Smart money indicator (using Arrays)

• 07/17/2023 at 7:34 PM #217792
  Monochrome

  Kindly requesting help with my code. I’m trying to create a smart money indicator similar to the ones found on the marketplace.

  My goal is to use it for automated trading strategies, so I attempted to make one myself so i can customise it.

  Basically, I want to draw rectangles on the chart to mark the gaps.eg where the low is lower than the previous two lows, and vice versa for the highs.

  I’m struggling to get anything to show up on the chart. Its always blank.

  Beyond the basic Conditional IFs, im a noob with arrays and loops. Ive been trying to learn arrays from the material on the forum. Tried chatgpt aisstance as well.

  Here’s what I’ve got so far:

  DEFPARAM DrawOnLastBarOnly = True ONCE Elements = 50 IF BarIndex = 0 THEN FOR i = 0 TO Elements $LowGapsTop[i] = undefined $LowGapsBottom[i] = undefined $HighGapsTop[i] = undefined $HighGapsBottom[i] = undefined $GapStart[i] = undefined $GapEnd[i] = undefined $LowGapFilled[i] = undefined $HighGapFilled[i] = undefined NEXT ENDIF // Identify and store low gaps IF Low < Min(Low[1], Low[2]) THEN $LowGapsTop[LastSet($LowGapsTop) + 1] = Min(Low[1], Low[2]) $LowGapsBottom[LastSet($LowGapsBottom) + 1] = Low $GapStart[LastSet($GapStart) + 1] = BarIndex $LowGapFilled[LastSet($LowGapFilled) + 1] = 0 ENDIF // Identify and store high gaps IF High > Max(High[1], High[2]) THEN $HighGapsTop[LastSet($HighGapsTop) + 1] = Max(High[1], High[2]) $HighGapsBottom[LastSet($HighGapsBottom) + 1] = High $GapStart[LastSet($GapStart) + 1] = BarIndex $HighGapFilled[LastSet($HighGapFilled) + 1] = 0 ENDIF // Loop over all identified gaps and draw rectangles if they have not been filled FOR i = 0 TO Elements DO // Check if the low gap has been filled IF IsSet($LowGapsBottom[i]) = 1 and Low < $LowGapsBottom[i] AND $LowGapFilled[i] = 0 THEN $GapEnd[i] = BarIndex $LowGapFilled[i] = 1 ENDIF // Check if the high gap has been filled IF IsSet($HighGapsTop[i]) = 1 and High > $HighGapsTop[i] AND $HighGapFilled[i] = 0 THEN $GapEnd[i] = BarIndex $HighGapFilled[i] = 1 ENDIF // If the low gap is not filled, draw a rectangle IF IsSet($LowGapsBottom[i]) = 1 and $LowGapFilled[i] = 0 THEN DRAWRECTANGLE($GapStart[i], $LowGapsTop[i], BarIndex, $LowGapsBottom[i]) COLOURED(255,0,0,50) ENDIF // If the high gap is not filled, draw a rectangle IF IsSet($HighGapsTop[i]) = 1 and $HighGapFilled[i] = 0 THEN DRAWRECTANGLE($GapStart[i], $HighGapsBottom[i], BarIndex, $HighGapsTop[i]) COLOURED(0,255,0,50) ENDIF NEXT RETURN

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  DEFPARAM DrawOnLastBarOnly = True   ONCE Elements = 50   IF BarIndex = 0 THEN FOR i = 0 TO Elements $LowGapsTop[i] = undefined $LowGapsBottom[i] = undefined $HighGapsTop[i] = undefined $HighGapsBottom[i] = undefined $GapStart[i] = undefined $GapEnd[i] = undefined $LowGapFilled[i] = undefined $HighGapFilled[i] = undefined NEXT ENDIF   // Identify and store low gaps IF Low < Min(Low[1], Low[2]) THEN $LowGapsTop[LastSet($LowGapsTop) + 1] = Min(Low[1], Low[2]) $LowGapsBottom[LastSet($LowGapsBottom) + 1] = Low $GapStart[LastSet($GapStart) + 1] = BarIndex $LowGapFilled[LastSet($LowGapFilled) + 1] = 0 ENDIF   // Identify and store high gaps IF High > Max(High[1], High[2]) THEN $HighGapsTop[LastSet($HighGapsTop) + 1] = Max(High[1], High[2]) $HighGapsBottom[LastSet($HighGapsBottom) + 1] = High $GapStart[LastSet($GapStart) + 1] = BarIndex $HighGapFilled[LastSet($HighGapFilled) + 1] = 0 ENDIF   // Loop over all identified gaps and draw rectangles if they have not been filled FOR i = 0 TO Elements DO   // Check if the low gap has been filled IF IsSet($LowGapsBottom[i]) = 1 and Low < $LowGapsBottom[i] AND $LowGapFilled[i] = 0 THEN $GapEnd[i] = BarIndex $LowGapFilled[i] = 1 ENDIF   // Check if the high gap has been filled IF IsSet($HighGapsTop[i]) = 1 and High > $HighGapsTop[i] AND $HighGapFilled[i] = 0 THEN $GapEnd[i] = BarIndex $HighGapFilled[i] = 1 ENDIF      // If the low gap is not filled, draw a rectangle IF IsSet($LowGapsBottom[i]) = 1 and $LowGapFilled[i] = 0 THEN DRAWRECTANGLE($GapStart[i], $LowGapsTop[i], BarIndex, $LowGapsBottom[i]) COLOURED(255,0,0,50) ENDIF   // If the high gap is not filled, draw a rectangle IF IsSet($HighGapsTop[i]) = 1 and $HighGapFilled[i] = 0 THEN DRAWRECTANGLE($GapStart[i], $HighGapsBottom[i], BarIndex, $HighGapsTop[i]) COLOURED(0,255,0,50) ENDIF   NEXT   RETURN

