t1', OBJPROP_HALIGNMENT, taLeftJustify);
    ObjectCreate(objnumstr+'t2', obj_Text, 0, timeindex, lowp);
    ObjectSetText(objnumstr+'t2', FloatToStr(lowp), 12, 'Arial', clYellow);
    ObjectSet(objnumstr+'t2', OBJPROP_VALIGNMENT, tlTop);
    ObjectSet(objnumstr+'t2', OBJPROP_HALIGNMENT, taLeftJustify);

    mode := 1;
  end;
end
else if (mode = 1) then
  begin
    if (highp < high(index)) then highp := high(index);
    if (lowp > low(index)) then lowp := low(index);
    ObjectSet(objnumstr+'l', OBJPROP_PRICE1, highp);
    ObjectSet(objnumstr+'l', OBJPROP_PRICE2, lowp);
    ObjectSet(objnumstr+'u', OBJPROP_PRICE1, highp);
    ObjectSet(objnumstr+'u', OBJPROP_PRICE2, highp);
    ObjectSet(objnumstr+'u', OBJPROP_TIME2, timeindex);
    ObjectSet(objnumstr+'d', OBJPROP_PRICE1, lowp);
    ObjectSet(objnumstr+'d', OBJPROP_PRICE2, lowp);
    ObjectSet(objnumstr+'d', OBJPROP_TIME2, timeindex);
    // set text props
    ObjectSet(objnumstr+'t1', OBJPROP_TIME1, timeindex);
    ObjectSet(objnumstr+'t1', OBJPROP_PRICE1, highp);
    ObjectSet(objnumstr+'t2', OBJPROP_TIME1, timeindex);
    ObjectSet(objnumstr+'t2', OBJPROP_PRICE1, lowp);
    ObjectSetText(objnumstr+'t1', FloatToStr(highp), 12, 'Arial', clYellow);
    ObjectSetText(objnumstr+'t2', FloatToStr(lowp), 12, 'Arial', clYellow);

    if StrLComp(PChar(timestr),PChar('5:00:00'), 3) = 0 then
    begin
      mode := 2;
      if not(ObjectExists(objnumstr+'r')) then
      ObjectCreate(objnumstr+'r', obj_TrendLine, 0, timeindex, highp, timeindex, lowp);
      highp2 := highp;
      lowp2 := lowp;
      mode2 := 0;
    end;
  end
else if (mode = 2) then
  begin
    ObjectSet(objnumstr+'u', OBJPROP_TIME2, timeindex);
    ObjectSet(objnumstr+'d', OBJPROP_TIME2, timeindex);

    if ((mode2 = 0) and (highp2 < Close(index))) or
       ((mode2 = 1) and (highp2 <= high(index))) then
    begin
      highp2 := high(index);
      if ObjectExists(objnumstr+'t3') then ObjectDelete(objnumstr+'t3');
      ObjectCreate(objnumstr+'t3', obj_Text, 0, timeindex, highp2);
      ObjectSetText(objnumstr+'t3', FloatToStr(highp2), 12, 'Arial', clWhite);
      ObjectSet(objnumstr+'t3', OBJPROP_VALIGNMENT, tlBottom);
      ObjectSet(objnumstr+'t3', OBJPROP_HALIGNMENT, taLeftJustify);
      if mode2 = 0 then
      begin
        lowp2 := low(index);
        mode2 := 1;
      end;
    end;

    if ((mode2 = 0) and (lowp2 > Close(index))) or
       ((mode2 = 1) and (lowp2 >= low(index))) then
    begin
      lowp2 := low(index);
      if ObjectExists(objnumstr+'t4') then ObjectDelete(objnumstr+'t4');
      ObjectCreate(objnumstr+'t4', obj_Text, 0, timeindex, lowp2);
      ObjectSetText(objnumstr+'t4', FloatToStr(lowp2), 12, 'Arial', clWhite);
      ObjectSet(objnumstr+'t4', OBJPROP_VALIGNMENT, tlTop);
      ObjectSet(objnumstr+'t4', OBJPROP_HALIGNMENT, taLeftJustify);
      if mode2 = 0 then
      begin
        highp2 := high(index);
        mode2 := 1;
      end;
    end;

    if StrLComp(PChar(timestr),PChar('20:00:00'), 4) = 0 then
    begin
      objnum := objnum+1;
      if objnum > 10 then
      begin
        objnum := 0;
      end;
      mode := 0;
    end;
  end;
  oldbars := Bars;
end;

『ＮＹボックス』という手法があります。
日本時間にNY時間の高値と安値をブレイクしたらその方向にXXpip以上動くことが
多いことを利用する手法です。
ブレイクしてもXXpip動かなかったら反対の方向に動くことが多いことも利用します。

それを検証するためにインディケーターを探していたら
Meta Trader4用のが2つ見つかりました。

Sessions.mq4
 

BreakOut-EAGLE__ut2DaMax.mq4
 

BreakOut-EAGLE__ut2DaMax.mq4  
のほうがわかりやすいので移植に挑戦してみたいと思います。