Coding for high and low between set hours

• 05/18/2016 at 5:04 AM #7231
  Dave Charles

  Hi,

  I am currently coding a pivot indicator to use with Indexes. PRT already has a pivot indicator, but this runs from 12.00am to 11.59.59pm. This means that the pivots aren’t using cash data (10am – 4pm) and aren’t as effective.

  What I am wanting to do is create a pivot indicator that uses the highest and lowest price between 10.00am and 4.00pm and uses the closing price at 4.00pm.

  I am having little bit of trouble creating the logic for this. I can understand what I want it to say, but I can’t work out the correct programming language to use.

  Basically..

  Cashhigh = highest price of the prior weekday, between the hours of 10.00.00 and 16.00.00

  Cashlow = lowest price of the prior weekday, between the hours of 10.00.00 and 16.00.00

  Cash close = price at 16.00.00 of the prior weekday.

  And what I mean by saying the prior weekday, is that if today is Monday looking at data from Friday between 10am-4pm, if today is Tuesday looking at data from Monday between 10am- 4pm, etc.

  Does anyone have any pointers?

  Thank you!

  

  Dave Charles

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  05/18/2016 at 10:53 AM #7246
  Adolfo

  Hi Dave, need to know in which timeframe are you working in order to code it. In this example I’m using 15min chart, so variables Highest and Lowest are set to 24 (6 hours back) at 16:00h

  DEFPARAM CUMULATEORDERS = FALSE REM ESTABLISH MAX AND MIN EACH DAY OF WEEK IF TIME=160000 AND DAYOFWEEK=1 THEN CashHighMo = Highest[24](high) CashLowMo = Lowest[24](low) ENDIF IF TIME=160000 AND DAYOFWEEK=2 THEN CashHighTu = Highest[24](high) CashLowTu = Lowest[24](low) ENDIF IF TIME=160000 AND DAYOFWEEK=3 THEN CashHighWe = Highest[24](high) CashLowWe = Lowest[24](low) ENDIF IF TIME=160000 AND DAYOFWEEK=4 THEN CashHighTh = Highest[24](high) CashLowTh = Lowest[24](low) ENDIF IF TIME=160000 AND DAYOFWEEK=5 THEN CashHighFr = Highest[24](high) CashLowFr = Lowest[24](low) ENDIF IF DAYOFWEEK=1 AND close>CashHighFr THEN BUY 1 CONTRACT AT MARKET ENDIF IF DAYOFWEEK=2 AND close>CashHighMo THEN BUY 1 CONTRACT AT MARKET ENDIF IF DAYOFWEEK=3 AND close>CashHighTu THEN BUY 1 CONTRACT AT MARKET ENDIF IF DAYOFWEEK=4 AND close>CashHighWe THEN BUY 1 CONTRACT AT MARKET ENDIF IF DAYOFWEEK=5 AND close>CashHighTh THEN BUY 1 CONTRACT AT MARKET ENDIF IF DAYOFWEEK=1 AND Close<CashLowFr THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF IF DAYOFWEEK=2 AND Close<CashLowMo THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF IF DAYOFWEEK=3 AND Close<CashLowTu THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF IF DAYOFWEEK=4 AND Close<CashLowWe THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF IF DAYOFWEEK=5 AND Close<CashLowTh THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF

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  DEFPARAM CUMULATEORDERS = FALSE   REM ESTABLISH MAX AND MIN EACH DAY OF WEEK IF TIME=160000 AND DAYOFWEEK=1 THEN CashHighMo = Highest[24](high) CashLowMo = Lowest[24](low) ENDIF IF TIME=160000 AND DAYOFWEEK=2 THEN CashHighTu = Highest[24](high) CashLowTu = Lowest[24](low) ENDIF IF TIME=160000 AND DAYOFWEEK=3 THEN CashHighWe = Highest[24](high) CashLowWe = Lowest[24](low) ENDIF IF TIME=160000 AND DAYOFWEEK=4 THEN CashHighTh = Highest[24](high) CashLowTh = Lowest[24](low) ENDIF IF TIME=160000 AND DAYOFWEEK=5 THEN CashHighFr = Highest[24](high) CashLowFr = Lowest[24](low) ENDIF   IF DAYOFWEEK=1 AND close>CashHighFr THEN BUY 1 CONTRACT AT MARKET ENDIF IF DAYOFWEEK=2 AND close>CashHighMo THEN BUY 1 CONTRACT AT MARKET ENDIF IF DAYOFWEEK=3 AND close>CashHighTu THEN BUY 1 CONTRACT AT MARKET ENDIF IF DAYOFWEEK=4 AND close>CashHighWe THEN BUY 1 CONTRACT AT MARKET ENDIF IF DAYOFWEEK=5 AND close>CashHighTh THEN BUY 1 CONTRACT AT MARKET ENDIF     IF DAYOFWEEK=1 AND Close<CashLowFr THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF IF DAYOFWEEK=2 AND Close<CashLowMo THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF IF DAYOFWEEK=3 AND Close<CashLowTu THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF IF DAYOFWEEK=4 AND Close<CashLowWe THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF IF DAYOFWEEK=5 AND Close<CashLowTh THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF

