Probable issue with DLow(1) ?

Forums ProRealTime English forum ProBuilder support Probable issue with DLow(1) ?

Viewing 13 posts - 1 through 13 (of 13 total)
  • #124013

    Seems to have inconsistent value return with DHigh(1).

    My test code as below…

    Details:
    Instrument in question: ZNXXXX
    Date of daily bar in question: 19-Feb-2020. DLow(1) returned value 130.766 (please see fig 1).
    Bar low shown by cursor details for bar dated 18-Feb-2020 is 130.875 (please see fig 2).
    Outcomes I am expecting is that both scenario should show value of 130.875.
    This behaviour can be replicated across multiple Futures tickers.
    Suggestion to over come this issue will be much appreciated.
    Thanks in advance.
    Best regards,
    GC
    #124019

    Gordon Chow – Welcome to the forums. Please always use the ‘Insert PRT Code’ button when posting code to make it more readable for others. I have tidied up your post. 🙂

     

    1 user thanked author for this post.
    #124032

    DLow is a constant that return the Nth daily Low of the market with the official market hours. Have you changed the market hours (with the custom market hours menu?) or hide the weekend data?

    1 user thanked author for this post.
    #124052

    Fig 3 shows  the current settings.

    I did not fiddle with any of the market hours.

    Is there anything that I should adjust?

    Thank you!

     

    #124058

    You should change the UTC to use the time zone of that market (UTC-5).

    1 user thanked author for this post.
    #124190

    Do you mean like fig 4?

    I tried with this setting, applied the change, close the application and saved the template on the way out, restarted the app.

    Outcome is the same as fig 1 and fig 2 described in my original post.

    #124192

    I did a further analysis, outcome as per fig 5.

    Seems like there is a disjoint from bar 27-Feb-2020 onwards, travel back through the history.

    I did not see this disjoint moving forward from bar 28-Feb-2020 to bar 31-Mar-2020.

    Thank you!

    #124209

    Please try to use the local market time by choosing these options:

    Use different time zones for different markets as specified below:

    Use the local market time zone (UTC+/- x)

    and see what happen!

    #124232

    Hi,

    Please see fig 6 for time zone settings as per my understanding of your instruction.

    Please see fig 7 for the outcome – disjoint still happened between DLow(1) and Cursor Detail Bar Low, starting from 27-Feb-2020 moving back into the history.

    Thanks!

    #126018

    Hi,

    Is there going to be any more update on this, or it will be left as it is?

    This behaviour is only replicated on Futures tickers and not any of the FOREX SPOT tickers.

    Thank you.

    #126033

    I’m trying to get useful information. I will be back here when I’ll know more.

    #126064

    The next platform update should resolve the issue. It is already fixed in pre-production version.

    #126092

    Thank you so much for closing the loop. Take care and stay safe!

Viewing 13 posts - 1 through 13 (of 13 total)

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