   

  Appreciate any help

  

  Monochrome

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  07/18/2023 at 4:18 AM #217801
  robertogozzi

  Replace (empty) line 33 with:

  Elements = max(LastSet($HighGapsTop),LastSet($LowGapsTop))

  1	Elements = max(LastSet($HighGapsTop),LastSet($LowGapsTop))

   

  1 user thanked author for this post.

  Monochrome

  

  robertogozzi

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  07/18/2023 at 12:26 PM #217832
  Monochrome

  Thank you Roberto. I add the line of code and it started showing some drawings but not exactly what I wanted.

  I still dont understand the logic behind it, if you could explain it I would be very grateful. I have no prev coding knowledge and really want to understand how it works.

  Regarding the code. Its drawing the rectangles well before the intended start. Please see attached screenshot.

  Greatly appreciate the time you are taking to help me.

   

   

  

  Monochrome

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  07/18/2023 at 1:30 PM #217836
  robertogozzi

  It’s because of LastSet, which allows you to add new elemets to an arry without caring about how many elements have already been creted. With that instruction, lines 5-16 are useless, as they build the first 51 elelements, so that when you start adding elemnts they will start from the 52nd, i.e. element 51.

  Since you loop through the first 51 elemts in lines 35-59, you will only scan the empty elements created in lines 5-16.

  My addition will check what is the highest number of elemnts, so that ALL elements are scanned.

  Actually line 35 could be written as:

  FOR i = 50 TO Elements DO

  1	FOR i = 50 TO Elements DO

  just to skip the first unused elements (or you can get rid of lines 3-16.

  I have never used LastSet myself, as I always keep track of how many elements I have created. And I usually prefer using a fixed number of elements.

  To keep a fixed number of elements tou would need to change the code quite a lot, to store new elements when need,, but, BEFORE adding a new one you should always shift the last N-1 elelents one place, to make room for the new one.

  If you need only the last 50 elements, then create (as you have done) ALL those 50 elements at the very first bar, then use elemenbt 50 as the current one, but before replacing the old data with the new one in element 50, you should shift the first 49 elemnts one place, so that element 2 is copied to element 1 (thus losing the oldest elelemt) until you finish copying elelent 50 to element 49. At that point you can set element 50 with the new datum.

  When you scan the whole arrayto be plotted, you will allways plot 50 elements.

   

   

   

  

  robertogozzi

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  07/18/2023 at 2:45 PM #217838
  Monochrome

  You are right, i didnt need to initialise the array.

  What is the advantage to not using LASTSET. It seems like a lot of work to keep rearranging the array. I believe i read somewhere on the forum the array can hold 1million values.

  If its computation can i just not use – DEFPARAM CalculateOnLastBars

  My goal is to first develop the indicator. Than i can try to get the array values eg lowest low in the last 200 bars thats not been filled or something along those lines to develop a strategy.

  I think my current code isnt save the barindex on which the value gap is detected. Its drawing the rectangle well into the previous bars.

  Any advice how i can can get it too look like this ? ( attached picture)

  

  Monochrome

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  07/18/2023 at 3:44 PM #217842
  Monochrome

  This is as far as i got.

  Its racking my brains.

  I managed to get the lower gaps to somewhat work. But the highgaps isnt working at all.

  No idea on how to make the boxes smooth.