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  Adolfo

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  05/18/2016 at 11:17 AM #7249
  Adolfo

  Sorry Dave, I did it for ProOrder before…

  This one is for ProBuilder

  REM ESTABLISH MAX AND MIN EACH DAY OF WEEK IF TIME=160000 AND DAYOFWEEK=1 THEN CashHighMo = Highest[24](high) CashLowMo = Lowest[24](low) ENDIF IF TIME=160000 AND DAYOFWEEK=2 THEN CashHighTu = Highest[24](high) CashLowTu = Lowest[24](low) ENDIF IF TIME=160000 AND DAYOFWEEK=3 THEN CashHighWe = Highest[24](high) CashLowWe = Lowest[24](low) ENDIF IF TIME=160000 AND DAYOFWEEK=4 THEN CashHighTh = Highest[24](high) CashLowTh = Lowest[24](low) ENDIF IF TIME=160000 AND DAYOFWEEK=5 THEN CashHighFr = Highest[24](high) CashLowFr = Lowest[24](low) ENDIF return CashHighMo as "Max Monday",CashLowMo as "Min Monday",CashHighTu as "Max Tuesday",CashLowTu as "Min Tuesday",CashHighWe as "Max Wednesday",CashLowWe as "Min Wednesday",CashHighTh as "Max Thursday",CashLowTh as "Min Thursday",CashHighFr as "Max Friday",CashLowFr as "Min Friday"

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  REM ESTABLISH MAX AND MIN EACH DAY OF WEEK IF TIME=160000 AND DAYOFWEEK=1 THEN CashHighMo = Highest[24](high) CashLowMo = Lowest[24](low) ENDIF IF TIME=160000 AND DAYOFWEEK=2 THEN CashHighTu = Highest[24](high) CashLowTu = Lowest[24](low) ENDIF IF TIME=160000 AND DAYOFWEEK=3 THEN CashHighWe = Highest[24](high) CashLowWe = Lowest[24](low) ENDIF IF TIME=160000 AND DAYOFWEEK=4 THEN CashHighTh = Highest[24](high) CashLowTh = Lowest[24](low) ENDIF IF TIME=160000 AND DAYOFWEEK=5 THEN CashHighFr = Highest[24](high) CashLowFr = Lowest[24](low) ENDIF   return CashHighMo as "Max Monday",CashLowMo as "Min Monday",CashHighTu as "Max Tuesday",CashLowTu as "Min Tuesday",CashHighWe as "Max Wednesday",CashLowWe as "Min Wednesday",CashHighTh as "Max Thursday",CashLowTh as "Min Thursday",CashHighFr as "Max Friday",CashLowFr as "Min Friday"

   

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  Adolfo

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  05/18/2016 at 12:00 PM #7255
  Adolfo

  Max-Low-Last-Day

  Simplified

  REM ESTABLISH MAX AND MIN EACH DAY OF WEEK IF DAYOFWEEK=1 THEN MAXIMO = CashHighFr MINIMO = CashLowFr IF TIME=160000 THEN CashHighMo = Highest[24](high) CashLowMo = Lowest[24](low) ENDIF ENDIF IF DAYOFWEEK=2 THEN MAXIMO = CashHighMo MINIMO = CashLowMo IF TIME=160000 THEN CashHighTu = Highest[24](high) CashLowTu = Lowest[24](low) ENDIF ENDIF IF DAYOFWEEK=3 THEN MAXIMO = CashHighTu MINIMO = CashLowTu IF TIME=160000 THEN CashHighWe = Highest[24](high) CashLowWe = Lowest[24](low) ENDIF ENDIF IF DAYOFWEEK=4 THEN MAXIMO = CashHighWe MINIMO = CashLowWe IF TIME=160000 THEN CashHighTh = Highest[24](high) CashLowTh = Lowest[24](low) ENDIF ENDIF IF DAYOFWEEK=5 THEN MAXIMO = CashHighTh MINIMO = CashLowTh IF TIME=160000 THEN CashHighFr = Highest[24](high) CashLowFr = Lowest[24](low) ENDIF ENDIF return MAXIMO AS "LAST DAY MAX",MINIMO AS "LAST DAY LOW"

