array variables availability in ProRealTime – examples and discussions

Nicolas · Thu, 06 Feb 2020 09:17:13 +0000

The variable arrays will arrive soon in ProRealTime, they will be available in the coming weeks in version 11, with other instructions which I will detail in this topic. I consider this to be a major addition to the ProBuilder language and a radical change in the way we program and for this reason, I think that a topic in the forum is much more suitable for offering examples and discuss. Do not hesitate to ask your questions if things do not seem clear to you at first, I will try to answer as best I can. I will add concrete examples to this topic for future reference. As soon as these new features are deployed in public, you can also come here to offer your examples and your questions in the event of necessary debugging concerning variable arrays. There are so many new possibilities now, that I have been testing for 2 weeks and apart from a few small concerns that have been brought up and corrected since, I must say that I was impressed by the quality and precision of the new instructions offered, thank you IT-Finance and ProRealTime, the year 2020 will be an amazing year for coders! 🙂 In the introduction, I would like to recall what array variable is and why it is so important to be able to use it in programming. An array is a special variable, which can hold more than one value at a time. If you have a list of values (a list of recent highest high, for example), storing them in single variables could look like this: period = 5 if high[period] >= highest[(period)*2+1](high) then //new highest high if hh1=0 then hh1 = high[period] elsif hh2=0 then hh2 = high[period] elsif hh3=0 then hh3 = high[period] endif endif return hh1,hh2,hh3 However, what if you want to loop through the highest high and find a specific one? And what if you had not 3 highest high to store, but 300? The solution is to create an array! An array can hold many values under a single name, and you can access the values by referring to an index number. In ProBuilder, variables array are declared with $ sign before their names, so following our previous example, our 3 variables could now be stored like this: period = 5 if high[period] >= highest[(5)*2+1](high) then //new highest high if not isset($hh[0]) then $hh[0] = high[period] elsif not isset($hh[1]) then $hh[1] = high[period] elsif not isset($hh[2]) then $hh[2] = high[period] endif endif return $hh[0],$hh[1],$hh[2] Note that an array always begin at 0. This is how you should represent how the values are stored in an array: Each index represent a column of the table where you put a value that you will be able to access anytime and anywhere in your code. An index which hasn’t received any value yet is equal to 0. More dynamically, we could store values in an array like this: period = 5 if high[period] >= highest[(period)*2+1](high) then //new highest high $hh[myindex] = high[period] //store highest high myindex=myindex+1 //increase the index of the array for next highest high store endif In this example, each time a new highest high is detected, we store its new value into a new column of the array. By using the instruction lastset(), we retrieve the last known column of the array, so by adding 1 to this number, we add dynamically a new column in order to store a new value. Don’t worry about the size of the array, it can handle 1 million index! Easy! Ready for our first example? See below.

This topic has 207 replies, 46 voices, and was last updated 4 months ago by robertogozzi.

Tagged: array, arraymax, arraymin, drawpoint, isset, lastset

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02/26/2020 at 9:09 AM #120534

robertogozzi

English only in the English forums!

Thank you 🙂

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02/26/2020 at 10:45 AM #120538

robertogozzi

Nicolas is out of office today and asked me to inform that ARRAY support is already available to all users having PRT accounts!

🙂

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02/26/2020 at 1:33 PM #120564

MPL

Very good news, thank you!

Do we have to do a particular manipulation (I just restarted the platform and I don’t see the new array instructions …)

Thank you in advance,

v11.1 – 1.8.0_45 20 févr. 2020

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02/26/2020 at 1:49 PM #120571

robertogozzi

Nicolas’ code at https://www.prorealcode.com/topic/array-variables-availability-in-prorealtime/#post-118817, works fine, did you try?

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02/26/2020 at 2:23 PM #120576

MPL

Yes I did, but it didn’t work (with errors reported from line 15, with $TOPy …)

My last update was on February 20, yours on February 22, could that be a problem?

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02/26/2020 at 3:03 PM #120579

Nicolas

Try with a free account at prorealtime.com

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MPL

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02/26/2020 at 4:37 PM #120584

Nicolas

The new version will be pushed for PRT trading accounts (with IB) during the next week or so. In the mean time you can try building new amazing things with a free EOD account @ https://www.prorealtime.com

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02/26/2020 at 6:25 PM #120597

Rory Dryden

Hi Nicolas,

The probability cone now compiles correctly.