  DEFPARAM DrawOnLastBarOnly = false DEFPARAM CalculateOnLastBars = 200 Once Elements = 0 // Identify and store low gaps IF Low < Min(Low[1], Low[2]) THEN $LowGapsTop[LastSet($LowGapsTop) + 1] = Min(Low[1], Low[2]) $LowGapsBottom[LastSet($LowGapsBottom) + 1] = Low $GapStartLow[LastSet($GapStartLow) + 1] = BarIndex $LowGapFilled[LastSet($LowGapFilled) + 1] = 0 ENDIF // Identify and store high gaps IF High > Max(High[1], High[2]) THEN $HighGapsTop[LastSet($HighGapsTop) + 1] = Max(High[1], High[2]) $HighGapsBottom[LastSet($HighGapsBottom) + 1] = High $GapStartHigh[LastSet($GapStartHigh) + 1] = BarIndex $HighGapFilled[LastSet($HighGapFilled) + 1] = 0 ENDIF Elements = max(LastSet($HighGapsTop),LastSet($LowGapsTop)) // Loop over all identified gaps and draw rectangles if they have not been filled FOR i = 0 TO Elements DO // Check if the low gap has been filled IF IsSet($LowGapsBottom[i]) = 1 and Low < $LowGapsBottom[i] AND $LowGapFilled[i] = 0 THEN $GapEnd[i] = BarIndex $LowGapFilled[i] = 1 ENDIF // Check if the high gap has been filled IF IsSet($HighGapsTop[i]) = 1 and High > $HighGapsTop[i] AND $HighGapFilled[i] = 0 THEN $GapEnd[i] = BarIndex $HighGapFilled[i] = 1 ENDIF // If the low gap is not filled, draw a rectangle IF IsSet($LowGapsBottom[i]) = 1 and $LowGapFilled[i] = 0 THEN DRAWRECTANGLE($GapStartLow[i], min(low,$LowGapsTop[i]), BarIndex, $LowGapsBottom[i]) coloured("blue",80) bordercolor("black") ENDIF // If the high gap is not filled, draw a rectangle IF IsSet($HighGapsTop[i]) = 1 and $HighGapFilled[i] = 0 THEN DRAWRECTANGLE($GapStartHigh[i], $HighGapsBottom[i], BarIndex, $HighGapsTop[i]) coloured("red",80) bordercolor("black") ENDIF NEXT RETURN

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  DEFPARAM DrawOnLastBarOnly = false DEFPARAM CalculateOnLastBars = 200   Once Elements = 0   // Identify and store low gaps IF Low < Min(Low[1], Low[2]) THEN $LowGapsTop[LastSet($LowGapsTop) + 1] = Min(Low[1], Low[2]) $LowGapsBottom[LastSet($LowGapsBottom) + 1] = Low $GapStartLow[LastSet($GapStartLow) + 1] = BarIndex $LowGapFilled[LastSet($LowGapFilled) + 1] = 0   ENDIF   // Identify and store high gaps IF High > Max(High[1], High[2]) THEN $HighGapsTop[LastSet($HighGapsTop) + 1] = Max(High[1], High[2]) $HighGapsBottom[LastSet($HighGapsBottom) + 1] = High $GapStartHigh[LastSet($GapStartHigh) + 1] = BarIndex $HighGapFilled[LastSet($HighGapFilled) + 1] = 0 ENDIF   Elements = max(LastSet($HighGapsTop),LastSet($LowGapsTop))     // Loop over all identified gaps and draw rectangles if they have not been filled FOR i = 0 TO Elements DO   // Check if the low gap has been filled IF IsSet($LowGapsBottom[i]) = 1 and Low < $LowGapsBottom[i] AND $LowGapFilled[i] = 0 THEN $GapEnd[i] = BarIndex $LowGapFilled[i] = 1 ENDIF   // Check if the high gap has been filled IF IsSet($HighGapsTop[i]) = 1 and High > $HighGapsTop[i] AND $HighGapFilled[i] = 0 THEN $GapEnd[i] = BarIndex $HighGapFilled[i] = 1 ENDIF      // If the low gap is not filled, draw a rectangle IF IsSet($LowGapsBottom[i]) = 1 and $LowGapFilled[i] = 0 THEN DRAWRECTANGLE($GapStartLow[i], min(low,$LowGapsTop[i]), BarIndex, $LowGapsBottom[i]) coloured("blue",80) bordercolor("black") ENDIF   // If the high gap is not filled, draw a rectangle IF IsSet($HighGapsTop[i]) = 1 and $HighGapFilled[i] = 0 THEN DRAWRECTANGLE($GapStartHigh[i], $HighGapsBottom[i], BarIndex, $HighGapsTop[i]) coloured("red",80) bordercolor("black") ENDIF     NEXT     RETURN

   

  

  Monochrome

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  07/19/2023 at 4:16 AM #217857
  Monochrome

  Spent a few hours but i managed to make something that sort of resembles what I wanted.

  I cant waste anymore time or brain power on this. Im gonna shelf it for the time being and work on it another time.

  Please if any expert coders could help me out. This indicator is a useful leanring exp for anyone starting and could be a good addition to the library.