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  REM ESTABLISH MAX AND MIN EACH DAY OF WEEK IF DAYOFWEEK=1 THEN MAXIMO = CashHighFr MINIMO = CashLowFr IF TIME=160000 THEN CashHighMo = Highest[24](high) CashLowMo = Lowest[24](low) ENDIF ENDIF IF DAYOFWEEK=2 THEN MAXIMO = CashHighMo MINIMO = CashLowMo IF TIME=160000 THEN CashHighTu = Highest[24](high) CashLowTu = Lowest[24](low) ENDIF ENDIF IF DAYOFWEEK=3 THEN MAXIMO = CashHighTu MINIMO = CashLowTu IF TIME=160000 THEN CashHighWe = Highest[24](high) CashLowWe = Lowest[24](low) ENDIF ENDIF IF DAYOFWEEK=4 THEN MAXIMO = CashHighWe MINIMO = CashLowWe IF TIME=160000 THEN CashHighTh = Highest[24](high) CashLowTh = Lowest[24](low) ENDIF ENDIF   IF DAYOFWEEK=5 THEN MAXIMO = CashHighTh MINIMO = CashLowTh IF TIME=160000 THEN CashHighFr = Highest[24](high) CashLowFr = Lowest[24](low) ENDIF ENDIF return MAXIMO AS "LAST DAY MAX",MINIMO AS "LAST DAY LOW"

  

  

  Adolfo

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  05/19/2016 at 10:14 AM #7332
  Dave Charles

  ADOLFO YOU ARE AMAZING!!!!

  I worked out how to do the cash close from what you have written!

  I have a question though, is it possible to get it to look at the highest and lowest prices between 10am-4pm without having to adjust the number of bars within the highest/lowest brackets.

  It just makes it challenging to flick between time frames, which I do often. 🙂

   

  Thank you so much for you help!

  REM ESTABLISHED CLOSE OF MARKET IF DAYOFWEEK=1 THEN cashclose=CashCloseFr IF TIME=160000 THEN CashCloseMo = Close ENDIF ENDIF IF DAYOFWEEK=2 THEN cashclose=CashCloseMo IF TIME=160000 THEN CashCloseTu = Close ENDIF ENDIF IF DAYOFWEEK=3 THEN cashclose=CashCloseTu IF TIME=160000 THEN CashCloseWe = Close ENDIF ENDIF IF DAYOFWEEK=4 THEN cashclose=CashCloseWe IF TIME=160000 THEN CashCloseTh = Close ENDIF ENDIF IF DAYOFWEEK=5 THEN cashclose=CashCloseTh IF TIME=160000 THEN CashCloseFr = Close ENDIF ENDIF return cashclose AS "CASHCLOSE"

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  REM ESTABLISHED CLOSE OF MARKET   IF DAYOFWEEK=1 THEN cashclose=CashCloseFr IF TIME=160000 THEN CashCloseMo = Close ENDIF ENDIF IF DAYOFWEEK=2 THEN cashclose=CashCloseMo IF TIME=160000 THEN CashCloseTu = Close ENDIF ENDIF IF DAYOFWEEK=3 THEN cashclose=CashCloseTu IF TIME=160000 THEN CashCloseWe = Close ENDIF ENDIF IF DAYOFWEEK=4 THEN cashclose=CashCloseWe IF TIME=160000 THEN CashCloseTh = Close ENDIF ENDIF   IF DAYOFWEEK=5 THEN cashclose=CashCloseTh IF TIME=160000 THEN CashCloseFr = Close ENDIF ENDIF return cashclose AS "CASHCLOSE"

   

  

  Dave Charles

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  05/19/2016 at 11:37 AM #7336
  Adolfo

  You’re wellcome Dave!