I enclose an attachment.

You mention VolTyp as a possible parameter instead of vol = 0.025.

I cannot find that in the function list. How would that be calculated?

Thank you for useful addition to the indicators.

Rory.

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02/26/2020 at 6:34 PM #120599

Nicolas

For options pricing, it is better to use the implied volatility or the historic volatility. I’ll try tomorrow to add a more dynamic way to find the correct value for that setting.

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02/26/2020 at 8:09 PM #120605

Rory Dryden

Thank you Nicolas. That would be much appreciated!

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02/27/2020 at 11:16 AM #120663

Nicolas

Example #5: tag exact time and price of an event (2 MA cross over) in real time, during the same bar

With variable array we are now capable of record events that occurred during a bar and not only at bar closure. In this example the code is checking on each new tick if 2 MA are crossing and therefore record the exact price and time when it happens.

For convenient reading I made the text plotted as an oscillator at 0 value. I also had blue and red arrows on the price coordinate to mark the bullish and bearish signals events.

// https://www.prorealcode.com/topic/array-variables-availability-in-prorealtime/
// (please do not remove the link above for future reference)
// Example #5: tag exact time and price of an event (2 MA cross over) in real time, during the same bar

//declare the moving averages
f=average[7]
s=average[10]
//declare the events (trading signals)
bullish = (f > s and f[1] < s[1])
bearish = (f < s and f[1] > s[1])

if islastbarupdate then
 //check and store the signal
 if (bullish or bearish) and lastset($crosstime)<barindex then //if no signal already occurred on that bar then ..
  $crosstime[barindex]=time //store the time of event 
  $crossprice[barindex]=close //store the price of event 
  if bullish then 
   $signal[barindex]=1 //store the signal direction 
  elsif bearish then 
   $signal[barindex]=-1
  endif
 endif
 //draw the graphic component 
 if isset($signal[barindex]) then //if an event occurred on that bar then do something 
  if $signal[barindex]=1 then //bullish case 
   drawarrowup(barindex,$crossprice[barindex]) coloured(0,255,255) 
  else //bearish case 
   drawarrowdown(barindex,$crossprice[barindex]) coloured(0,255,255)
  endif
  itime=$crosstime[barindex] //create time readable variable for drawtext
  iprice=$crossprice[barindex] //create price readable variable for drawtext
  drawtext("time=#itime#",barindex,0,serif,bold,20) //plot the time of the event 
  drawtext("price=#iprice#",barindex,0.4,serif,bold,20) //plot the price of the event 
 endif
endif

return

// https://www.prorealcode.com/topic/array-variables-availability-in-prorealtime/

// (please do not remove the link above for future reference)

// Example #5: tag exact time and price of an event (2 MA cross over) in real time, during the same bar

//declare the moving averages

f=average[7]

s=average[10]

//declare the events (trading signals)

bullish = (f > s and f[1] < s[1])

bearish = (f < s and f[1] > s[1])

if islastbarupdate then

//check and store the signal

if (bullish or bearish) and lastset($crosstime)<barindex then //if no signal already occurred on that bar then ..

$crosstime[barindex]=time //store the time of event

$crossprice[barindex]=close //store the price of event

if bullish then

$signal[barindex]=1 //store the signal direction

elsif bearish then

$signal[barindex]=-1

endif

//draw the graphic component

if isset($signal[barindex]) then //if an event occurred on that bar then do something

if $signal[barindex]=1 then //bullish case

drawarrowup(barindex,$crossprice[barindex]) coloured(0,255,255)

else //bearish case

drawarrowdown(barindex,$crossprice[barindex]) coloured(0,255,255)

endif

itime=$crosstime[barindex] //create time readable variable for drawtext

iprice=$crossprice[barindex] //create price readable variable for drawtext

drawtext("time=#itime#",barindex,0,serif,bold,20) //plot the time of the event

drawtext("price=#iprice#",barindex,0.4,serif,bold,20) //plot the price of the event

endif

return

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02/27/2020 at 1:00 PM #120677

Vonasi

Thanks for that last example Nicolas. I learnt from it that we have to convert our array variable into a non array variable to use in drawtext. That might save me a lot of time scratching my head in the future when first trying to draw an array value!

