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

Viewing 15 posts - 31 through 45 (of 208 total)

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03/03/2020 at 8:31 AM #121027

JMat45

Hi Nicolas, is it ready yet for trading accounts (V11) with Interactive Brokers?

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03/03/2020 at 9:25 AM #121029

Nicolas

I don’t think it is available presently for that type of account, but very soon. Best way to verify is by typing one of the array instruction (or by copy/paste one of the examples of that topic) and check if there is a syntax error 😉

Nicolas

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03/03/2020 at 5:14 PM #121087

Vonasi

I created a little code that uses arrays to create a seasonality curve. It might be of interest to anyone reading this topic so here is the link to that indicator:

https://www.prorealcode.com/topic/seasonality-curve-using-arrays/

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03/04/2020 at 9:21 AM #121118

Nicolas

Another example posted by Roberto, the Meander Bands updated with ARRAYS

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03/06/2020 at 1:59 PM #121355

Nicolas

Example with a price gap levels indicator coded by @grivoire

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03/13/2020 at 9:30 AM #122026

Nicolas

Example #7: calculate the Average Daily Range (ADR)

A simple example on how to store a value in an array while the history is loaded. Each new day, the $drange variable increase its index to save the previous day range (High-Low). Once the array length is sufficient (has enough values) to calculate the average period, the calculation is made. Therefore, we only use a quick loop through the array and not through the global data history to fetch the last X days range to calculate the ADR.

// https://www.prorealcode.com/topic/array-variables-availability-in-prorealtime/
// (please do not remove the link above for future reference)
// Example #7: Average Daily Range 

//--- settings 
adrperiod = 20
//--- end of settings 

sum = 0
if day<>day[1] then
 $drange[lastset($drange)+1]=dhigh(1)-dlow(1)
 if lastset($drange)>=adrperiod  then
  for i = lastset($drange) downto lastset($drange)-adrperiod do
   sum = sum+$drange[i]
  next
  adr = sum/adrperiod
 endif
endif

return adr as "Average Daily Range"

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

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

// Example #7: Average Daily Range

//--- settings

adrperiod = 20

//--- end of settings

sum = 0

if day<>day[1] then

$drange[lastset($drange)+1]=dhigh(1)-dlow(1)

if lastset($drange)>=adrperiod then

for i = lastset($drange) downto lastset($drange)-adrperiod do

sum = sum+$drange[i]

adr = sum/adrperiod

endif

return adr as "Average Daily Range"

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03/13/2020 at 5:22 PM #122079

Rory Dryden

Thanks Nicolas.

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03/24/2020 at 4:33 PM #123165

Fabian

Hi Nicolas,

I’ve a question for the expert.
Is it possible with the new array function (or without) to calculate live price projection targets in the chart with the corresponding probability?
And if so, would it be possible to create a template in which we enter our conditions?

Thank you.

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03/24/2020 at 5:11 PM #123172

Nicolas

Yes, that would be possible. You just have to deal with the probability calculation.

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03/26/2020 at 2:01 PM #123419

Vonasi

I developed my seasonality curve indicator that uses arrays further and it might be of interest for anyone studying the use of arrays.

Find it here:

https://www.prorealcode.com/topic/seasonality-curve-using-arrays/#post-123417

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03/29/2020 at 3:02 PM #123815

nonetheless

Are arrays only used for data? ie external to the code. Or could they somehow be used to select indicator variables within the code? I’m thinking of something like this

//PRC_Stochastic RSI | indicator
lengthRSI = lr //RSI period
lengthStoch = ls //Stochastic period
smoothK = sk //Smooth signal of stochastic RSI
smoothD = sd //Smooth signal of smoothed stochastic RSI
myRSI = RSI[lengthRSI](close)
MinRSI = lowest[lengthStoch](myrsi)
MaxRSI = highest[lengthStoch](myrsi)
StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI)
K = average[smoothK](stochrsi)*100
D = average[smoothD](K)
 
c1 = K>D
c2 = K<D

//PRC_Stochastic RSI | indicator

lengthRSI = lr //RSI period

lengthStoch = ls //Stochastic period

smoothK = sk //Smooth signal of stochastic RSI

smoothD = sd //Smooth signal of smoothed stochastic RSI

myRSI = RSI[lengthRSI](close)

MinRSI = lowest[lengthStoch](myrsi)

MaxRSI = highest[lengthStoch](myrsi)

StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI)

K = average[smoothK](stochrsi)*100

D = average[smoothD](K)

c1 = K>D

c2 = K<D

where the 4 variables result in hundreds or thousands of workable combinations.

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03/29/2020 at 5:46 PM #123834

Vonasi

You can store any value you like in an array. So you could say recognise a set of candle price action on the chart and then store all the periods of an indicator that were within a certain range at this time.

For example you could have an array with storage locations from 1 to 200 and when price does something you like add one to each location if the price was above that period average. So for example:

if (my event happens) then
for a = 2 to 200
if close > average[a] then
$avg[a] = $avg[a] + 1
endif
next
endif

if (my event happens) then

for a = 2 to 200

if close > average[a] then

$avg[a] = $avg[a] + 1

endif

So now we have a store of which averages were correct the most often.

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nonetheless

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03/29/2020 at 6:51 PM #123837

nonetheless

Thanks Vonasi, it seems a hugely powerful tool. I’ll have to do some serious homework to get my head around it.

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03/30/2020 at 8:35 AM #123873

Nicolas

Think of arrays as dynamic variables. You can create as many variables as you want, on the fly. Store everything in arrays and use them later (or not) in your code.

Nicolas

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03/30/2020 at 9:36 AM #123889

nonetheless

If the variables are dynamic, is it self-optimizing? In the StochasticRSI example, if each variable had an array of 2-20 would the code then select the most effective combination? Or is it recording what would have been the best combination for future reference?

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