  I think we can’t use “TIMEFRAME” function in ProBuilder, as far as I know is only for ProScreener at the moment, but I got an idea about “TIME“, maybe it will test bar by bar and know which timeframe are we using, and then we can set Highest and Lowest brackets with the right numbers.

  On it, will be back with news.

  

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  05/19/2016 at 11:41 AM #7340
  Dave Charles

  Awesome thanks!

   

  I actually had a break through. But the problem is that it is taking the value from 9am and I am unsure how to stop it. Or what I am doing right or wrong, or even what in the code is redundant! For example not sure whether the line below is doing anything.

  IF TIME<160000 and time>100000 THEN

  1	IF TIME<160000 and time>100000 THEN

  Getting closer!

   

  Thanks!

   

  REM ESTABLISH MAX AND MIN EACH DAY OF WEEK IF DAYOFWEEK=1 THEN MAXIMO = CashHighFr MINIMO = CashLowFr cashclose=CashCloseFr IF TIME<160000 and time>100000 THEN CashHighMo = ( DHIGH(0)) CashLowMo =( DLOW(0)) CashCloseMo = Close ENDIF ENDIF IF DAYOFWEEK=2 THEN MAXIMO = CashHighMo MINIMO = CashLowMo cashclose=CashCloseMo IF TIME<160000 and time>100000 THEN CashHighTu = ( DHIGH(0)) CashLowTu = ( DLOW(0)) CashCloseTu = Close ENDIF ENDIF IF DAYOFWEEK=3 THEN MAXIMO = CashHighTu MINIMO = CashLowTu cashclose=CashCloseTu IF TIME<160000 and time>100000 THEN CashHighWe = ( DHIGH(0)) CashLowWe = ( DLOW(0)) CashCloseWe = Close ENDIF ENDIF IF DAYOFWEEK=4 THEN MAXIMO = CashHighWe MINIMO = CashLowWe cashclose=CashCloseWe IF TIME<160000 and time>100000 THEN CashHighTh = ( DHIGH(0)) CashLowTh = ( DLOW(0)) CashCloseTh = Close ENDIF ENDIF IF DAYOFWEEK=5 THEN MAXIMO = CashHighTh MINIMO = CashLowTh cashclose=CashCloseTh IF TIME<160000 and time>100000 THEN CashHighFr = ( DHIGH(0)) CashLowFr = ( DLOW(0)) CashCloseFr = Close ENDIF ENDIF return MAXIMO AS "LAST DAY MAX",MINIMO AS "LAST DAY LOW", cashclose AS "CASH CLOSE"

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  REM ESTABLISH MAX AND MIN EACH DAY OF WEEK     IF DAYOFWEEK=1 THEN MAXIMO = CashHighFr MINIMO = CashLowFr cashclose=CashCloseFr IF TIME<160000 and time>100000 THEN CashHighMo = ( DHIGH(0)) CashLowMo =( DLOW(0)) CashCloseMo = Close ENDIF ENDIF IF DAYOFWEEK=2 THEN MAXIMO = CashHighMo MINIMO = CashLowMo cashclose=CashCloseMo IF TIME<160000 and time>100000 THEN CashHighTu = ( DHIGH(0)) CashLowTu = ( DLOW(0)) CashCloseTu = Close ENDIF ENDIF IF DAYOFWEEK=3 THEN MAXIMO = CashHighTu MINIMO = CashLowTu cashclose=CashCloseTu IF TIME<160000 and time>100000 THEN CashHighWe = ( DHIGH(0)) CashLowWe = ( DLOW(0)) CashCloseWe = Close ENDIF ENDIF IF DAYOFWEEK=4 THEN MAXIMO = CashHighWe MINIMO = CashLowWe cashclose=CashCloseWe IF TIME<160000 and time>100000 THEN CashHighTh = (  DHIGH(0)) CashLowTh = ( DLOW(0)) CashCloseTh = Close ENDIF ENDIF   IF DAYOFWEEK=5 THEN MAXIMO = CashHighTh MINIMO = CashLowTh cashclose=CashCloseTh IF TIME<160000 and time>100000 THEN CashHighFr = ( DHIGH(0)) CashLowFr = ( DLOW(0)) CashCloseFr = Close ENDIF ENDIF   return MAXIMO AS "LAST DAY MAX",MINIMO AS "LAST DAY LOW", cashclose AS "CASH CLOSE"

  1

   

  

  Dave Charles

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  05/19/2016 at 12:29 PM #7343
  Adolfo

