using arrays in ProOrder

This topic has 14 replies, 7 voices, and was last updated 2 months ago by juld63.

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04/01/2024 at 12:02 PM #230827

juld63

Hi everyone, I have programmed an array that stores past supports and resistances and I would like to use them as conditions for triggering orders. A simple example would be that way:

in my current strategy a “buy” order is triggered if condition A is fulfilled. I would like to restrict it the the case when condition A is fulfilled AND the price crosses over (or under) any value of the resistance (or support) array.

Of course I can’t just write it

IF conditionA=true AND close crosses over $res

because “$res” is the name of the array ; I can’t write

IF conditionA=true AND close crosses over $res[a] (with a being any value)

because I have to define “a” beforehand

I could write

FOR a=ArrayMin($res) to ArrayMax($res) DO

IF conditionA=true AND close crosses over $res[a] THEN

BUY SHARE AT MARKET

BREAK
ELSE
CONTINUE
ENDIF

NEXT

FOR a=ArrayMin($res) to ArrayMax($res) DO

IF conditionA=true AND close crosses over $res[a] THEN

BUY SHARE AT MARKET

BREAK

ELSE

CONTINUE

ENDIF

But I’m unsure whether it is the most straightforward thing to do. Any ideas? Thanks!

juld63

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04/01/2024 at 2:55 PM #230846

robertogozzi

This will do:

FOR a = 0 TO lastset($res) DO
   IF conditionA AND close crosses over $res[a] THEN
      BUY SHARE AT MARKET
      BREAK
   ENDIF
NEXT

FOR a = 0 TO lastset($res) DO

IF conditionA AND close crosses over $res[a] THEN

BUY SHARE AT MARKET

BREAK

ENDIF

Stuart

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04/01/2024 at 11:45 PM #230864

Stuart

Building upon Juld63’s idea, how would this be applied in the instance of multiple arrays containing levels of support or resistance?

For example $res1, $res2, $res3 etc?

Kind regards

Stuart

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04/02/2024 at 8:56 PM #230934

robertogozzi

Is this what you mean?

IF Not OnMarket THEN
   Flag = 0
   FOR a = 0 TO lastset($res) DO
      IF conditionA AND close crosses over $res[a] THEN
         BUY SHARE AT MARKET
         Flag = 1
         BREAK
      ENDIF
   NEXT
   IF Flag = 0 THEN
      FOR a = 0 TO lastset($sup) DO
         IF conditionB AND close crosses under $sup[a] THEN
            SELLSHORT SHARE AT MARKET
            BREAK
         ENDIF
      NEXT
   ENDIF
ENDIF

IF Not OnMarket THEN

Flag = 0

FOR a = 0 TO lastset($res) DO

IF conditionA AND close crosses over $res[a] THEN

BUY SHARE AT MARKET

Flag = 1

BREAK

ENDIF

IF Flag = 0 THEN

FOR a = 0 TO lastset($sup) DO

IF conditionB AND close crosses under $sup[a] THEN

SELLSHORT SHARE AT MARKET

BREAK

ENDIF

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04/02/2024 at 9:11 PM #230938

juld63

More or less, yes. I’d rather have it scan the array from ArrayMax to ArrayMin for supports and from ArrayMin to ArrayMax for resistances so that it tests the values in the order it should be encountering them, rather than in the historical order they are stored, so as to make the code more efficient. I just wonder if there wouldn’t be a simpler way.

juld63

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04/03/2024 at 9:11 AM #230959

JC_Bywan

You can use the arraysort command to reorder your array if you wish:

https://www.prorealcode.com/documentation/arraysort/

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04/09/2024 at 6:53 PM #231325

juld63

Hello everyone,

I have coded and array indicator that gives me past supports and resistances not engulfed by subsenquent ranges. It works in Probuilder, meaning it displays as it should.

Now that this is done, I want to be able to call the values in this array to test if my remarkable candle shapes intersect with any of those values or not.

However, I have absolutely idea of how to call an array, its the various $array[n] … Of course I can just duplicate the whole indicator into the trading system’s code, but it becomes cumbersome.

