Highest and Lowest of a number of candles: Programming support

• 06/17/2017 at 11:26 AM #38495
  Juan Salas

  Hi everyone,

  As you can see, I am new in PRT coding, and I am trying to determine the highest and lowest of the last 16 candles (M15) before 090000 to create a canal, but I don’t really know how to determine these values. I have tried with the function highest and lowest, but I have problems to determine the period from 050000 to 090000. I am feeling embarrassed because it is a simple problem compared to the level of programming I am seeing in the forum, but I would appreciate any help on this.

  Thanks in advance,

  Best, Juan

  

  Juan Salas

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  06/17/2017 at 12:01 PM #38498
  Despair

  if time=90000 then channelhigh=highest[16](high) channellow=lowest[16](low) endif

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  if time=90000 then   channelhigh=highest[16](high)   channellow=lowest[16](low) endif

  Maybe like this?

  

  Despair

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  06/17/2017 at 6:03 PM #38510
  Juan Salas

  Hi Despair,

  Thanks for your prompt reply. I am trying to build a very basic system for FOREX in which building a channel (16 candles of 15min) from 050000am to 090000am, and then wait until any candle after 09:00 breaks (with its candles’s close) the inferior (Lowest) or superior limit (Highest), with the idea to scalp 6-8 pips daily.

  The problem is that the channel seems to be attached to the price. In other words, that at 09:30, 09:45, 10:00, etc the system is still creating a channel with the previous 16 candles. Either that, or that I don’t know how to limit the number of operations.

  I am also trying to limit the operations to 1 a day from 090000 to 140000. But, I don’t know how to limit the entries (long or short) to just one. I have DEFPARAM CumulateORders=False, but the moment that one order is complete, it opens another one.

  I know this is too much to ask, but I am stuck here, trying to find the info on the Internet but the only place I receive any answers is here, from either Nicolas or you.

  Thanks so much in advance,

  Juan

  

  Juan Salas

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  06/17/2017 at 6:31 PM #38512
  Juan Salas

  Sending the code, I am sure I have screwed it up.

  

  Juan Salas

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  06/17/2017 at 8:11 PM #38519
  Juan Salas

  Hi everyone! Solved the Channel high and low. Thanks Despair. I think I wrote something wrong!!

  Just need to solve the one operation per day. Right now, the system launches one buy/sell after another. I would like to buy or sell on the breakout and that is. I am searching on the topics about this subject, so if anyone can redirect me, I would appreciated it.

  Thanks!!! 🙂

  Juan

  

  Juan Salas

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  06/17/2017 at 8:52 PM #38520
  enzo_52

  Hi guys, someone can help me?

  i would say to the TS :

  if i am LONG and time >= 020000 and time<= 040000 close the trade if the price is less then lowest of  ID pattern (high<high[1] and low>low[1]), if between  020000 and 040000 the condition witn ID pattern does not happened , close the trade at 030000

  thanks in advance

  Vincenzo

  

  enzo_52

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  06/17/2017 at 10:57 PM #38525
  Despair

  Juan: Post your code with the <> symbol here not as picture. Then i will fix it. 🙂

  

  Despair

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  06/18/2017 at 12:23 AM #38529
  Juan Salas

  // FOREX BREAKOUT-15 MIN // One order per day, from 09:00h. The system shuts-down at 14:00h Defparam cumulateorders = false //One Trade Per Day Once nbTrades = 0 Once tradesPerDay = 1 If Day<>Day[1] then nbTrades = 0 Else If (Not OnMarket[1] and OnMarket) xor (ShortOnMarket[1] and LongOnMarket) xor (LongOnMarket[1] and ShortOnMarket) then nbTrades = nbTrades + 1 Endif Endif If nbTrades < tradesPerDay then //End One Trade Per Day Code // Conditions Ctime = TIME > 090000 AND TIME < 140000 // Range between 0500h to 0900h IF TIME=090000 AND tradeok=1 THEN Channelhigh = Highest[16](high) Channellow = Lowest[16](low) ENDIF //No activity if the channel highest and lowest is >= 32 pips and <= 12 pips IF channelhigh-channellow>=32*pipsize OR channelhigh-channellow<= 12*pipsize THEN tradeok = 0 ELSE tradeok = 1 ENDIF //Conditions for long/short breakout entry IF NOT LONGONMARKET AND Ctime AND tradeok = 1 THEN IF close > channelhigh THEN BUY 1 CONTRACT AT MARKET ENDIF ENDIF IF NOT SHORTONMARKET AND Ctime AND tradeok = 1 THEN IF close < channellow THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF ENDIF ENDIF // Stop y profit SET STOP Loss 8*pipsize SET TARGET PROFIT 8*pipsize