  Looks nice! Still working on how to know wich timeframe is using, as far as i’m testing on 15 min chart, this works ok but when i change timeframe, it won’t, YET! 😉

  base = 360 // 1 minute, 6 hours back actualbar = Time lastbar = Time[1] period = actualbar-lastbar n = abs(round(periodo/base)) x = abs(round(base/n)) // Result is 24 so works on 15 mins.. IF DAYOFWEEK=1 THEN MAXIMO = CashHighFr MINIMO = CashLowFr CashHighMo = Highest[x](high) CashLowMo = Lowest[x](low)

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  base = 360 // 1 minute, 6 hours back actualbar = Time lastbar = Time[1] period = actualbar-lastbar n = abs(round(periodo/base)) x = abs(round(base/n))  // Result is 24 so works on 15 mins.. IF DAYOFWEEK=1 THEN MAXIMO = CashHighFr MINIMO = CashLowFr CashHighMo = Highest[x](high) CashLowMo = Lowest[x](low)

  ……………………………………………………….

  I’ll have a break and continue later, gl!

  

  Adolfo

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  05/19/2016 at 12:53 PM #7347
  Adolfo

  And… Here it is 🙂 ( Hope so  )

  REM ESTABLISH MAX AND MIN EACH DAY OF WEEK IF TIME=160000 THEN base = 360 horaanterior = Time[1] periodo = 156000-horaanterior n = abs(round(periodo/100)) x = abs(round(base/n)) IF DAYOFWEEK=1 THEN MAXIMO = CashHighFr MINIMO = CashLowFr CashHighMo = Highest[x](high) CashLowMo = Lowest[x](low) CashCloseMo = Close CashClose = CashCloseFr ENDIF IF DAYOFWEEK=2 THEN MAXIMO = CashHighMo MINIMO = CashLowMo CashHighTu = Highest[x](high) CashLowTu = Lowest[x](low) CashCloseTu = Close CashClose = CashCloseMo ENDIF IF DAYOFWEEK=3 THEN MAXIMO = CashHighTu MINIMO = CashLowTu CashHighWe = Highest[x](high) CashLowWe = Lowest[x](low) CashCloseWe = Close CashClose = CashCloseTu ENDIF IF DAYOFWEEK=4 THEN MAXIMO = CashHighWe MINIMO = CashLowWe CashHighTh = Highest[x](high) CashLowTh = Lowest[x](low) CashCloseTh = Close CashClose = CashCloseWe ENDIF IF DAYOFWEEK=5 THEN MAXIMO = CashHighTh MINIMO = CashLowTh CashHighFr = Highest[x](high) CashLowFr = Lowest[x](low) CashCloseFr = Close CashClose = CashCloseTh ENDIF ENDIF return MAXIMO AS "LAST DAY MAX",MINIMO AS "LAST DAY LOW",CashClose as "Cash Close"

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  REM ESTABLISH MAX AND MIN EACH DAY OF WEEK IF TIME=160000 THEN base = 360 horaanterior = Time[1] periodo = 156000-horaanterior n = abs(round(periodo/100)) x = abs(round(base/n)) IF DAYOFWEEK=1 THEN MAXIMO = CashHighFr MINIMO = CashLowFr CashHighMo = Highest[x](high) CashLowMo = Lowest[x](low) CashCloseMo = Close CashClose = CashCloseFr ENDIF IF DAYOFWEEK=2 THEN MAXIMO = CashHighMo MINIMO = CashLowMo CashHighTu = Highest[x](high) CashLowTu = Lowest[x](low) CashCloseTu = Close CashClose = CashCloseMo ENDIF IF DAYOFWEEK=3 THEN MAXIMO = CashHighTu MINIMO = CashLowTu CashHighWe = Highest[x](high) CashLowWe = Lowest[x](low) CashCloseWe = Close CashClose = CashCloseTu ENDIF IF DAYOFWEEK=4 THEN MAXIMO = CashHighWe MINIMO = CashLowWe CashHighTh = Highest[x](high) CashLowTh = Lowest[x](low) CashCloseTh = Close CashClose = CashCloseWe ENDIF IF DAYOFWEEK=5 THEN MAXIMO = CashHighTh MINIMO = CashLowTh CashHighFr = Highest[x](high) CashLowFr = Lowest[x](low) CashCloseFr = Close CashClose = CashCloseTh ENDIF ENDIF return MAXIMO AS "LAST DAY MAX",MINIMO AS "LAST DAY LOW",CashClose as "Cash Close"

   

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  Adolfo

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  05/20/2016 at 6:08 AM #7432
  Dave Charles

  Thanks Adolfo!

