array variables availability in ProRealTime – examples and discussions

Nicolas · Thu, 06 Feb 2020 09:17:13 +0000

The variable arrays will arrive soon in ProRealTime, they will be available in the coming weeks in version 11, with other instructions which I will detail in this topic. I consider this to be a major addition to the ProBuilder language and a radical change in the way we program and for this reason, I think that a topic in the forum is much more suitable for offering examples and discuss. Do not hesitate to ask your questions if things do not seem clear to you at first, I will try to answer as best I can. I will add concrete examples to this topic for future reference. As soon as these new features are deployed in public, you can also come here to offer your examples and your questions in the event of necessary debugging concerning variable arrays. There are so many new possibilities now, that I have been testing for 2 weeks and apart from a few small concerns that have been brought up and corrected since, I must say that I was impressed by the quality and precision of the new instructions offered, thank you IT-Finance and ProRealTime, the year 2020 will be an amazing year for coders! 🙂 In the introduction, I would like to recall what array variable is and why it is so important to be able to use it in programming. An array is a special variable, which can hold more than one value at a time. If you have a list of values (a list of recent highest high, for example), storing them in single variables could look like this: period = 5 if high[period] >= highest[(period)*2+1](high) then //new highest high if hh1=0 then hh1 = high[period] elsif hh2=0 then hh2 = high[period] elsif hh3=0 then hh3 = high[period] endif endif return hh1,hh2,hh3 However, what if you want to loop through the highest high and find a specific one? And what if you had not 3 highest high to store, but 300? The solution is to create an array! An array can hold many values under a single name, and you can access the values by referring to an index number. In ProBuilder, variables array are declared with $ sign before their names, so following our previous example, our 3 variables could now be stored like this: period = 5 if high[period] >= highest[(5)*2+1](high) then //new highest high if not isset($hh[0]) then $hh[0] = high[period] elsif not isset($hh[1]) then $hh[1] = high[period] elsif not isset($hh[2]) then $hh[2] = high[period] endif endif return $hh[0],$hh[1],$hh[2] Note that an array always begin at 0. This is how you should represent how the values are stored in an array: Each index represent a column of the table where you put a value that you will be able to access anytime and anywhere in your code. An index which hasn’t received any value yet is equal to 0. More dynamically, we could store values in an array like this: period = 5 if high[period] >= highest[(period)*2+1](high) then //new highest high $hh[myindex] = high[period] //store highest high myindex=myindex+1 //increase the index of the array for next highest high store endif In this example, each time a new highest high is detected, we store its new value into a new column of the array. By using the instruction lastset(), we retrieve the last known column of the array, so by adding 1 to this number, we add dynamically a new column in order to store a new value. Don’t worry about the size of the array, it can handle 1 million index! Easy! Ready for our first example? See below.

This topic has 254 replies, 50 voices, and was last updated 2 months ago by robertogozzi.

Tagged: array, arraymax, arraymin, drawpoint, isset, lastset, mtf, mtf indicators

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05/04/2021 at 7:50 AM #168725

Fabbri Fausto

I would like to know if the platform has been implemented with arrays

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05/04/2021 at 8:00 AM #168726

Nicolas

Yes it is! there are a lot of examples listed in this post: https://www.prorealcode.com/topic/array-variables-availability-in-prorealtime/#post-118817

You can find others there:

https://www.prorealcode.com/topics-tag/array/

https://www.prorealcode.com/topics-tag/arrays/

Nicolas
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05/04/2021 at 10:36 AM #168757

Fabbri Fausto

~~Grazie~~

Thank you

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05/25/2021 at 6:52 PM #170399

IcaroFM

Good evening, it would be possible to have a matrix?

For example:

$example[1,3]=arrayvalue13

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05/25/2021 at 6:53 PM #170400

Nicolas

Currently arrays have only 1 dimension, so no that’s not possible to build matrix.