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  // FOREX BREAKOUT-15 MIN // One order per day, from 09:00h. The system shuts-down at 14:00h Defparam cumulateorders = false   //One Trade Per Day Once nbTrades = 0 Once tradesPerDay = 1 If Day<>Day[1] then nbTrades = 0 Else If (Not OnMarket[1] and OnMarket) xor (ShortOnMarket[1] and LongOnMarket) xor (LongOnMarket[1] and ShortOnMarket) then nbTrades = nbTrades + 1 Endif Endif If nbTrades < tradesPerDay then //End One Trade Per Day Code   // Conditions Ctime = TIME > 090000 AND TIME < 140000 // Range between 0500h to 0900h IF TIME=090000 AND tradeok=1 THEN Channelhigh = Highest[16](high) Channellow = Lowest[16](low) ENDIF //No activity if the channel highest and lowest is >= 32 pips and <= 12 pips IF channelhigh-channellow>=32*pipsize OR channelhigh-channellow<= 12*pipsize THEN tradeok = 0 ELSE tradeok = 1 ENDIF   //Conditions for long/short breakout entry IF NOT LONGONMARKET AND Ctime AND tradeok = 1 THEN IF close > channelhigh THEN BUY 1 CONTRACT AT MARKET ENDIF ENDIF   IF NOT SHORTONMARKET AND Ctime AND tradeok = 1 THEN IF close < channellow THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF ENDIF ENDIF   // Stop y profit SET STOP Loss 8*pipsize SET TARGET PROFIT 8*pipsize

  Hi Despair,

  I am a little dumb today. I am trying to paste the code here as a text, but I got it in black/white, not coloured/linked as in PRT. My Mac does not convert the itf, and I follow the instructions of <> but it is still b/w. :(((((

  As I mentioned, this is my first code. Although I am reading the manuals, there are some specifics that are not mentioned anywhere.

  I am trying to build a simple FOREX Breakout system in TF=15′ with a channel from 05:00 to 09:00h, and then wait until the breakout, and wait for the close of the candle breaks the highest or lowest and will launch an order long or short depending the direction at the beginning of next bar. TP=8, SL=8, as you can see it is not very ambitious, but enough to start practising and learning the ropes.

  The most important is that I want this to happen just once a day. Once breaks and either win or loss, no more operations for the day. The system will shut-down at 14:00h, which gives plenty of room for one single trade. 

  Knowing how to program this simple task, will give me the resources to include other features or ideas in the future.

  The channel seems to work, although I have been trying to include the limitation of one trade per day, and I might screwed up again.

  Any suggestions will be welcome.

  I don’t know how to thank you for this!!! Thanks so much. I owe you big.

  Juan

  

  Juan Salas

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  06/18/2017 at 11:02 AM #38537
  Despair

  Channel Breakout

  Defparam cumulateorders = false // Conditions Ctime = TIME > 090000 AND TIME < 140000 and not onmarket // Range between 0500h to 0900h IF TIME=090000 THEN Channelhigh = Highest[16](high) Channellow = Lowest[16](low) ENDIF //No activity if the channel highest and lowest is >= 32 pips and <= 12 pips IF channelhigh-channellow>=32*pipsize OR channelhigh-channellow<= 12*pipsize THEN notrade=1 ELSE notrade=0 ENDIF IF Ctime and not notrade then c1=close crosses over channelhigh c2=close crosses under channellow IF C1 THEN BUY 1 contract at market notrade=1 ELSIF C2 THEN SELLSHORT 1 contract at market notrade=1 ENDIF ENDIF if time= 140000 then if longonmarket then sell at market elsif shortonmarket then exitshort at market endif endif // Stop y profit SET STOP PLoss 8*pipsize SET TARGET PPROFIT 8*pipsize

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  Defparam cumulateorders = false   // Conditions Ctime = TIME > 090000 AND TIME < 140000 and not onmarket // Range between 0500h to 0900h IF TIME=090000 THEN Channelhigh = Highest[16](high) Channellow = Lowest[16](low) ENDIF //No activity if the channel highest and lowest is >= 32 pips and <= 12 pips IF channelhigh-channellow>=32*pipsize OR channelhigh-channellow<= 12*pipsize THEN notrade=1 ELSE notrade=0 ENDIF IF Ctime and not notrade then c1=close crosses over channelhigh c2=close crosses under channellow IF C1 THEN    BUY 1 contract at market    notrade=1 ELSIF C2 THEN    SELLSHORT 1 contract at market    notrade=1 ENDIF ENDIF   if time= 140000 then   if longonmarket then     sell at market   elsif shortonmarket then     exitshort at market   endif endif   // Stop y profit SET STOP PLoss 8*pipsize SET TARGET PPROFIT 8*pipsize

