Summation with IF inside…

• 04/21/2021 at 1:51 PM #167703
  thomas2004ch

  Hi,

  I want to implement the following code in PROREALCODE:

  vp = Sum(if diff > factor * atr then volume else 0, length);

  (The diff, factor and atr are known, The length is a period)

  I do following but it seems not the result what I want.

  vp=0 for i=1 to length if diff >atr*factor then vp = vp + volume[i] endif next

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  vp=0 for i=1 to length if diff >atr*factor then vp = vp + volume[i] endif next

   

   

   

  

  thomas2004ch

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  04/21/2021 at 2:38 PM #167706
  robertogozzi

  Always use the ‘Insert PRT Code’ button when putting code in your posts to make it easier for others to read.

  Thank you 🙂

   

  

  robertogozzi

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  04/21/2021 at 2:43 PM #167707
  robertogozzi

  The logic is correct, you can double check it by using a complete sum, then check any difference:

  vp=0 vv=0 for i=1 to length vv = vv + volume[i] if diff >atr*factor then vp = vp + volume[i] endif next

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  vp=0 vv=0 for i=1 to length    vv = vv + volume[i]    if diff >atr*factor then       vp = vp + volume[i]    endif next

  VP and VV should be different.

  Moreover, starting from 1 skips the current candle [0].

   

   

  

  robertogozzi

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  04/21/2021 at 6:49 PM #167730
  thomas2004ch

  Hi Robert,

  Thanks for the reply. But it looks different than the original one.

  Here are the codes from ThinkOrSwim (see the attached chart):

  input length = 30;
  input emaLength = 3;
  input averageLength = 30;
  input factor = 0.1;
  input criticalValue = 10;
  input averageType = AverageType.EXPONENTIAL;

  def atr = WildersAverage(TrueRange(high, close, low), length);
  def diff = hlc3 – hlc3[1];
  def vp = Sum(if diff > factor * atr then volume else 0, length);
  def vn = Sum(if diff < -factor * atr then volume else 0, length);

  plot VPN = ExpAverage(100 * (vp – vn) / Sum(volume, length), emaLength);
  plot VPNAvg = MovingAverage(averageType, VPN, averageLength);
  plot CriticalLevel = criticalValue;

  And here are my ProRealTime code:

  length = 30 emaLength = 3 averageLength = 30 factor = 0.1 criticalValue = 10 src = customclose //src = close MyTR = max(Range,max(abs(high - src[1]),abs(low - src[1]))) IF BarIndex < length THEN MyATR = MyTR ELSE MyATR = ((MyATR[1] * (length - 1)) + MyTR) / length ENDIF atr = WilderAverage[length](MyATR) diff =src - src[1] at2 = factor * atr vp=0 for i=1 to length if diff > factor * atr then vp = vp + volume[i] endif next vn=0 for i=1 to length if diff < -1 * (factor * atr) then vn = vn + volume[i] endif next vpn = ExponentialAverage[emaLength](100*(vp - vn)/summation[length](volume)) RETURN vpn as "VPN", criticalValue as "Thredshold"

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  length = 30 emaLength = 3 averageLength = 30 factor = 0.1 criticalValue = 10   src  = customclose //src = close   MyTR = max(Range,max(abs(high - src[1]),abs(low - src[1]))) IF BarIndex < length THEN MyATR = MyTR ELSE MyATR = ((MyATR[1] * (length - 1)) + MyTR) / length ENDIF   atr = WilderAverage[length](MyATR)   diff =src - src[1] at2 = factor * atr   vp=0 for i=1 to length if diff > factor * atr then vp = vp + volume[i] endif next   vn=0 for i=1 to length if diff < -1 * (factor * atr) then vn = vn + volume[i] endif next   vpn = ExponentialAverage[emaLength](100*(vp - vn)/summation[length](volume))   RETURN vpn as "VPN", criticalValue as "Thredshold"

   

   

   

  

  thomas2004ch

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