This is what I have down the line, if only I can manage to call $res and $sup (“candlenb” being used for identifying how many candles make up a shape)

FOR a=ArrayMin($res) TO ArrayMAX($res) DO
IF (candlenb=1 AND open<=a AND close>=a) OR (candlenb=2 AND highest[2](high)>=a AND lowest[2](low)<=a) OR (candlenb=3 AND highest[3](high)>=a AND lowest[3](low)<=a) OR (candlenb=4 AND highest[4](high)>=a AND lowest[4](low)<=a) OR (candlenb=5 AND highest[5](high)>=a AND lowest[5](low)<=a) OR (candlenb=6 AND highest[6](high)>=a AND lowest[6](low)<=a) THEN
resres=1
BREAK
ELSIF (candlenb=1 AND close<a+1) OR (candlenb=2 AND highest[2](high)<a+1) OR (candlenb=3 AND highest[3](high)<a+1) OR (candlenb=4 AND highest[4](high)<a+1) OR (candlenb=5 AND highest[5](high)<a+1) OR (candlenb=6 AND highest[6](high)<a+1) THEN
resres=0
BREAK
ELSE
CONTINUE
ENDIF
NEXT

FOR a=ArrayMin($res) TO ArrayMAX($res) DO

IF (candlenb=1 AND open<=a AND close>=a) OR (candlenb=2 AND highest[2](high)>=a AND lowest[2](low)<=a) OR (candlenb=3 AND highest[3](high)>=a AND lowest[3](low)<=a) OR (candlenb=4 AND highest[4](high)>=a AND lowest[4](low)<=a) OR (candlenb=5 AND highest[5](high)>=a AND lowest[5](low)<=a) OR (candlenb=6 AND highest[6](high)>=a AND lowest[6](low)<=a) THEN

resres=1

BREAK

ELSIF (candlenb=1 AND close<a+1) OR (candlenb=2 AND highest[2](high)<a+1) OR (candlenb=3 AND highest[3](high)<a+1) OR (candlenb=4 AND highest[4](high)<a+1) OR (candlenb=5 AND highest[5](high)<a+1) OR (candlenb=6 AND highest[6](high)<a+1) THEN

resres=0

BREAK

ELSE

CONTINUE

ENDIF

Any help will be much appreciated !

juld63

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04/09/2024 at 10:00 PM #231328

juld63

Also, to avoid scanning the whole array if the candle(s) is(are) between two values in the array, after it has failed to check if value “a” is inside a candle or group of candles, I want it to check whether it doesn’t reach the next value of the array in increasing order. My poor attempt is writing this value as “a+1” but of course it will return the value of “a” plus 1 point, not, if we’re starting from ArrayMin($res), the second smallest value of the array. Any idea how to get this, the nth smallest (or biggest) value of a given array beyond the absolute smallest (ArrayMin) and the absolute biggest (ArrayMax)? Thanks !

juld63

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04/10/2024 at 7:08 AM #231329

Hi,

You can use “ArraySort”, for example “ArraySort($Res,Descend)…

The entire array is now sorted from highest to lowest, so your highest value is now $Res[0] and the next highest values are: $Res[1], $Res[2], $Res[3], and so on

The number between the bracket of the array is always the index of the array (not the value of the array)…

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04/10/2024 at 8:29 AM #231334

juld63

Thanks a lot! And to use it do I just need to CALL my array indicator at the beginning of the code?

juld63

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04/10/2024 at 8:53 AM #231337

juld63

I have tried to just CALL my array (res = CALL “res sup version longue”) but it tells me that it returns zero values…

juld63

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04/10/2024 at 11:40 AM #231343

druby

Hi.. As far as I know you can not ‘call’ an array as a whole entity, with the call function from another file.

Below is 1 example of what you can do.

Example builds a replica array in the ‘Main’ file from values fetched from the ‘data’ file with the call instruction.

It does this replication on the first bar, fetching each array elements value individually.

For this to work, the index value for the required value is sent with the ‘call’ which means that variable ‘ idx’ requires setting up as a dynamic variable in the ‘data’ file.

The return value is stored in ‘Main’ in local array at same index. The local array accessed as required via a index value … arr [idx].