  Hi Juan,

  I think the code above does what you want (I did not test it though). BTW If you prefer me to answer in german, write in the german forum. 🙂

  

  Despair

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  06/18/2017 at 11:22 AM #38538
  enzo_52

  enzo_52 wrote:

  Hi guys, someone can help me? i would say to the TS : if i am LONG and time >= 020000 and time<= 040000 close the trade if the price is less then lowest of ID pattern (high<high[1] and low>low[1]), if between 020000 and 040000 the condition witn ID pattern does not happened , close the trade at 030000 thanks in advance Vincenzo

  sorry, i do a correction :

  if i am LONG and time >= 020000 and time<= 040000 close the trade if the price is less then lowest of ID pattern (high<high[1] and low>low[1]), if between 020000 and 040000 the condition witn ID pattern does not happened , close the trade at 040000

  thanks in advance Vincenzo

  

  enzo_52

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  06/18/2017 at 11:44 AM #38540
  Juan Salas

  Hi Despair,

  Thanks a lot for the code and for your effort. I have tested and it seems to be better but all the operations are neutral. I have checked the graphics and all are neutral. And I still launch 2 or 3 buy/sell during the same day.

  In any case, thanks so much for your help. I think I can take it from here. I think it just needs some adjustments, and I hope will have by today or tomorrow. I will let you know the result.

  BTW, thanks for the German offer, but I am Spanish. Just moved to Hamburg few months ago for family reasons, and I am still have a very basic level of German 🙂

  Have a great day!

  Juan

  

  Juan Salas

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  06/18/2017 at 12:43 PM #38542
  Despair

  Breakout system

  Defparam cumulateorders = false // Conditions Ctime = TIME > 090000 AND TIME < 140000 and not onmarket // Range between 0500h to 0900h IF TIME=090000 THEN Channelhigh = Highest[16](high) Channellow = Lowest[16](low) //No activity if the channel highest and lowest is >= 32 pips and <= 12 pips IF channelhigh-channellow>=32*pipsize OR channelhigh-channellow<= 12*pipsize THEN notrade=1 ELSE notrade=0 ENDIF ENDIF IF Ctime and not notrade then c1=close crosses over channelhigh c2=close crosses under channellow IF C1 THEN BUY 1 contract at market notrade=1 ELSIF C2 THEN SELLSHORT 1 contract at market notrade=1 ENDIF ENDIF if time= 140000 then if longonmarket then sell at market elsif shortonmarket then exitshort at market endif endif // Stop y profit SET STOP PLoss 8*pipsize SET TARGET PPROFIT 8*pipsize

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  Defparam cumulateorders = false // Conditions Ctime = TIME > 090000 AND TIME < 140000 and not onmarket // Range between 0500h to 0900h IF TIME=090000 THEN   Channelhigh = Highest[16](high)   Channellow = Lowest[16](low)   //No activity if the channel highest and lowest is >= 32 pips and <= 12 pips   IF channelhigh-channellow>=32*pipsize OR channelhigh-channellow<= 12*pipsize THEN     notrade=1      ELSE     notrade=0    ENDIF ENDIF   IF Ctime and not notrade then c1=close crosses over channelhigh c2=close crosses under channellow IF C1 THEN    BUY 1 contract at market    notrade=1 ELSIF C2 THEN    SELLSHORT 1 contract at market    notrade=1 ENDIF ENDIF if time= 140000 then   if longonmarket then     sell at market   elsif shortonmarket then     exitshort at market   endif endif // Stop y profit SET STOP PLoss 8*pipsize SET TARGET PPROFIT 8*pipsize

   

  You are right, the one “endif” was at the wrong place. Now the code shall only take one trade per day.

  

  Despair

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  06/18/2017 at 4:18 PM #38555
  Juan Salas

  <pre class=”lang:probuilder decode:true “>// FOREX BREAKOUT
  // 15 MIN
  // One order per day, from 09:00h. The system shuts-down at 14:00h
  // Everyday Channel formation from 0500 to 0900 (Highest-Lowest)
  // Maximum-Minimum Channel Amplitude 32pips-12pips

  DEFPARAM CUMULATEORDERS = false

  // OPERATIONAL TIME
  DEFPARAM FLATBEFORE = 090000
  DEFPARAM FLATAFTER = 140000
  Operationaltime = TIME > 090000 AND TIME < 140000

  // ONE TRADE PER DAY. It resets the variable each new day
  IF INTRADAYBARINDEX = 0 THEN
  alreadytraded = 0
  ENDIF

  // RANGE between 0500h to 0900h
  IF TIME=090000 THEN
  channelhigh = Highest[16](high)
  channellow = Lowest[16](low)
  ENDIF