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07/16/2021 at 12:10 AM #173690

deletedaccount100622

Hi

I have begun to see a couple of systems that are self optimising and I feel like they may be using arrays (I may be wrong) based on the examples on the forum

If for example I wanted to go long when the EMA[8] cross the SMA[X], where X is the variable giving the most profitable outcome based on the last 500 bars, can I use arrays to find X? So my system could be self optimising for X as it ran rather than using a fixed value

Thanks

Ruark

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08/08/2021 at 2:36 PM #174931
buffster76
Hi Ruark (@Robo Futures Trader), I’ve tried this manually using Python:

backtest strategy over different historical samples (e.g. 4hr strategy, monthly samples, over 5 yrs)

for each sample, optimise variables to find best gain (or other parameter, I personally like gain / drawdown)

save optimum variables for each sample, together with some ‘average characteristic’ parameters to identify market conditions (trend strength, volatility etc)

take results from python and then manually (Excel) plot optimum vars Vs ‘average characteristic’ parameters to look for trends

curve-fit a function for each variable, for example, var1 = function of (macdline, or adx) could be a simple linear function, y = mx + c

code the functions into the strategy to optimal adjust parameters based on market conditions

For the single strategy/example I tried, it seems to work and creates what appears to be an adaptive and more robust strategy… but to be honest it’s so much manual work that I gave up (day job, family, not enough time).

The next step in this journey was going to be using python to do the curve fitting automatically (steps 4,5 above) to identify best functions. As an engineer, this parameter curve-fitting process feels like a good direction to move in. I think the benefit could be a simpler strategy that it adapts to future changes in the market.

It would be great (@Nicolas ?) if PRT could do steps 1,2,3 above during a walkforward analysis. That would save a lot of time. Even better of PRT could do the whole process (1-6) 🙂

Also, it would be great if someone else has already worked out how to self-optimise in PRT.

Perhaps I’m going down the wrong track but I’ve not managed to develop a robust code using walkforward and most of my short-time-frame strategies are over-fitted. Basic daily strats are ok. BTW, I could really use a tutorial/lesson on how to develop a robust code using walkforward and then also how to actually manage the process during live running. Can you make a youtube video with the basics?

thanks all and hope to continue this discussion!
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09/16/2021 at 7:09 PM #177743

Maa

Hi,

I am trying to test the third example from page one (Example #3: separate buy/sell volumes on the same candle). I am not able to get it to work however, I only see a horizontal line with the value zero as shown in the picture.

Any ideas what might be causing this?

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09/17/2021 at 7:55 AM #177768

Nicolas

It will not plot anything for the data history, but only with live data on each received tick.

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Maa

Nicolas
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09/17/2021 at 2:28 PM #177812

Maa

Hi Nicolas,

Yes but I am not able to see the live ticks either (like the bars in the picture you posted with the code).

I don’t know if I am missing something. I am adding the indicator as shown in the picture and I am using IG as broker.

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09/17/2021 at 3:52 PM #177817

JC_Bywan

Insert at line 4: once $upvol[0]=0, once $dnvol[0]=0 to reinstate previous behaviour

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Maa

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09/17/2021 at 7:26 PM #177825

Maa

Great, now it is working!

Thanks!

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10/08/2021 at 2:46 PM #179234

robdav

Apologies if this has been asked already but I have been unable to find it, if it has.

Is there the ability to sort the contents of an array yet?

Thanks

Rob

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10/08/2021 at 2:53 PM #179235

Nicolas

Will be possible in a few days for ProRealTime software, then updates with new instructions will come to other versions dealed by brokers. I’m currently testing these new capabilities (with other many cool new instructions and not specific to arrays..).

The new instructions for arrays are:

Unset($var) Reset the whole array

ArraySort($var,mode) Sort ASCEND or DESCEND (mode) the whole data set of an array

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RicLg, robdav

Nicolas
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01/01/2022 at 5:54 PM #184268

Nicolas56

Hi,

Is it possible to initialize an array with only one line?

Let’s take this example :

$period[1] = 10 $period[2] = 20 $period[3] = 50 $period[4] = 100 $period[5] = 200

1
2
3
4
5

$period[1] = 10
$period[2] = 20
$period[3] = 50
$period[4] = 100
$period[5] = 200

Could it be replaced by

$period = [10, 20, 50, 100, 200]

1

$period = [10, 20, 50, 100, 200]

or something similar?

In my actual example, I have a llllooooonnnnnngggg list of values to initialize the array with.

Thanks in advance,

Nicolas

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array variables availability in ProRealTime – examples and discussions

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