Probable issue with DLow(1) ?
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- This topic has 12 replies, 3 voices, and was last updated 4 years ago by Gordon Chow.
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03/31/2020 at 3:45 AM #124013
Seems to have inconsistent value return with DHigh(1).
My test code as below…
1234lastBarLow=DLow(1)thisBarLow=Dlow(0)return lastBarLow as "lastBarLow", thisBarLow as "thisBarLow"Details:Instrument in question: ZNXXXXDate 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,GC03/31/2020 at 7:59 AM #124019Gordon 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.
03/31/2020 at 8:46 AM #124032DLow 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?
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03/31/2020 at 10:58 AM #124052Fig 3 shows the current settings.
I did not fiddle with any of the market hours.
Is there anything that I should adjust?
Thank you!
03/31/2020 at 11:39 AM #124058You should change the UTC to use the time zone of that market (UTC-5).
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04/01/2020 at 1:35 AM #124190Do 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.
04/01/2020 at 2:12 AM #124192I 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!
04/01/2020 at 9:25 AM #12420904/01/2020 at 12:02 PM #124232Hi,
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!
04/14/2020 at 5:18 AM #126018Hi,
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.
04/14/2020 at 8:44 AM #12603304/14/2020 at 11:44 AM #12606404/14/2020 at 1:57 PM #126092Thank you so much for closing the loop. Take care and stay safe!
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