  // NO ACTIVITY if the channel highest and lowest is >= 32 pips and <= 12 pips
  IF channelhigh-channellow>=32*pipsize OR channelhigh-channellow<= 12*pipsize THEN
  tradeok=0
  ELSE
  tradeok=1
  ENDIF

  // BREAKOUT Conditions
  c1= close > channelhigh
  c2= close < channellow

  // LONG Positions-Opening
  IF Operationaltime AND tradeok = 1 AND c1 AND alreadytraded = 0 THEN
  BUY 1 CONTRACT AT MARKET
  tradeok = 0
  alreadytraded = 1
  ENDIF

  // SHORT Positions-Opening
  IF Operationaltime AND tradeok = 1 AND c2 AND alreadytraded = 0 THEN
  SELLSHORT 1 CONTRACT AT MARKET
  tradeok = 0
  alreadytraded = 1
  ENDIF

  // STOP & PROFIT
  SET STOP LOSS 8*pipsize
  SET TARGET PROFIT 8*pipsize

  Hi Despair,

  Now is working perfectly. I have included a different modification that I got from a past post from Nicolas and now only trades once a day.

  Thanks so much for your help!!!

  Juan

  

  Juan Salas

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  06/18/2017 at 4:21 PM #38556
  Juan Salas

  // FOREX BREAKOUT // 15 MIN // One order per day, from 09:00h. The system shuts-down at 14:00h // Everyday Channel formation from 0500 to 0900 (Highest-Lowest) // Maximum-Minimum Channel Amplitude 32pips-12pips DEFPARAM CUMULATEORDERS = false // OPERATIONAL TIME DEFPARAM FLATBEFORE = 090000 DEFPARAM FLATAFTER = 140000 Operationaltime = TIME > 090000 AND TIME < 140000 // ONE TRADE PER DAY. It resets the variable each new day IF INTRADAYBARINDEX = 0 THEN alreadytraded = 0 ENDIF // RANGE between 0500h to 0900h IF TIME=090000 THEN channelhigh = Highest[16](high) channellow = Lowest[16](low) ENDIF // NO ACTIVITY if the channel highest and lowest is >= 32 pips and <= 12 pips IF channelhigh-channellow>=32*pipsize OR channelhigh-channellow<= 12*pipsize THEN tradeok=0 ELSE tradeok=1 ENDIF // BREAKOUT Conditions c1= close > channelhigh c2= close < channellow // LONG Positions-Opening IF Operationaltime AND tradeok = 1 AND c1 AND alreadytraded = 0 THEN BUY 1 CONTRACT AT MARKET tradeok = 0 alreadytraded = 1 ENDIF // SHORT Positions-Opening IF Operationaltime AND tradeok = 1 AND c2 AND alreadytraded = 0 THEN SELLSHORT 1 CONTRACT AT MARKET tradeok = 0 alreadytraded = 1 ENDIF // STOP & PROFIT SET STOP LOSS 5*pipsize SET TARGET PROFIT 10*pipsize

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  // FOREX BREAKOUT // 15 MIN // One order per day, from 09:00h. The system shuts-down at 14:00h // Everyday Channel formation from 0500 to 0900 (Highest-Lowest) // Maximum-Minimum Channel Amplitude 32pips-12pips   DEFPARAM CUMULATEORDERS = false   // OPERATIONAL TIME DEFPARAM FLATBEFORE = 090000 DEFPARAM FLATAFTER = 140000 Operationaltime = TIME > 090000 AND TIME < 140000   // ONE TRADE PER DAY. It resets the variable each new day IF INTRADAYBARINDEX = 0 THEN alreadytraded = 0 ENDIF     // RANGE between 0500h to 0900h IF TIME=090000 THEN channelhigh = Highest[16](high) channellow = Lowest[16](low) ENDIF   // NO ACTIVITY if the channel highest and lowest is >= 32 pips and <= 12 pips IF channelhigh-channellow>=32*pipsize OR channelhigh-channellow<= 12*pipsize THEN tradeok=0 ELSE tradeok=1 ENDIF   // BREAKOUT Conditions c1= close > channelhigh c2= close < channellow   // LONG Positions-Opening IF Operationaltime AND tradeok = 1 AND c1 AND alreadytraded = 0 THEN BUY 1 CONTRACT AT MARKET tradeok = 0 alreadytraded = 1 ENDIF   // SHORT Positions-Opening IF Operationaltime AND tradeok = 1 AND c2 AND alreadytraded = 0 THEN SELLSHORT 1 CONTRACT AT MARKET tradeok = 0 alreadytraded = 1 ENDIF   // STOP & PROFIT SET STOP LOSS 5*pipsize SET TARGET PROFIT 10*pipsize

  I hope that now is coloured!!! 🙂

  

  Juan Salas

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