  That is great and it works on any time frame!

  There is a little problem though, I just put it on the chart and it is a 1 day out, what I mean is that the high and low from Monday, instead of being shown on the Tuesday, is shown on the day after on the Wednesday.

  Is there an easy fix I tried fiddling with the code but couldn’t work it out? 🙂

  So on the picture the high, lows and close need to be a day earlier. Where the red lines are drawn.

  Thanks Adolfo, I am super appreciative of the effort you have put in!

  -Dave

  

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  05/20/2016 at 8:08 AM #7437
  Adolfo

  Yep Dave, you’re right… Gotta check it,  I’ll be back soon 🙂

  

  Adolfo

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  05/20/2016 at 8:39 AM #7442
  Adolfo

  Dave, after check it on my chart, didn’t find any error, here is the code and screenshot. Can you confirm we got the same?

  REM ESTABLISH MAX AND MIN EACH DAY OF WEEK IF TIME=160000 THEN base = 360 horaanterior = Time[1] periodo = 156000-horaanterior n = abs(round(periodo/100)) x = abs(round(base/n)) IF DAYOFWEEK=1 THEN MAXIMO = CashHighFr MINIMO = CashLowFr CashHighMo = Highest[x](high) CashLowMo = Lowest[x](low) CashCloseMo = Close CashClose = CashCloseFr ENDIF IF DAYOFWEEK=2 THEN MAXIMO = CashHighMo MINIMO = CashLowMo CashHighTu = Highest[x](high) CashLowTu = Lowest[x](low) CashCloseTu = Close CashClose = CashCloseMo ENDIF IF DAYOFWEEK=3 THEN MAXIMO = CashHighTu MINIMO = CashLowTu CashHighWe = Highest[x](high) CashLowWe = Lowest[x](low) CashCloseWe = Close CashClose = CashCloseTu ENDIF IF DAYOFWEEK=4 THEN MAXIMO = CashHighWe MINIMO = CashLowWe CashHighTh = Highest[x](high) CashLowTh = Lowest[x](low) CashCloseTh = Close CashClose = CashCloseWe ENDIF IF DAYOFWEEK=5 THEN MAXIMO = CashHighTh MINIMO = CashLowTh CashHighFr = Highest[x](high) CashLowFr = Lowest[x](low) CashCloseFr = Close CashClose = CashCloseTh ENDIF ENDIF return MAXIMO AS "LAST DAY MAX",MINIMO AS "LAST DAY LOW",CashClose as "Cash Close"

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  REM ESTABLISH MAX AND MIN EACH DAY OF WEEK IF TIME=160000 THEN base = 360 horaanterior = Time[1] periodo = 156000-horaanterior n = abs(round(periodo/100)) x = abs(round(base/n)) IF DAYOFWEEK=1 THEN MAXIMO = CashHighFr MINIMO = CashLowFr CashHighMo = Highest[x](high) CashLowMo = Lowest[x](low) CashCloseMo = Close CashClose = CashCloseFr ENDIF IF DAYOFWEEK=2 THEN MAXIMO = CashHighMo MINIMO = CashLowMo CashHighTu = Highest[x](high) CashLowTu = Lowest[x](low) CashCloseTu = Close CashClose = CashCloseMo ENDIF IF DAYOFWEEK=3 THEN MAXIMO = CashHighTu MINIMO = CashLowTu CashHighWe = Highest[x](high) CashLowWe = Lowest[x](low) CashCloseWe = Close CashClose = CashCloseTu ENDIF IF DAYOFWEEK=4 THEN MAXIMO = CashHighWe MINIMO = CashLowWe CashHighTh = Highest[x](high) CashLowTh = Lowest[x](low) CashCloseTh = Close CashClose = CashCloseWe ENDIF IF DAYOFWEEK=5 THEN MAXIMO = CashHighTh MINIMO = CashLowTh CashHighFr = Highest[x](high) CashLowFr = Lowest[x](low) CashCloseFr = Close CashClose = CashCloseTh ENDIF ENDIF return MAXIMO AS "LAST DAY MAX",MINIMO AS "LAST DAY LOW",CashClose as "Cash Close"

   

  

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  05/20/2016 at 9:04 AM #7449
  Dave Charles

  Hi Adolfo,

  I just uploaded your .itf file, and it is 24 hrs out 🙂 As soon as the session finishes the max and min should move to the high and low of the session that has just finished, but instead it goes to max and min of the session before.