  DEFPARAM DrawOnLastBarOnly = true DEFPARAM CalculateOnLastBars = 2000 // Identify and store high gaps IF High > Max(High[1], High[2]) THEN $HighGapsTop[LastSet($HighGapsTop) + 1] = Max(High[1], High[2]) $HighGapsBottom[LastSet($HighGapsBottom) + 1] = High $GapStartHigh[LastSet($GapStartHigh) + 1] = BarIndex $HighGapStatus[LastSet($HighGapStatus) + 1] = 0 $GapEndHigh[LastSet($GapEndHigh) + 1] = 0 $GapFilledHigh[LastSet($GapFilledHigh) + 1] = 0 ENDIF // Identify and store low gaps IF Low < Min(Low[1], Low[2]) THEN $LowGapsTop[LastSet($LowGapsTop) + 1] = Min(Low[1], Low[2]) $LowGapsBottom[LastSet($LowGapsBottom) + 1] = Low $GapStartLow[LastSet($GapStartLow) + 1] = BarIndex $LowGapStatus[LastSet($LowGapStatus) + 1] = 0 $GapEndLow[LastSet($GapEndLow) + 1] = 0 $GapFilledLow[LastSet($GapFilledLow) + 1] = 0 ENDIF // GAP status // 0 for not filled // 1 for filled upwards (High crosses over $HighGapsTop[i] and Low < $HighGapsBottom[i]) // 2 for filled downwards (Low crosses under $HighGapsBottom[i] and High > $HighGapsTop[i]) // 3 for partially filled upwards (High > $HighGapsBottom[i] and High < $HighGapsTop[i]) // 4 for partially filled downwards (Low > $HighGapsBottom[i] and Low < $HighGapsTop[i]) // 5 for filled upwards (Low crosses under $LowGapsBottom[i] and High > $LowGapsTop[i]) // 6 for filled downwards (High crosses over $LowGapsTop[i] and Low < $LowGapsBottom[i]) // 7 for partially filled upwards (Low > $LowGapsBottom[i] and Low < $LowGapsTop[i]) // 8 for partially filled downwards (High > $LowGapsBottom[i] and High < $LowGapsTop[i]) Elements = max(LastSet($LowGapsTop), LastSet($LowGapsTop)) // Loop over all identified gaps and draw rectangles if they have not been filled FOR i = 0 TO Elements DO // High gaps IF High > $HighGapsTop[i] AND Low < $HighGapsBottom[i] AND $GapFilledHigh[i] = 0 THEN // Gap Status 1 $GapFilledHigh[i] = 1 $HighGapStatus[i] = 1 $GapEndHigh[i] = BarIndex ELSIF Low < $HighGapsBottom[i] AND High > $HighGapsTop[i] AND $GapFilledHigh[i] = 0 THEN // Gap Status 2 $GapFilledHigh[i] = 1 $HighGapStatus[i] = 2 $GapEndHigh[i] = BarIndex ELSIF High > $HighGapsBottom[i] AND High < $HighGapsTop[i] AND $GapFilledHigh[i] = 0 THEN // Gap Status 3 barhigh = High $HighGapsTop[i] = Max(High, barhigh) $HighGapStatus[i] = 3 $GapEndHigh[i] = BarIndex ELSIF Low > $HighGapsBottom[i] AND Low < $HighGapsTop[i] AND $GapFilledHigh[i] = 0 THEN // Gap Status 4 barlow = Low $HighGapsBottom[i] = Min(Low, barlow) $HighGapStatus[i] = 4 $GapEndHigh[i] = BarIndex ENDIF // Low gaps IF Low < $LowGapsBottom[i] AND High > $LowGapsTop[i] AND $GapFilledLow[i] = 0 THEN // Gap Status 5 $LowGapStatus[i] = 5 $GapEndLow[i] = BarIndex $GapFilledLow[i] = 1 ELSIF High > $LowGapsTop[i] AND Low < $LowGapsBottom[i] AND $GapFilledLow[i] = 0 THEN // Gap Status 6 $LowGapStatus[i] = 6 $GapEndLow[i] = BarIndex $GapFilledLow[i] = 1 ELSIF Low > $LowGapsBottom[i] AND Low < $LowGapsTop[i] AND $GapFilledLow[i] = 0 THEN // Gap Status 7 barlow = Low $LowGapsTop[i] = Min(Low, barlow) $LowGapStatus[i] = 7 $GapEndLow[i] = BarIndex ELSIF High > $LowGapsBottom[i] AND High < $LowGapsTop[i] AND $GapFilledLow[i] = 0 THEN // Gap Status 8 barhigh = High $LowGapsBottom[i] = Max(High, barhigh) $LowGapStatus[i] = 8 $GapEndLow[i] = BarIndex ENDIF IF $HighGapStatus[i] <> 0 THEN DRAWRECTANGLE($GapStartHigh[i], $HighGapsTop[i], $GapEndHigh[i], $HighGapsBottom[i]) coloured("red", 20) bordercolor("black", 20) ENDIF IF $LowGapStatus[i] <> 0 THEN DRAWRECTANGLE($GapStartLow[i], $LowGapsTop[i], $GapEndLow[i], $LowGapsBottom[i]) coloured("blue", 20) bordercolor("black", 20) ENDIF NEXT RETURN