Also if you add additional res/sup lines to the ‘data’ arrays, since the size is calculated from how elements exists, these should ripple through to main, in indicators, not sure what effects with proOrder/bot. Not tried!

#JS brings up a good point, if you sort the array in ascending or descending order, then finding the ‘nth’ highest/ lowest, would be easy to determine from chosen array index value.

Also in practise you really probable only need to know if you have reached the next higher or lower res line from last position, you then could use a narrow loop range rather than looking through whole array.

druby

// lineMain

if barindex = 0 then  //build local array on/at bar 0

// get size of array
size, ignore = CALL "lineData"[0]

// fetch 'call'ed values and store in local array
for i = 0 to size  //loop!

// fetch val'ue pointed to by indexed 'i' 
idx = i
ignore, val = CALL "lineData"[idx]

// store in local array at same index
$res[i] = val

next
endif


// loop to create an 'index' value to access local array elements
for i = 0 to lastset($res)

res = $res[i] // put indexed value in a variable

// display array as list
drawtext("#i#    #res#",0,0 - (i*15))anchor(middle,xshift,yshift)

next
drawtext("i    res",0,20)anchor(middle,xshift,yshift)

return

// lineMain

if barindex = 0 then //build local array on/at bar 0

// get size of array

size, ignore = CALL "lineData"[0]

// fetch 'call'ed values and store in local array

for i = 0 to size //loop!

// fetch val'ue pointed to by indexed 'i'

idx = i

ignore, val = CALL "lineData"[idx]

// store in local array at same index

$res[i] = val

endif

// loop to create an 'index' value to access local array elements

for i = 0 to lastset($res)

res = $res[i] // put indexed value in a variable

// display array as list

drawtext("#i# #res#",0,0 - (i*15))anchor(middle,xshift,yshift)

drawtext("i res",0,20)anchor(middle,xshift,yshift)

return

// lineData

// dynamic variable(s) to setup!

// 'idx'    ... integer ... default = 0  ... positive


// array data
$res[0] = 10
$res[1] = 20
$res[2] = 30
$res[3] = 40
$res[4] = 50
$res[5] = 60
$res[6] = 70
$res[7] = 80

// determine size of array
size = lastset($res) //  size = (arrayElements - 1), 0 to 'n'

// fetch indexed value refered by 'idx'
res = $res[idx]

return size, res

// lineData

// dynamic variable(s) to setup!

// 'idx' ... integer ... default = 0 ... positive

// array data

$res[0] = 10

$res[1] = 20

$res[2] = 30

$res[3] = 40

$res[4] = 50

$res[5] = 60

$res[6] = 70

$res[7] = 80

// determine size of array

size = lastset($res) // size = (arrayElements - 1), 0 to 'n'

// fetch indexed value refered by 'idx'

res = $res[idx]

return size, res

druby

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04/11/2024 at 2:31 PM #231413

juld63

Hello,

Thanks for your help. In the meanwhile I’ve found a simpler way around: in the indicator where the array is calculated I call the other indicator and have it code whether the candle shapes are across a value of the array, and then I call the results of the array indicator not as array values but as a simple boolean operator, and then I can just call the value of this operator in my robot with a CALL instruction.

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marlow2017,

GraHal

juld63

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09/19/2024 at 11:40 PM #237851

marlow2017

Hello, juld63,

I’m still learning to code, and so wondered if you would be kind enough to share the code of your ‘simpler way round’, as I believe it will solve a problem I have of a similar nature.

With thanks in advance…

marlow2017

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09/20/2024 at 9:02 AM #237856

juld63

Sure! Here’s how I finally managed to write it

ONCE myindexres=1
ONCE myindexsup=1

//10PM is when we fill and filter the arrays
if opentime=220000  Then

//add highest and lowest since yesterday 10PM 
$res[myindexres] = highest[period](high)

$sup[myindexsup] = lowest[period](low)


//reset all past resistance values that are engulfed by the last 24h highest and lowest
FOR a=0 to myindexres-1 DO
IF $res[a]<$res[myindexres] AND $res[a]>$sup[myindexsup] THEN
$res[a]=0
CONTINUE
ENDIF
NEXT

