count bars since event

• 10/21/2024 at 12:05 PM #239293
  xpe74

  Hello, does anyone knows how to count the number of candles/bars since an event took place before the actual one. i’m trying to code and order based on 2 Ma crossing ”X ” bars/candles before the actual one /during the day .  is barindex and additional conditions usefull for that kind of code . Thanks for your help.

  

  xpe74

  Participant

  Topics: 2

  Replies: 9

  Been thanked: 0 times
  10/21/2024 at 4:45 PM #239299
  robertogozzi

  Use BarsSince (https://www.prorealcode.com/documentation/barssince/):

  myEvent = rsi[14] crosses over 50 myBar = barssince(myEvent) return myBar as "last occurence"

  1 2 3

  myEvent = rsi[14] crosses over 50 myBar   = barssince(myEvent) return myBar as "last occurence"

  Please select the correct language. I moved this topic from the French forum.

  3 users thanked author for this post.

  xpe74, Iván, druby

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17158

  Been thanked: 4045 times
  10/21/2024 at 9:11 PM #239310
  druby

  Hi Roberto, I was comparing  barsSince with a basic count and got some differing results.

  The count values presented regarding the true conditions are the same.

  However, the lines plotted are different.

  It appears that barsSince counts from the last count value of the last true condition, then jumps to the correct new count value level on next true condition.

  This means the  prior value [1],[2] etc wouldn’t be representing the correct prior values of the count.

  Is this the intended operation or is there something more to it.

   

  If using a basic count , the prior values are relevant between counts for prior values.

   

   

   

  // images - IG DAX German 40 DFB avg = average[34,0](close) c1 = close crosses over avg //------------------- XCOUNT xcount = xcount+1 if c1 then // true condition Vline drawvline(barindex)coloured("red",100)style(dottedline,1) // Xcount Value Label drawtext(xcount[0],barindex[1],50)anchor(bottom,index,yshift)coloured("aqua") m1xcount = xcount[1] drawtext("[ #m1xcount#]",barindex[2], 30)anchor(bottom,index,yshift)coloured("aqua") endif if c1 then xcount=0 xbar = barindex endif //------------------- BARSSINCE bs=barssince(c1,1) if c1 then // barsSince Value Label drawtext(bs,barindex[1],-50)anchor(top,index,yshift)coloured("violet") m1bs = bs[1] drawtext("[ #m1bs#]",barindex[2],-30)anchor(top,index,yshift)coloured("violet") endif // header Labels if barindex = 0 then drawtext("barsSince",0,-20)anchor(top,xshift,yshift)coloured("violet") drawtext("Xcount",0,20)anchor(bottom,xshift,yshift)coloured("aqua") endif return xcount coloured("aqua") as"Xcount",bs coloured("violet") as"barSince"//,xbar

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48

  // images - IG DAX German 40 DFB   avg = average[34,0](close) c1 = close crosses over avg     //------------------- XCOUNT xcount = xcount+1     if c1 then // true condition Vline drawvline(barindex)coloured("red",100)style(dottedline,1) // Xcount Value Label drawtext(xcount[0],barindex[1],50)anchor(bottom,index,yshift)coloured("aqua") m1xcount = xcount[1] drawtext("[ #m1xcount#]",barindex[2], 30)anchor(bottom,index,yshift)coloured("aqua") endif     if c1 then xcount=0 xbar = barindex endif         //------------------- BARSSINCE   bs=barssince(c1,1)   if c1 then // barsSince Value Label drawtext(bs,barindex[1],-50)anchor(top,index,yshift)coloured("violet") m1bs = bs[1] drawtext("[ #m1bs#]",barindex[2],-30)anchor(top,index,yshift)coloured("violet") endif     // header Labels if barindex = 0 then drawtext("barsSince",0,-20)anchor(top,xshift,yshift)coloured("violet") drawtext("Xcount",0,20)anchor(bottom,xshift,yshift)coloured("aqua")   endif   return xcount coloured("aqua") as"Xcount",bs coloured("violet") as"barSince"//,xbar

  1 user thanked author for this post.

  xpe74

  

  druby

  Participant

  Topics: 1

  Replies: 366

  Been thanked: 283 times
  10/22/2024 at 10:27 AM #239320
  robertogozzi

  This code works like a charm:

  avg = average[34,0](close) c1 = close crosses over avg IF c1 THEN Bar1 = BarsSince(c1) Bar2 = BarsSince(c1,1) IF Bar1 >= 0 THEN DrawarrowUP(BarIndex[Bar1],low[Bar1] * 0.995) coloured("LightBlue") ENDIF IF Bar2 >= 0 THEN DrawarrowUP(BarIndex[Bar2],low[Bar2] * 0.990) coloured("LightGreen") ENDIF ENDIF RETURN

  1 2 3 4 5 6 7 8 9 10 11 12 13

  avg = average[34,0](close) c1  = close crosses over avg IF c1 THEN    Bar1 = BarsSince(c1)    Bar2 = BarsSince(c1,1)    IF Bar1 >= 0 THEN       DrawarrowUP(BarIndex[Bar1],low[Bar1] * 0.995) coloured("LightBlue")    ENDIF    IF Bar2 >= 0 THEN       DrawarrowUP(BarIndex[Bar2],low[Bar2] * 0.990) coloured("LightGreen")    ENDIF ENDIF RETURN

   

  2 users thanked author for this post.