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  DEFPARAM DrawOnLastBarOnly = true DEFPARAM CalculateOnLastBars = 2000   // Identify and store high gaps IF High > Max(High[1], High[2]) THEN $HighGapsTop[LastSet($HighGapsTop) + 1] = Max(High[1], High[2]) $HighGapsBottom[LastSet($HighGapsBottom) + 1] = High $GapStartHigh[LastSet($GapStartHigh) + 1] = BarIndex $HighGapStatus[LastSet($HighGapStatus) + 1] = 0 $GapEndHigh[LastSet($GapEndHigh) + 1] = 0 $GapFilledHigh[LastSet($GapFilledHigh) + 1] = 0 ENDIF   // Identify and store low gaps IF Low < Min(Low[1], Low[2]) THEN $LowGapsTop[LastSet($LowGapsTop) + 1] = Min(Low[1], Low[2]) $LowGapsBottom[LastSet($LowGapsBottom) + 1] = Low $GapStartLow[LastSet($GapStartLow) + 1] = BarIndex $LowGapStatus[LastSet($LowGapStatus) + 1] = 0 $GapEndLow[LastSet($GapEndLow) + 1] = 0 $GapFilledLow[LastSet($GapFilledLow) + 1] = 0 ENDIF   // GAP status // 0 for not filled // 1 for filled upwards (High crosses over $HighGapsTop[i] and Low < $HighGapsBottom[i]) // 2 for filled downwards (Low crosses under $HighGapsBottom[i] and High > $HighGapsTop[i]) // 3 for partially filled upwards (High > $HighGapsBottom[i] and High < $HighGapsTop[i]) // 4 for partially filled downwards (Low > $HighGapsBottom[i] and Low < $HighGapsTop[i]) // 5 for filled upwards (Low crosses under $LowGapsBottom[i] and High > $LowGapsTop[i]) // 6 for filled downwards (High crosses over $LowGapsTop[i] and Low < $LowGapsBottom[i]) // 7 for partially filled upwards (Low > $LowGapsBottom[i] and Low < $LowGapsTop[i]) // 8 for partially filled downwards (High > $LowGapsBottom[i] and High < $LowGapsTop[i])   Elements = max(LastSet($LowGapsTop), LastSet($LowGapsTop))   // Loop over all identified gaps and draw rectangles if they have not been filled FOR i = 0 TO Elements DO // High gaps IF High > $HighGapsTop[i] AND Low < $HighGapsBottom[i] AND $GapFilledHigh[i] = 0 THEN // Gap Status 1 $GapFilledHigh[i] = 1 $HighGapStatus[i] = 1 $GapEndHigh[i] = BarIndex ELSIF Low < $HighGapsBottom[i] AND High > $HighGapsTop[i] AND $GapFilledHigh[i] = 0 THEN // Gap Status 2 $GapFilledHigh[i] = 1 $HighGapStatus[i] = 2 $GapEndHigh[i] = BarIndex ELSIF High > $HighGapsBottom[i] AND High < $HighGapsTop[i] AND $GapFilledHigh[i] = 0 THEN // Gap Status 3 barhigh = High $HighGapsTop[i] = Max(High, barhigh) $HighGapStatus[i] = 3 $GapEndHigh[i] = BarIndex ELSIF Low > $HighGapsBottom[i] AND Low < $HighGapsTop[i] AND $GapFilledHigh[i] = 0 THEN // Gap Status 4 barlow = Low $HighGapsBottom[i] = Min(Low, barlow) $HighGapStatus[i] = 4 $GapEndHigh[i] = BarIndex ENDIF   // Low gaps IF Low < $LowGapsBottom[i] AND High > $LowGapsTop[i] AND $GapFilledLow[i] = 0 THEN // Gap Status 5 $LowGapStatus[i] = 5 $GapEndLow[i] = BarIndex $GapFilledLow[i] = 1 ELSIF High > $LowGapsTop[i] AND Low < $LowGapsBottom[i] AND $GapFilledLow[i] = 0 THEN // Gap Status 6 $LowGapStatus[i] = 6 $GapEndLow[i] = BarIndex $GapFilledLow[i] = 1 ELSIF Low > $LowGapsBottom[i] AND Low < $LowGapsTop[i] AND $GapFilledLow[i] = 0 THEN // Gap Status 7 barlow = Low $LowGapsTop[i] = Min(Low, barlow) $LowGapStatus[i] = 7 $GapEndLow[i] = BarIndex ELSIF High > $LowGapsBottom[i] AND High < $LowGapsTop[i] AND $GapFilledLow[i] = 0 THEN // Gap Status 8 barhigh = High $LowGapsBottom[i] = Max(High, barhigh) $LowGapStatus[i] = 8 $GapEndLow[i] = BarIndex ENDIF   IF $HighGapStatus[i] <> 0 THEN DRAWRECTANGLE($GapStartHigh[i], $HighGapsTop[i], $GapEndHigh[i], $HighGapsBottom[i]) coloured("red", 20) bordercolor("black", 20) ENDIF   IF $LowGapStatus[i] <> 0 THEN DRAWRECTANGLE($GapStartLow[i], $LowGapsTop[i], $GapEndLow[i], $LowGapsBottom[i]) coloured("blue", 20) bordercolor("black", 20) ENDIF   NEXT   RETURN

  Any help greatly appreciated.