//reset all past support values that are engulfed by the last 24h highest and lowest
FOR a=0 to myindexsup-1 DO
IF $sup[a]<$res[myindexres] AND $sup[a]>$sup[myindexsup] THEN
$sup[a]=0
CONTINUE
ENDIF
NEXT

//reset the index count for the next day
IF IsSet($res[myindexres])=1 THEN
myindexres=myindexres+1
ENDIF

IF IsSet($sup[myindexsup])=1 THEN
myindexsup=myindexsup+1
endif
ENDIF

resres=0
ressup=0

//sort the resistance values in ascending order
ArraySort($res,ascend)
FOR a=1 TO LastSet($res)DO
IF $res[a]=0 THEN //this avoids a bug that takes into account empty cells as 0s
continue
ELSIF YOURCONDITIONMET=1 AND low<=$res[a] AND high>=$res[a]) THEN 
resres=1 // your signal candle intersects with a resistance
BREAK
ELSIF YOURCONDITIONMET=1 AND low>$res[a] AND high<$res[a+1]THEN
resres=0 // your signal candle intersects is between two resistance lines
BREAK
ELSE
CONTINUE
ENDIF
NEXT


//sort the support values in ascending order
ArraySort($sup,descend)
FOR a=1 TO LastSet($sup) DO
IF $sup[a]=0 THEN //this avoids a bug that takes into account empty cells as 0s
continue
ELSIF YOURCONDITIONMET=1 AND low<=$sup[a] AND high>=$sup[a] THEN
ressup=1 // your signal candle intersects with a support
BREAK
ELSIF YOURCONDITIONMET=1 AND high<$sup[a] AND low>$sup[a+1]  THEN
ressup=0 your signal candle  is between two support lines
BREAK
ELSE
CONTINUE
ENDIF
NEXT

ONCE myindexres=1

ONCE myindexsup=1

//10PM is when we fill and filter the arrays

if opentime=220000 Then

//add highest and lowest since yesterday 10PM

$res[myindexres] = highest[period](high)

$sup[myindexsup] = lowest[period](low)

//reset all past resistance values that are engulfed by the last 24h highest and lowest

FOR a=0 to myindexres-1 DO

IF $res[a]<$res[myindexres] AND $res[a]>$sup[myindexsup] THEN

$res[a]=0

CONTINUE

ENDIF

//reset all past support values that are engulfed by the last 24h highest and lowest

FOR a=0 to myindexsup-1 DO

IF $sup[a]<$res[myindexres] AND $sup[a]>$sup[myindexsup] THEN

$sup[a]=0

CONTINUE

ENDIF

//reset the index count for the next day

IF IsSet($res[myindexres])=1 THEN

myindexres=myindexres+1

ENDIF

IF IsSet($sup[myindexsup])=1 THEN

myindexsup=myindexsup+1

endif

ENDIF

resres=0

ressup=0

//sort the resistance values in ascending order

ArraySort($res,ascend)

FOR a=1 TO LastSet($res)DO

IF $res[a]=0 THEN //this avoids a bug that takes into account empty cells as 0s

continue

ELSIF YOURCONDITIONMET=1 AND low<=$res[a] AND high>=$res[a]) THEN

resres=1 // your signal candle intersects with a resistance

BREAK

ELSIF YOURCONDITIONMET=1 AND low>$res[a] AND high<$res[a+1]THEN

resres=0 // your signal candle intersects is between two resistance lines

BREAK

ELSE

CONTINUE

ENDIF

//sort the support values in ascending order

ArraySort($sup,descend)

FOR a=1 TO LastSet($sup) DO

IF $sup[a]=0 THEN //this avoids a bug that takes into account empty cells as 0s

continue

ELSIF YOURCONDITIONMET=1 AND low<=$sup[a] AND high>=$sup[a] THEN

ressup=1 // your signal candle intersects with a support

BREAK

ELSIF YOURCONDITIONMET=1 AND high<$sup[a] AND low>$sup[a+1] THEN

ressup=0 your signal candle is between two support lines

BREAK

ELSE

CONTINUE

ENDIF

druby,

marlow2017

juld63

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