  Iván, xpe74

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17158

  Been thanked: 4045 times
  10/24/2024 at 1:48 PM #239418
  xpe74

  Bonjour merci pour les réponses, déjà intégrées dans le code. j’ai codé l’algo de manière à démarrer à 9h et terminer à 19h50 avec une clôture de trades ouvert automatique à 19h48 pour éviter de passer la nuit avec une position ouverte (margin broker) et voir le marché décaler dès l’ouverture.

  Le problème est (je n’ai pas trouvé la solution) que si le trend initial qui à ouvert le trade j-1 (que je ferme à 19h48 automatiquement) ne se termine pas obligatoirement à la clôture de marché et peut continuer jusqu’a deux heures du matin. Mon code est basé sur le croisement de 2 SMA (par exemple) mais si le croisement des SMA n’intervient pas à la clôture du marché mais le lendemain dans la nuit, ou juste après la réouverture du marché, je rate une partie des trades possibles dans la mesure ou l’algo attend un nouveau croisement.

  J’ai un bout de code qui utilise les condition Timeopen + not(onmarket) et SMA1 crosses over SMA2 ou SMA1 crosses under SMA2 mais cela ne fonctionne pas à la réouverture du marché avant qu’un croisement (de sma) ne se produise . Si vous avez une solution, je suis preneur..cordialement

  Hello, thank you for the answers, already integrated into the code. I coded the algo to start at 9am and end at 7:50pm with an automatic closing of open trades at 7:48pm to avoid spending the night with an open position (margin broker) and seeing the market shift as soon as it opens.

  The problem is (I haven’t found the solution) that if the initial trend that opened the trade j-1 (which I close at 7:48pm automatically) does not necessarily end at the market close and can continue until two in the morning. My code is based on the crossing of 2 SMAs (for example) but if the crossing of the SMAs does not occur at the market close but the next day during the night, or just after the market reopens, I miss some of the possible trades since the algo is waiting for a new crossing.

  I have a piece of code that uses the conditions Timeopen + not(onmarket) and SMA1 crosses over SMA2 or SMA1 crosses under SMA2 but it doesn’t work when the market reopens before a (sma) crossover occurs.
  If you have a solution, I’m interested..regards

  // order execution if timeopen then    if not(OnMarket) then       // ---------- Buy ----------       if Trend = 1 then // based on crossover conditions          if SMA1 crosses over SMA2 then             buy nshare contracts at market       SET TARGET $PROFIT profitvalue endif endif endif endif

  1 2 3 4 5 6 7 8 9 10 11 12

  // order execution if timeopen then    if not(OnMarket) then       // ---------- Buy ----------       if Trend = 1 then // based on crossover conditions          if SMA1 crosses over SMA2 then             buy nshare contracts at market             SET TARGET $PROFIT profitvalue          endif       endif    endif endif

  

  xpe74

  Participant

  Topics: 2

  Replies: 9

  Been thanked: 0 times
  10/24/2024 at 7:09 PM #239430
  robertogozzi

  You have chosen the English forum, please stick to it. Thanks 🙂

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17158

  Been thanked: 4045 times
  10/24/2024 at 8:04 PM #239432
  xpe74

  no problemo. Thanks and best regards

  

  xpe74

  Participant

  Topics: 2

  Replies: 9

  Been thanked: 0 times
  10/25/2024 at 3:34 PM #239466
  robertogozzi

  You need a variable to be used as a flag, so that when trading is off it still scans and sets its value to 1 whenever a crossover is detected. When trading resumes, you will check this flag and, if set, you can enter a trade without having to wait for the next crossover:

  // initialize the variable FLAG once Flag = 0 // when trading is OFF, detect any crossover and set FLAG accordingly if not timeopen and (Trend = 1) and (SMA1 crosses over SMA2) then Flag = 1 endif // clear FLAG whenever SMA1 crossews UNDER SMA2 if Flag then if (SMA1 crosses under SMA2) then Flag = 0 endif endif // order execution (for both cases) if (timeopen and not(OnMarket) and (Trend = 1) and (SMA1 crosses over SMA2)) OR Flag then buy nshare contracts at market SET TARGET $PROFIT profitvalue // clear FLAG flag = 0 endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22

  // initialize the variable FLAG once Flag = 0   // when trading is OFF, detect any crossover and set FLAG accordingly if not timeopen and (Trend = 1) and (SMA1 crosses over SMA2) then    Flag = 1 endif   // clear FLAG whenever SMA1 crossews UNDER SMA2 if Flag then    if (SMA1 crosses under SMA2) then       Flag = 0    endif endif   // order execution (for both cases) if (timeopen and not(OnMarket) and (Trend = 1) and (SMA1 crosses over SMA2)) OR Flag  then    buy nshare contracts at market    SET TARGET $PROFIT profitvalue    // clear FLAG    flag = 0 endif

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17158

  Been thanked: 4045 times
• Author
  Posts