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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03/30/2020 at 9:48 AM #123894

Nicolas

They are dynamic because you can dynamically create new variable just by adding a new index. What you describe is something that you’ll have to code by yourself, if you want it as an indicator.

If I understand your question correctly, for example, you want to know what was the best stochastic period to get the most of an order opened when it crosses the level 20?

Nicolas

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03/30/2020 at 10:50 AM #123906

nonetheless

No, I meant the possible values for each variable, same as you would enter them in the optimization box. So that by holding them in an array it self-optimizes. Is that poss? Or am I getting it all wrong?

nonetheless

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03/30/2020 at 12:30 PM #123942

Nicolas

In order to self optimize something, you have to program the way it should sort the result and ‘optimize’ it..

In this example, if I want to store the value of a RSI for each period, as you would do it with the optimizer:

// --- optimization settings 
OptMin = 10
OptMax = 30
Step = 5
// --- --- ---

i = OptMin
index = 0
while i <=OptMax do
 $var[index]=rsi[i]
 index = index+1
 i = i+Step
wend

return

// --- optimization settings

OptMin = 10

OptMax = 30

Step = 5

// --- --- ---

i = OptMin

index = 0

while i <=OptMax do

$var[index]=rsi[i]

index = index+1

i = i+Step

wend

return

Then you can use any value of the RSI stored in each column of the array (index) to do something, such as optimize your strategy. What period is better for each market condition, what value of the RSI is better to use in conjunction with a stochastic to trigger something, etc… There is no limit in what you can explore.

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nonetheless

Nicolas

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03/30/2020 at 12:42 PM #123944

nonetheless

It sounds fascinating, I’ll have to study that chapter in the manual when v11 comes out.

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03/30/2020 at 1:52 PM #123960

Vonasi

Another example of the use of arrays can be found here:

https://www.prorealcode.com/topic/distribution-of-returns-using-arrays-in-prtv11/

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Vonasi

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04/01/2020 at 3:33 PM #124250

Vonasi

Another example of the benefits of arrays can be found here:

https://www.prorealcode.com/prorealtime-indicators/every-fractal-trend-lines/

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04/05/2020 at 8:02 PM #124733

Vonasi

Another example of the use of arrays in a code can be found here:

https://www.prorealcode.com/topic/fractals-average-using-arrays/

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04/07/2020 at 3:37 PM #125076

Fabian

03/24/2020 at 5:11 PM#123172REPLY | QUOTE | REPORT Yes, that would be possible. You just have to deal with the probability calculation.

Hi Nicolas,

Should I open a new thread in the forum for this?

Thanks,

Fabian

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04/07/2020 at 3:57 PM #125084

Nicolas

Yes, why not! Sorry but we are all very busy actually.. will look asap.

Nicolas

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04/07/2020 at 4:35 PM #125104

Fabian

Nicolas wrote:

Yes, why not! Sorry but we are all very busy actually.. will look asap.

Yes, I know, that’s why I waited a few days.
I’ll create a thread and explain in more detail with an example why I think it could add great value to the community.

Fabian

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04/08/2020 at 10:17 AM #125181

stefou102

miss this release! awesome!

stefou102

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04/08/2020 at 1:11 PM #125221

stefou102

when you have an array, how do you do to see what is stored in it, in order to debug???

stefou102

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04/08/2020 at 2:11 PM #125234

Nicolas

Make a loop through all the arrays and plot the values with DRAWTEXT.

Nicolas

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04/10/2020 at 10:48 AM #125556

Nicolas

Another example with this indicator to plot the Relative intraday Volume: https://www.prorealcode.com/topic/relative-volume-rvol/#post-125548

Nicolas

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04/11/2020 at 10:35 AM #125677

MPL

Hello everyone, hello Nicolas,

Do you know if it is possible to get an array via a CALL function calling the indicator that builds this array?
thank you so much,

Mikaël

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