  

  Monochrome

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  07/19/2023 at 3:56 PM #217882
  Monochrome

  I guess nobody wanted to help me with the coding in this. Curious if its because its a conflict of interest as there is a smart money indicator selling on the marketplace??

  But anyway, i’m proud to say i’ve managed to crack this indicator (i think) by myself.

  Here it is for free. Saves you paying 50-100 bucks for it on the marketplace. PLUS you can easily in coperate it into your auto trading, customise it etc.

  DEFPARAM DrawOnLastBarOnly = true DEFPARAM CalculateOnLastBars = 2000 ONCE GapsIndex = 0 // Identify and store high gaps IF High > Max(High[1], High[2]) THEN $HighGapsTop[GapsIndex] = High $HighGapsBottom[GapsIndex] = Max(High[1], High[2]) $GapStartHigh[GapsIndex] = BarIndex $HighGapStatus[GapsIndex] = 0 $GapEndHigh[GapsIndex] = barindex $GapFilledHigh[GapsIndex] = 0 GapsIndex = GapsIndex + 1 ENDIF // Identify and store low gaps IF Low < Min(Low[1], Low[2]) THEN $LowGapsTop[GapsIndex] = Min(Low[1], Low[2]) $LowGapsBottom[GapsIndex] = Low $GapStartLow[GapsIndex] = BarIndex $LowGapStatus[GapsIndex] = 0 $GapEndLow[GapsIndex] = barindex $GapFilledLow[GapsIndex] = 0 GapsIndex = GapsIndex + 1 ENDIF // GAP status // 0 for not filled // 1 for filled upwards (High crosses over $HighGapsTop[i] and Low < $HighGapsBottom[i]) // 2 for filled downwards (Low crosses under $HighGapsBottom[i] and High > $HighGapsTop[i]) // 3 for partially filled upwards (High > $HighGapsBottom[i] and High < $HighGapsTop[i]) // 4 for partially filled downwards (Low > $HighGapsBottom[i] and Low < $HighGapsTop[i]) // 5 for filled upwards (Low crosses under $LowGapsBottom[i] and High > $LowGapsTop[i]) // 6 for filled downwards (High crosses over $LowGapsTop[i] and Low < $LowGapsBottom[i]) // 7 for partially filled upwards (Low > $LowGapsBottom[i] and Low < $LowGapsTop[i]) // 8 for partially filled downwards (High > $LowGapsBottom[i] and High < $LowGapsTop[i]) // Loop over all identified gaps and draw rectangles if they have not been filled FOR i = 1 TO GapsIndex-1 DO // High gaps IF High > $HighGapsTop[i] AND Low < $HighGapsBottom[i] AND $GapFilledHigh[i] = 0 THEN // Gap Status 1 $GapFilledHigh[i] = 1 $HighGapStatus[i] = 1 $GapEndHigh[i] = BarIndex ELSIF Low < $HighGapsBottom[i] AND High > $HighGapsTop[i] AND $GapFilledHigh[i] = 0 THEN // Gap Status 2 $GapFilledHigh[i] = 1 $HighGapStatus[i] = 2 $GapEndHigh[i] = BarIndex ELSIF High > $HighGapsBottom[i] AND High < $HighGapsTop[i] AND $GapFilledHigh[i] = 0 THEN // Gap Status 3 $HighGapsBottom[i] = high $HighGapStatus[i] = 3 ELSIF Low > $HighGapsBottom[i] AND Low < $HighGapsTop[i] AND $GapFilledHigh[i] = 0 THEN // Gap Status 4 $HighGapsTop[i] = low $HighGapStatus[i] = 4 ENDIF IF $HighGapStatus[i] <> 0 AND $GapFilledHigh[i] = 1 THEN DRAWRECTANGLE($GapStartHigh[i], $HighGapsTop[i], $GapEndHigh[i], $HighGapsBottom[i]) coloured("red", 20) bordercolor("black", 20) ELSIF $HighGapStatus[i] <> 0 AND $GapFilledHigh[i] = 0 THEN DRAWRECTANGLE($GapStartHigh[i], $HighGapsTop[i], barindex, $HighGapsBottom[i]) coloured("red", 20) bordercolor("black", 20) ENDIF // Low gaps IF Low < $LowGapsBottom[i] AND High > $LowGapsTop[i] AND $GapFilledLow[i] = 0 THEN // Gap Status 5 $LowGapStatus[i] = 5 $GapEndLow[i] = BarIndex $GapFilledLow[i] = 1 ELSIF High > $LowGapsTop[i] AND Low < $LowGapsBottom[i] AND $GapFilledLow[i] = 0 THEN // Gap Status 6 $LowGapStatus[i] = 6 $GapEndLow[i] = BarIndex $GapFilledLow[i] = 1 ELSIF Low > $LowGapsBottom[i] AND Low < $LowGapsTop[i] AND $GapFilledLow[i] = 0 THEN // Gap Status 7 $LowGapsTop[i] = low $LowGapStatus[i] = 7 ELSIF High > $LowGapsBottom[i] AND High < $LowGapsTop[i] AND $GapFilledLow[i] = 0 THEN // Gap Status 8 $LowGapsBottom[i] = high $LowGapStatus[i] = 8 ENDIF IF $LowGapStatus[i] <> 0 AND $GapFilledLow[i] = 1 THEN DRAWRECTANGLE($GapStartLow[i], $LowGapsTop[i], $GapEndLow[i], $LowGapsBottom[i]) coloured("blue", 20) bordercolor("black", 20) ELSIF $LowGapStatus[i] <> 0 AND $GapFilledLow[i] = 0 THEN DRAWRECTANGLE($GapStartLow[i], $LowGapsTop[i], barindex, $LowGapsBottom[i]) coloured("blue", 20) bordercolor("black", 20) ENDIF NEXT RETURN