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02/27/2020 at 4:43 PM #120690

Roland57800

Good evening Nicolas,
I took the code as it was, I understood its coding
and however I have no results on the graph.
I can’t understand why.
I’m version 11

an idea about the possible problem
Thank you

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02/27/2020 at 5:24 PM #120692

Nicolas

@Roland57800

This topic is in English, please respect other people reading it. I suppose you are talking about the last example (number 5). Are you trying to use it on a prorealtime.com software account? That indicator will not show anything in history at first load, the event must be found in realtime during the candlestick forming.

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02/28/2020 at 10:19 AM #120721

Nicolas

Example #6: Flat base triangle aka double top/bottom

This example is using the similar framework than in the first one, by storing the tops and bottoms fractals we can easily find some graphical patterns in the chart. The code is looking 2 recent points (tops or bottoms, peaks or valleys), check if they are almost flat (price change percent less than the percent setting), draw a segment between the 2 points. Then it finds the lowest or highest price between the twos and draw the flat base triangle. Note that the 3rd point of the triangle is plotted at mid way between the 2 points of the base and not at the exact bar that created the highest or lowest.

This snippet could be modded/extended to many more interesting things, I count on you to give back some useful codes! 🙂

// https://www.prorealcode.com/topic/array-variables-availability-in-prorealtime/
// (please do not remove the link above for future reference)
// Example #6: flat base triangle or double top/bottom
defparam drawonlastbaronly=true

// --- settings
fractalP = 10 //fractal period
percent = 0.05 //maximum percent change between the 2 points
barlimit = 100 //maximum bars between 2 points
showTriangle = 1 //show the triangle between the 2 points (1=yes,0=no)
// --- end of settings

//fractals
cp=fractalP
if high[cp] >= highest[(cp)*2+1](high) then //new fractal high found
 $TOPy[lastset($TOPy)+1] = high[cp] //store fractal value
 $TOPx[lastset($TOPx)+1] = barindex[cp] //store fractal barindex
endif

if low[cp] <= lowest[(cp)*2+1](low)  then //new fractal low found
 $BOTy[lastset($BOTy)+1] = low[cp] //store fractal value
 $BOTx[lastset($BOTx)+1] = barindex[cp] //stire fractal barindex
endif

if(islastbarupdate and isset($topy[0]) and isset($boty[0])) then
 //check points in a range of X percent
 for i = 0 to lastset($TOPy) do //loop through the tops
  for y = 0 to lastset($TOPy) do //check first top with other tops
   change=abs(($topy[y]-$topy[i])/$topy[i]) //percent range between the 2 tops
   bardiff=abs($TOPx[i]-$TOPx[y]) //how many bars between the 2 points?
   if change<=percent/100 and bardiff<barlimit and bardiff>=fractalP and $topx[i]<>$topx[y] then
    //plot points at each top
    DRAWPOINT($topx[i],$topy[i],5) COLOURED (0,255,0,25) BORDERCOLOR (0,200,0) 
    DRAWPOINT($topx[y],$topy[y],5) COLOURED (0,255,0,25) BORDERCOLOR (0,200,0)
    //plot the flat base
    drawsegment($topx[i],$topy[i],$topx[y],$topy[y]) style(dottedline,2)
    if(showTriangle) then 
     //find the lowest point between the 2 tops 
     ll = lowest[bardiff](low)[barindex-max($topx[i],$topx[y])]
     //plot the triangle 
     drawtriangle($topx[i],$topy[i],$topx[y],$topy[y],max($topx[i],$topx[y])-bardiff/2,ll) COLOURED (0,255,0,20) BORDERCOLOR (0,200,0,0)
    endif
   endif
  next
 next
 for i = 0 to lastset($BOTy) do //loop through the bottoms
  for y = 0 to lastset($BOTy) do //check first bottom with other bottoms
   change=abs(($boty[y]-$boty[i])/$boty[i]) //percent range between the 2 bottoms
   bardiff=abs($botx[i]-$botx[y]) //how many bars between the 2 points?
   if change<=percent/100 and bardiff<barlimit and bardiff>=fractalP and $BOTx[i]<>$BOTx[y] then
    //plot points at each bottom
    DRAWPOINT($botx[i],$boty[i],5) COLOURED (255,0,0,25) BORDERCOLOR (200,0,0)
    DRAWPOINT($botx[y],$boty[y],5) COLOURED (255,0,0,25) BORDERCOLOR (200,0,0)
    //plot the flat base
    drawsegment($botx[i],$boty[i],$botx[y],$boty[y]) style(dottedline,2)
    if(showTriangle) then
     //find the lowest point between the 2 tops
     hh = highest[bardiff](high)[barindex-max($botx[i],$botx[y])]
     //plot the triangle
     drawtriangle($botx[i],$boty[i],$botx[y],$boty[y],max($botx[i],$botx[y])-bardiff/2,hh) COLOURED (255,0,0,20) BORDERCOLOR (200,0,0,0)
    endif
   endif
  next
 next
endif

