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 1 month ago by robertogozzi.

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

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04/11/2020 at 1:22 PM #125693

Nicolas

Sorry, but you can’t get the whole data contained in an array through a CALL.

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MPL

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04/11/2020 at 7:27 PM #125718

MPL

Ok, thank you for your answer

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04/15/2020 at 12:20 PM #126262

Vonasi

You can find here another version of the benefit of arrays. In this example we calculate weekly bollinger bands to display on any faster time framed chart. The code could easily be adapted to calculate the standard deviation for any period for anything!

Standard deviation calculation using arrays.

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04/17/2020 at 8:06 PM #126640

neal parma

i would like to chat to you could u email me pls——————–

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04/17/2020 at 8:28 PM #126643

robertogozzi

@neal parma

when you posted you had a chance to read a full set of rules to stick to. You probably did not pay attention to them and broke this one:

Do not include personal information such as email addresses, telephone numbers, etc… in your posts

Please share our common rules. Thank you 🙂

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04/17/2020 at 9:08 PM #126647

JMat45

Hi Nicolas, any update on the array sort functionality? I appreciate things will take longer to implement given the current situation.

Again, what am I trying to do is to percentile rank price moves (of say DAX Futures) from 8.00am (UK time) to 8.00am + x minutes.

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04/18/2020 at 8:31 AM #126679

Nicolas

Still no update on that new instruction, sorry. How do you want the percentile to be plotted?

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04/18/2020 at 9:28 AM #126691

JMat45

Thanks for your quick reply, Nicolas. I was hoping to plot it as a simple histogram in a separate panel on the close of each bar, building up cumulatively from the 8.00am open to a designated finish time, similar to your separate buy/sell volumes on the same candle indicator.

So when price falls relative to the open, it displays a red histogram with the value equal to the percentile rank of the decline (in terms of % of x-day ATR, vs the open) measured over the previous y days; and likewise when price rises relative to the open, it displays a green histogram with the value equal to the percentile rank of the rise (in terms of % of x-day ATR, vs the open) measured over the previous y days.

The thinking behind it is to try and take advantage of the early morning reversals (in both directions, but typically a sharp drop followed by a snap back up on light news days) on the DAX, but using a ‘smart’ way to measure it and incorporate some historical context as opposed to just an oscillator like RSI or Stochastics that tells you nothing about previous days’ price action.

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04/22/2020 at 6:43 AM #127380

s00071609

So, will this allow creation of indicator similar to MT4 ZUP?

Also, the 3 point based Fibonacci Time projection into future?

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05/03/2020 at 10:58 AM #129544

robdav

Experimenting with my first array and seem to have fallen at the first hurdle, so help would be appreciated.

If we wanted to return a set of non consecutive numbers of exponential moving averages by using an array, how would we do it please. My attempt below doesn’t work, what am I missing?

Thanks as always!

Rob

$period[0] = 5
$period[1] = 10
$period[2] = 20
$period[3] = 50
$period[4] = 100
$period[5] = 200

for i = 0 to lastset($period) do
$ema[i] = ExponentialAverage($period[i])(Close)
next

return $ema[i]

$period[0] = 5

$period[1] = 10

$period[2] = 20

$period[3] = 50

$period[4] = 100

$period[5] = 200

for i = 0 to lastset($period) do

$ema[i] = ExponentialAverage($period[i])(Close)

return $ema[i]

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05/03/2020 at 12:16 PM #129547

Vonasi

First of all you can’t have a position zero in an array.

The RETURN line will then just return the value in position 5 of the array because that is the last known value of ‘i’.

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robdav

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05/03/2020 at 2:15 PM #129575

robdav

So in this example I’m trying to add the Exponential Moving Average for periods 5, 10, 20, 50, 100 & 200 all at the same time, is that possible?

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05/03/2020 at 2:39 PM #129580

Vonasi

There is no need to quote me (twice!) when I am the only person you are talking with! I’ve deleted the quotes in your post.

Yes your code does that $ema[0 to 5] (should be 1 to 6) will have the latest values for ema5, ema10, ema20, ema50, ema100 and ema200.

I notice now that your EXPONENTIALAVERAGE is incorrect it should be with [] and not ()

$ema[i] = ExponentialAverage[$period[i])(Close)

1	$ema[i] = ExponentialAverage[$period[i])(Close)

The only thing it does not do is display them in a RETURN line. You could do it like this to avoid adding them all to the return line. Not tested

$period[1] = 5
$period[2] = 10
$period[3] = 20
$period[4] = 50
$period[5] = 100
$period[6] = 200

for i = 1 to lastset($period) do
$ema[i] = ExponentialAverage[$period[i]](Close)
if $ema[i][1] <> 0 then
drawsegment(barindex,$ema[i],barindex-1,$ema[i][1])
endif
next
 
return

$period[1] = 5

$period[2] = 10

$period[3] = 20

$period[4] = 50

$period[5] = 100

$period[6] = 200

for i = 1 to lastset($period) do

$ema[i] = ExponentialAverage[$period[i]](Close)

if $ema[i][1] <> 0 then

drawsegment(barindex,$ema[i],barindex-1,$ema[i][1])

endif

return

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05/03/2020 at 2:46 PM #129585

robdav

Great, thanks Vonasi.

If I did want to return them on the RETURN statement, how would I do that?

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05/03/2020 at 2:58 PM #129594

Vonasi

Please stop using the ‘Quote’ button unnecessarily! Especially if it then includes masses of code! Just put your reply in the box and press submit! I’ve had to edit your post again.

Just put:

return $ema[1], $ema[2], $ema[3], $ema[4], $ema[5], $ema[6]

1	return $ema[1], $ema[2], $ema[3], $ema[4], $ema[5], $ema[6]

You are not really achieving anything with your code that you couldn’t achieve with the following:

ema1 = exponentalaverage[5]
ema2 = exponentalaverage[10]
ema3 = exponentalaverage[20]
ema4 = exponentalaverage[50]
ema5 = exponentalaverage[100]
ema6 = exponentalaverage[200]


return ema1, ema2, ema3, ema4, ema5, ema6

ema1 = exponentalaverage[5]

ema2 = exponentalaverage[10]

ema3 = exponentalaverage[20]

ema4 = exponentalaverage[50]

ema5 = exponentalaverage[100]

ema6 = exponentalaverage[200]

return ema1, ema2, ema3, ema4, ema5, ema6

Vonasi

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