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93

  DEFPARAM DrawOnLastBarOnly = true DEFPARAM CalculateOnLastBars = 2000   ONCE GapsIndex = 0   // Identify and store high gaps IF High > Max(High[1], High[2]) THEN $HighGapsTop[GapsIndex] = High $HighGapsBottom[GapsIndex] = Max(High[1], High[2]) $GapStartHigh[GapsIndex] = BarIndex $HighGapStatus[GapsIndex] = 0 $GapEndHigh[GapsIndex] = barindex $GapFilledHigh[GapsIndex] = 0 GapsIndex = GapsIndex + 1 ENDIF   // Identify and store low gaps IF Low < Min(Low[1], Low[2]) THEN $LowGapsTop[GapsIndex] = Min(Low[1], Low[2]) $LowGapsBottom[GapsIndex] = Low $GapStartLow[GapsIndex] = BarIndex $LowGapStatus[GapsIndex] = 0 $GapEndLow[GapsIndex] = barindex $GapFilledLow[GapsIndex] = 0 GapsIndex = GapsIndex + 1 ENDIF     // GAP status // 0 for not filled // 1 for filled upwards (High crosses over $HighGapsTop[i] and Low < $HighGapsBottom[i]) // 2 for filled downwards (Low crosses under $HighGapsBottom[i] and High > $HighGapsTop[i]) // 3 for partially filled upwards (High > $HighGapsBottom[i] and High < $HighGapsTop[i]) // 4 for partially filled downwards (Low > $HighGapsBottom[i] and Low < $HighGapsTop[i]) // 5 for filled upwards (Low crosses under $LowGapsBottom[i] and High > $LowGapsTop[i]) // 6 for filled downwards (High crosses over $LowGapsTop[i] and Low < $LowGapsBottom[i]) // 7 for partially filled upwards (Low > $LowGapsBottom[i] and Low < $LowGapsTop[i]) // 8 for partially filled downwards (High > $LowGapsBottom[i] and High < $LowGapsTop[i])     // Loop over all identified gaps and draw rectangles if they have not been filled   FOR i = 1 TO GapsIndex-1 DO   // High gaps IF High > $HighGapsTop[i] AND Low < $HighGapsBottom[i] AND $GapFilledHigh[i] = 0 THEN // Gap Status 1 $GapFilledHigh[i] = 1 $HighGapStatus[i] = 1 $GapEndHigh[i] = BarIndex ELSIF Low < $HighGapsBottom[i] AND High > $HighGapsTop[i] AND $GapFilledHigh[i] = 0 THEN // Gap Status 2 $GapFilledHigh[i] = 1 $HighGapStatus[i] = 2 $GapEndHigh[i] = BarIndex ELSIF High > $HighGapsBottom[i] AND High < $HighGapsTop[i] AND $GapFilledHigh[i] = 0 THEN // Gap Status 3 $HighGapsBottom[i] = high $HighGapStatus[i] = 3 ELSIF Low > $HighGapsBottom[i] AND Low < $HighGapsTop[i] AND $GapFilledHigh[i] = 0 THEN // Gap Status 4 $HighGapsTop[i] = low $HighGapStatus[i] = 4 ENDIF   IF $HighGapStatus[i] <> 0 AND $GapFilledHigh[i] = 1  THEN DRAWRECTANGLE($GapStartHigh[i], $HighGapsTop[i], $GapEndHigh[i], $HighGapsBottom[i]) coloured("red", 20) bordercolor("black", 20) ELSIF $HighGapStatus[i] <> 0 AND $GapFilledHigh[i] = 0  THEN DRAWRECTANGLE($GapStartHigh[i], $HighGapsTop[i], barindex, $HighGapsBottom[i]) coloured("red", 20) bordercolor("black", 20) ENDIF   // Low gaps IF Low < $LowGapsBottom[i] AND High > $LowGapsTop[i]  AND $GapFilledLow[i] = 0 THEN // Gap Status 5 $LowGapStatus[i] = 5 $GapEndLow[i] = BarIndex $GapFilledLow[i] = 1 ELSIF High > $LowGapsTop[i] AND Low < $LowGapsBottom[i]  AND $GapFilledLow[i] = 0 THEN // Gap Status 6 $LowGapStatus[i] = 6 $GapEndLow[i] = BarIndex $GapFilledLow[i] = 1 ELSIF Low > $LowGapsBottom[i] AND Low < $LowGapsTop[i] AND $GapFilledLow[i] = 0 THEN // Gap Status 7 $LowGapsTop[i] = low $LowGapStatus[i] = 7 ELSIF High > $LowGapsBottom[i] AND High < $LowGapsTop[i] AND $GapFilledLow[i] = 0 THEN // Gap Status 8 $LowGapsBottom[i] = high $LowGapStatus[i] = 8 ENDIF   IF $LowGapStatus[i] <> 0 AND $GapFilledLow[i] = 1 THEN DRAWRECTANGLE($GapStartLow[i], $LowGapsTop[i], $GapEndLow[i], $LowGapsBottom[i]) coloured("blue", 20) bordercolor("black", 20) ELSIF $LowGapStatus[i] <> 0 AND $GapFilledLow[i] = 0 THEN DRAWRECTANGLE($GapStartLow[i], $LowGapsTop[i], barindex, $LowGapsBottom[i]) coloured("blue", 20) bordercolor("black", 20) ENDIF   NEXT   RETURN

