Highest high and highest low of previous days and of specific schedules

This topic has 38 replies, 6 voices, and was last updated 5 years ago by robertogozzi.

Tagged: highest high, lowest low

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09/24/2018 at 7:05 PM #81236

PVPRO

Team

Can anyone help me to get code following requirement for time frame of 30 Minutes.

1 ) Highest of high of previous day bars for trading duration of 10.00 Am to 16.00PM

2) Lowest of lows of previous day bars for trading duration of 10.00 Am to 16.00PM

3) Highest of high of a day before previous day bars for trading duration of 10.00 Am to 16.00PM

4) Lowest of lows of a the day before previous day bars for trading duration of 10.00 Am to 16.00PM

5) same above information but for last 5 days.

Thanks.

PVPRO

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09/25/2018 at 7:12 AM #81251

Nicolas

This little snippet will plot lines for the last 5 days highest high and lowest low, calculated in a specific time range:

starthour = 100000
endhour = 160000

count = today-date

tcondition = time>=starthour and time<=endhour 

if count<=5 and count>0 then 
if tcondition then 
hh=max(hh,high)
ll=min(ll,low)
endif
if tcondition[1] and not tcondition then 
drawhline(hh) coloured(0,255,0)
drawhline(ll) coloured(255,0,0)
hh=0
ll=close*1000
endif
endif

return

starthour = 100000

endhour = 160000

count = today-date

tcondition = time>=starthour and time<=endhour

if count<=5 and count>0 then

if tcondition then

hh=max(hh,high)

ll=min(ll,low)

endif

if tcondition[1] and not tcondition then

drawhline(hh) coloured(0,255,0)

drawhline(ll) coloured(255,0,0)

hh=0

ll=close*1000

endif

return

Nicolas

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09/25/2018 at 1:57 PM #81284

PVPRO

Thanks a lot Nicolas.

I will run the code & update you.

Thanks.

PVPRO

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09/25/2018 at 7:23 PM #81297

PVPRO

Hi Nicolas

I pasted above code in Indicator & trading system – Indicator – New. Then added this indicator to US500 but I could not see any indicator. I mean I did not get any result.

aslo tried to use it code for strategy, but did not get any result. Appreciate if you could you please check at your end & guide me.

I actually need to use in the strategy for auto trading. So please advice.

Thanks.

PVPRO

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09/25/2018 at 8:01 PM #81300

PVPRO

Can I also know code for 1 day before yesterday? 2 day before yesterday? and so on?

Thanks.

PVPRO

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09/25/2018 at 8:50 PM #81304

Vonasi

PVPRO wrote:

I pasted above code in Indicator & trading system – Indicator – New. Then added this indicator to US500 but I could not see any indicator. I mean I did not get any result.

Click on the spanner in the corner of the chart that you want to add it to and add it directly to the chart rather than as a separate indicator window.

Vonasi

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09/26/2018 at 4:01 PM #81366

Nicolas

The code I made is working for the 5 previous days, as the way you wanted it to be. But I also realize that it would also count the weekend as trading days .. Tell me if it’s working as intended and then I’ll try to change the code to work around this problem.

Nicolas

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09/26/2018 at 7:11 PM #81383

PVPRO

Hi Nicolas

I used this code to program indicator and then tried adding it to the chart. But no results. I am new to Prorealtime. Appreciate if you. let me know the exact steps to follow. I am using 30min chart set for UK time (custom trading hours) i.e. 14.30 to 21.00 UK time for US500 chart.

Thanks.

PVPRO

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09/27/2018 at 8:59 AM #81414

Nicolas

The indicator doesn’t return any values but plot lines across the price chart. Please add it on price like the way Vonasi has told you. Example attached right now on DAX and SP500.

Nicolas

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09/29/2018 at 9:14 AM #81590

PVPRO

Hi Nicolas and Vonasi

Unfortunately I am unable to do and achieve what you advised. This is because I am too new to Prorealtime.

Please advice on stpes to get screen shots as per proreI am not interealtime forum requirement so that I can forward to step wise screen shots of what am doing wha6 what I get.

You certainly will then find out what wrong I am doing.

2 I am not interested in showing my original requirement (lowest low & highest high of of last 5 days for specific time frame) on chart. I need code for it to use those value in trading strategy. Appreciate to have the code to get that information. If you ue Graph function to get those value it will be useful for me to verify the results.