  So Mondays max and min is on Wednesday’s session but it should be on Tuesdays 🙂

   

  Thanks 🙂

  

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  05/20/2016 at 9:19 AM #7450
  Adolfo

  Just to confirm, my charts are at GMT+2.

  So now, we got the new max and min changing at 16:00h, to lastday before. You mean they should change each new session (00:00 or intradaybarindex=0).

  Each new day, max, min and close should be: max-min between 10-16 and yesterday close, is it ok?

  

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  05/20/2016 at 9:56 AM #7451
  Adolfo

  Finally.. Got it!! :):):)… As far as it only works from 1m to 1h…

  REM ESTABLISH MAX AND MIN EACH DAY OF WEEK base = 360 periodo = 006000-horaanterior n = abs(round(periodo/100)) x = abs(round(base/n)) IF TIME=010000 THEN horaanterior = Time[1] endif IF DAYOFWEEK=1 THEN MAXIMO = CashHighFr MINIMO = CashLowFr CashClose = DClose(1) IF TIME = 160000 THEN CashHighMo = Highest[x](high) CashLowMo = Lowest[x](low) ENDIF ENDIF IF DAYOFWEEK=2 THEN MAXIMO = CashHighMo MINIMO = CashLowMo CashClose = DClose(1) IF TIME = 160000 THEN CashHighTu = Highest[x](high) CashLowTu = Lowest[x](low) ENDIF ENDIf IF DAYOFWEEK=3 THEN MAXIMO = CashHighTu MINIMO = CashLowTu CashClose = DClose(1) IF TIME = 160000 THEN CashHighWe = Highest[x](high) CashLowWe = Lowest[x](low) ENDIF ENDIF IF DAYOFWEEK=4 THEN MAXIMO = CashHighWe MINIMO = CashLowWe CashClose = DClose(1) IF TIME = 160000 THEN CashHighTh = Highest[x](high) CashLowTh = Lowest[x](low) ENDIF ENDIF IF DAYOFWEEK=5 THEN MAXIMO = CashHighTh MINIMO = CashLowTh CashClose = DClose(1) IF TIME = 160000 THEN CashHighFr = Highest[x](high) CashLowFr = Lowest[x](low) ENDIF ENDIF return MAXIMO AS "LAST DAY MAX",MINIMO AS "LAST DAY LOW",CashClose as "Cash Close"

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  REM ESTABLISH MAX AND MIN EACH DAY OF WEEK base = 360 periodo = 006000-horaanterior n = abs(round(periodo/100)) x = abs(round(base/n))   IF TIME=010000 THEN horaanterior = Time[1] endif   IF DAYOFWEEK=1 THEN MAXIMO = CashHighFr MINIMO = CashLowFr CashClose = DClose(1) IF TIME = 160000 THEN CashHighMo = Highest[x](high) CashLowMo = Lowest[x](low) ENDIF ENDIF   IF DAYOFWEEK=2 THEN MAXIMO = CashHighMo MINIMO = CashLowMo CashClose = DClose(1) IF TIME = 160000 THEN CashHighTu = Highest[x](high) CashLowTu = Lowest[x](low) ENDIF ENDIf   IF DAYOFWEEK=3 THEN MAXIMO = CashHighTu MINIMO = CashLowTu CashClose = DClose(1) IF TIME = 160000 THEN CashHighWe = Highest[x](high) CashLowWe = Lowest[x](low) ENDIF ENDIF   IF DAYOFWEEK=4 THEN MAXIMO = CashHighWe MINIMO = CashLowWe CashClose = DClose(1) IF TIME = 160000 THEN CashHighTh = Highest[x](high) CashLowTh = Lowest[x](low) ENDIF ENDIF   IF DAYOFWEEK=5 THEN MAXIMO = CashHighTh MINIMO = CashLowTh CashClose = DClose(1) IF TIME = 160000 THEN CashHighFr = Highest[x](high) CashLowFr = Lowest[x](low) ENDIF ENDIF   return MAXIMO AS "LAST DAY MAX",MINIMO AS "LAST DAY LOW",CashClose as "Cash Close"

   

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