return

// https://www.prorealcode.com/topic/array-variables-availability-in-prorealtime/

// (please do not remove the link above for future reference)

// Example #6: flat base triangle or double top/bottom

defparam drawonlastbaronly=true

// --- settings

fractalP = 10 //fractal period

percent = 0.05 //maximum percent change between the 2 points

barlimit = 100 //maximum bars between 2 points

showTriangle = 1 //show the triangle between the 2 points (1=yes,0=no)

// --- end of settings

//fractals

cp=fractalP

if high[cp] >= highest[(cp)*2+1](high) then //new fractal high found

$TOPy[lastset($TOPy)+1] = high[cp] //store fractal value

$TOPx[lastset($TOPx)+1] = barindex[cp] //store fractal barindex

endif

if low[cp] <= lowest[(cp)*2+1](low) then //new fractal low found

$BOTy[lastset($BOTy)+1] = low[cp] //store fractal value

$BOTx[lastset($BOTx)+1] = barindex[cp] //stire fractal barindex

endif

if(islastbarupdate and isset($topy[0]) and isset($boty[0])) then

//check points in a range of X percent

for i = 0 to lastset($TOPy) do //loop through the tops

for y = 0 to lastset($TOPy) do //check first top with other tops

change=abs(($topy[y]-$topy[i])/$topy[i]) //percent range between the 2 tops

bardiff=abs($TOPx[i]-$TOPx[y]) //how many bars between the 2 points?

if change<=percent/100 and bardiff<barlimit and bardiff>=fractalP and $topx[i]<>$topx[y] then

//plot points at each top

DRAWPOINT($topx[i],$topy[i],5) COLOURED (0,255,0,25) BORDERCOLOR (0,200,0)

DRAWPOINT($topx[y],$topy[y],5) COLOURED (0,255,0,25) BORDERCOLOR (0,200,0)

//plot the flat base

drawsegment($topx[i],$topy[i],$topx[y],$topy[y]) style(dottedline,2)

if(showTriangle) then

//find the lowest point between the 2 tops

ll = lowest[bardiff](low)[barindex-max($topx[i],$topx[y])]

//plot the triangle

drawtriangle($topx[i],$topy[i],$topx[y],$topy[y],max($topx[i],$topx[y])-bardiff/2,ll) COLOURED (0,255,0,20) BORDERCOLOR (0,200,0,0)

endif

for i = 0 to lastset($BOTy) do //loop through the bottoms

for y = 0 to lastset($BOTy) do //check first bottom with other bottoms

change=abs(($boty[y]-$boty[i])/$boty[i]) //percent range between the 2 bottoms

bardiff=abs($botx[i]-$botx[y]) //how many bars between the 2 points?

if change<=percent/100 and bardiff<barlimit and bardiff>=fractalP and $BOTx[i]<>$BOTx[y] then

//plot points at each bottom

DRAWPOINT($botx[i],$boty[i],5) COLOURED (255,0,0,25) BORDERCOLOR (200,0,0)

DRAWPOINT($botx[y],$boty[y],5) COLOURED (255,0,0,25) BORDERCOLOR (200,0,0)

//plot the flat base

drawsegment($botx[i],$boty[i],$botx[y],$boty[y]) style(dottedline,2)

if(showTriangle) then

//find the lowest point between the 2 tops

hh = highest[bardiff](high)[barindex-max($botx[i],$botx[y])]

//plot the triangle

drawtriangle($botx[i],$boty[i],$botx[y],$boty[y],max($botx[i],$botx[y])-bardiff/2,hh) COLOURED (255,0,0,20) BORDERCOLOR (200,0,0,0)

endif

return

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