Thanks

PVPRO

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09/29/2018 at 12:11 PM #81593

Vonasi

PVPRO wrote:

I am not interested in showing my original requirement (lowest low & highest high of of last 5 days for specific time frame) on chart. I need code for it to use those value in trading strategy.

You have posted your request in the ProBuilder forum which is a forum to discuss indicators and not strategies. This is why Nicolas has provided code to display the lines on a chart as an indicator and not code that can be used in a strategy.

Please try to post in the correct forum with future requests as it saves a lot of time and confusion.

Topic now moved to the ProOrder forum.

Vonasi

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09/29/2018 at 12:50 PM #81595

Vonasi

You could try something like this in a strategy:

starthour = 100000
endhour = 160000
 
if time = starthour then
hh2 = hh1
hh1 = hh
hh = close
ll2 = ll1
ll1 = ll
ll = close * 1000
endif

if time >= starthour and time <= endhour then
hh = max(hh, high)
ll = min(ll, low)
endif

starthour = 100000

endhour = 160000

if time = starthour then

hh2 = hh1

hh1 = hh

hh = close

ll2 = ll1

ll1 = ll

ll = close * 1000

endif

if time >= starthour and time <= endhour then

hh = max(hh, high)

ll = min(ll, low)

endif

HH1 = highest high 1 day ago between start time and finish time

LL1 = lowest low 1 day ago between start time and finish time

HH2 = highest high 2 days ago between start time and finish time

LL2 = lowest low 2 days ago between start time and finish time

Only works on 1 hour or faster charts.

Vonasi

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09/29/2018 at 7:07 PM #81610

PVPRO

Hi Vonasi

It is working. Great. Thanks a lot.

Could you please further advice on code modification for below modified requirement.

HH1 = highest high 1 day ago between start time = a and finish time = b

LL1 = lowest low 1 day ago between start time = a and finish time = b

HH2 = highest high 2 days ago between start time = c and finish time d

LL2 = lowest low 2 days ago between start time = c and finish time = d

I mean HH1, LL1 and HH2 LL2 for different time frames for previous & day before previous.

Thanks.

PVPRO

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09/29/2018 at 8:34 PM #81611

Vonasi

Just put two versions of the same code in your strategy but modify the variable names in the second version then you can select whichever set of results from each day that you want.

starthour = 100000 //a
endhour = 160000 //b
 
if time = starthour then
hh2 = hh1
hh1 = hh
hh = close
ll2 = ll1
ll1 = ll
ll = close * 1000
endif
 
if time >= starthour and time <= endhour then
hh = max(hh, high)
ll = min(ll, low)
endif

starthour2 = 110000 //c
endhour2 = 150000 //d
 
if time = starthour2 then
2hh2 = 2hh1
2hh1 = 2hh
2hh = close
2ll2 = 2ll1
2ll1 = 2ll
2ll = close * 1000
endif
 
if time >= starthour2 and time <= endhour2 then
2hh = max(2hh, high)
2ll = min(2ll, low)
endif

starthour = 100000 //a

endhour = 160000 //b

if time = starthour then

hh2 = hh1

hh1 = hh

hh = close

ll2 = ll1

ll1 = ll

ll = close * 1000

endif

if time >= starthour and time <= endhour then

hh = max(hh, high)

ll = min(ll, low)

endif

starthour2 = 110000 //c

endhour2 = 150000 //d

if time = starthour2 then

2hh2 = 2hh1

2hh1 = 2hh

2hh = close

2ll2 = 2ll1

2ll1 = 2ll

2ll = close * 1000

endif

if time >= starthour2 and time <= endhour2 then

2hh = max(2hh, high)

2ll = min(2ll, low)

endif

HH1 = highest high 1 day ago between start time = a and finish time = b

LL1 = lowest low 1 day ago between start time = a and finish time = b

2HH2 = highest high 2 days ago between start time = c and finish time d

2LL2 = lowest low 2 days ago between start time = c and finish time = d

Vonasi

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10/03/2018 at 6:31 PM #81858

PVPRO

Hi Vonasi

It is working. Thanks a lot for your support.

I am working on strategy. I have selected US500 with custom trading hours (143000 – 210000) UK time as seen on my charts in UAE.

The condition satisfied end of the day at 210000, open a trade at 120000 midnight UK time instead of opening next day at 1430000.

I want that condition satisfied end of the day on custom trading hours (in my case at 210000 UK time) to open trade next day at opening of customer trading hours (in my case at 1430000 UK time).

Can you please advice on code to achieve above requirement.

Thanks.

PVPRO

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