   

  Next step is to make it multi timeframe (for another day, unless someone whats to work on it with me?)

   

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  Monochrome

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  07/21/2023 at 9:34 AM #217979
  robertogozzi

  No, it’s because you are not the only one needing help!

  

  robertogozzi

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  07/21/2023 at 11:58 AM #217984
  Monochrome

  robertogozzi wrote:

  No, it’s because you are not the only one needing help!

  I know :p , I meant it purely in jest.

  I do appreciate all the help you give in this forum though.

  This indicator is quite slow, do you think theres anything to make it faster? or a more optimum way to code it?

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  Monochrome

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  07/21/2023 at 3:12 PM #217991
  GraHal

  I tried to make a System / Algo out of it, but gave up as it took too long to run when trying anything … even when fixed values were entered, it still took far too long to load / display (for me anyway).

  Pity, as you have put a lot of work into it, so it would be good to see it make money?

  

  GraHal

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  07/21/2023 at 4:47 PM #217993
  Monochrome

  If you backtest it, it loops through the array each bar. As the array gets bigger the loop gets bigger.

  I think this is the issue. Wild guess , as i dont fully understand how arrays work.

  It might make it faster if we could reset the array after the price has been filled. So it only loops through unfilled arrays. Unset($array) dosent work.

  I am unable to conceptulise the process.

  You could probably replicate the indicator by just using loops. But then i dont know how you would save the values so we can build strategies on it.  Thats a whole different code.

  Hopefully the more experienced coders here can advise us.

  

  Monochrome

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  07/21/2023 at 5:26 PM #217994
  Monochrome

  You could try this and see if it makes it any faster.

  I havent started coding any strategy yet so cant test on backtest

  FOR i = max(0,GapsIndex-50) TO GapsIndex DO

  1	FOR i = max(0,GapsIndex-50) TO GapsIndex DO

  I dont think we would need more than the last 50 values of the array

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  Monochrome

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  07/22/2023 at 12:32 AM #217998
  PeterSt

  Monochrome wrote:

  You are right, i didnt need to initialise the array. What is the advantage to not using LASTSET. It seems like a lot of work to keep rearranging the array. I believe i read somewhere on the forum the array can hold 1million values.

  I think you understand very well what the issue is hence what needs to be solved in order to get some speed into it. But I can tell you, for someone like me (call me a die hard coder) the way to deal with arrays in PRT is so much against any nature I am used to, that I simply can’t wrap my brains around it.
  The solution should be something like working with chunks of past data (shift that each 100 bars or so), so that it remains fast and independent of the size of the backtest. But instead of focusing on the functional solution, all we’d do is (indeed) rack our brains on the technical solution because of how PRT (-coding) works. This is just not for me at all.

  Meanwhile a hats of to you for how far you got with it.

   

  PS: I never saw a solution in the forum, working with arrays which was workable – always for the same reason : it is infinitely too slow. Arrays in PRT are too slow to begin with, but the solutions with them always depict huge redundancy in the processing. You saw that very correctly …

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  PeterSt

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  07/22/2023 at 11:59 AM #218004
  amitoverseas40

  Ditto, Monochrome has done well!!

  PRT is good but has limited support and programming has it’s own challenges.

  

  amitoverseas40

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