Average value from a time period every day last 20 days

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  • 02/06/2019 at 1:59 PM #90615 quote
    PastaPesto
    Participant
    Veteran

    Hello!

    I am struggeling with an average movement between 09:00 and 09:30 (high – low). I want to sum the last 20 days and have an average. It seems easy but I really got stuck on this one. Simple example for 3 days below. I need this so there is a new average of 20 days looking back every day.

    day 1: High-low (between 09:00-09:30) = 30

    day 2: High-low (between 09:00-09:30) = 40

    day 3: High-low (between 09:00-09:30) = 20

    Average = 30

    02/06/2019 at 2:18 PM #90619 quote
    Vonasi
    Moderator
    Master

    Store 20 variables and each day at 0930 move them all along one and then save the new values.

    Something like this:

    if time = 0930 then
day3 = day2
day2 = day1
day1 = (high - low)
endif

ave = (day1 + day2 + day3) / 3
    PastaPesto and Pepsmile thanked this post
    02/06/2019 at 2:53 PM #90622 quote
    robertogozzi
    Moderator
    Master

    Or

    if time = 093000 then
   day1 = (high - low)
endif
 
ave = summation[3](day1) /3
    Vonasi, PastaPesto, Pepsmile and Oddsyuk thanked this post
    02/06/2019 at 4:29 PM #90636 quote
    Vonasi
    Moderator
    Master

    Thanks for that simpler version Roberto. Once again my brain avoided all possibilities of using SUMMATION. I don’t know why it does but it always does!

    robertogozzi thanked this post
    02/06/2019 at 4:59 PM #90638 quote
    Nicolas
    Keymaster
    Master

    I don’t think that the Roberto version will work correctly, as the summation will be made on the last 3 periods in real time, and in the last 3 bars, the day1 value is the same.

    PastaPesto thanked this post
    02/06/2019 at 5:12 PM #90641 quote
    robertogozzi
    Moderator
    Master

    Isn’t SUMMATION the sum of day[0] + day[1] + day[2] ?

    02/06/2019 at 5:23 PM #90642 quote
    Nicolas
    Keymaster
    Master

    Yes but in this case day[0] = day[1] = day[2], since you are updating the “day” variable once per day. It is a summation over 3 periods and not with 3 different data from the array.

    02/06/2019 at 5:33 PM #90643 quote
    robertogozzi
    Moderator
    Master

    Yes, Vonasi ‘s code is the correct one!

    Thank you Nicolas for pointing that out!

    Nicolas thanked this post
    02/06/2019 at 5:58 PM #90644 quote
    Vonasi
    Moderator
    Master
    robertogozzi wrote:

    Yes, Vonasi ‘s code is the correct one!

    Thank God for that! It means my brain is OK!

    02/07/2019 at 9:16 AM #90673 quote
    PastaPesto
    Participant
    Veteran

    Thank you all for your help! Vonasis code worked perfectly.

    Have a nice day!

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Average value from a time period every day last 20 days


ProBuilder: Indicators & Custom Tools

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PastaPesto @pastapesto Participant
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This topic contains 9 replies,
has 4 voices, and was last updated by PastaPesto
7 years ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 02/06/2019
Status: Active
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