Periods since close below Supertrend

• 08/13/2019 at 11:34 AM #104664
  Damian Lee

  Hi

  Looking to try and code to return number of periods since when the close crosses above (or below) the supertend, and then note the last value of the supertrend prior to the close crossing it. I can see the barindex and tradeindex but don’t know how to refer to any other condition.

  Thanks in advance 🙂

  

  Damian Lee

  Participant

  Topics: 1

  Replies: 1

  Been thanked: 0 times
  08/13/2019 at 11:59 AM #104667
  robertogozzi

  I moved your topic to ProOrder support, since you are referencing TRADEINDEX which is related to strategies.

  This is the code:

  ONCE CrossOVER = 0 ONCE CrossUNDER = 0 ONCE PrevClose = 0 MyST = Supertrend[3,10] IF CrossUNDER = 0 THEN IF close CROSSES UNDER MyST THEN PrevClose = close[1] CrossUNDER = BarIndex CrossOVER = 0 ENDIF ENDIF IF CrossOVER = 0 THEN IF close CROSSES OVER MyST THEN PrevClose = close[1] CrossUNDER = 0 CrossOVER = BarIndex ENDIF ENDIF

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

  ONCE CrossOVER  = 0 ONCE CrossUNDER = 0 ONCE PrevClose  = 0 MyST = Supertrend[3,10] IF CrossUNDER = 0 THEN    IF close CROSSES UNDER MyST THEN       PrevClose  = close[1]       CrossUNDER = BarIndex       CrossOVER  = 0    ENDIF ENDIF IF CrossOVER = 0 THEN    IF close CROSSES OVER MyST THEN       PrevClose  = close[1]       CrossUNDER = 0       CrossOVER  = BarIndex    ENDIF ENDIF

  Basically you have to keep track of the bar when the crossing occurs and, at the same time, save the value of the CLOSE prior to the crossing.

  Clear all values and flags when a reverse crossing occurs.

  At the end of the code, PREVCLOSE, if other than 0, will retaing the CLOSing price the candle before the crossing occurs.

  To tell how many bars have elapsed, in case CROSSOVER/UNDER > 0, just use the expression:

  ElapsedBars = (BarIndex - CrossOver) + 1 ElapsedBars = (BarIndex - CrossUnder) + 1

  1 2	ElapsedBars = (BarIndex - CrossOver)  + 1 ElapsedBars = (BarIndex - CrossUnder) + 1

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17188

  Been thanked: 4064 times
  08/13/2019 at 1:02 PM #104670
  Damian Lee

  Thank heaps for that.  Sooo much appreciated

  

  Damian Lee

  Participant

  Topics: 1

  Replies: 1

  Been thanked: 0 times
• Author
  Posts