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 3 months ago by robertogozzi.

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

Viewing 15 posts - 91 through 105 (of 208 total)

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05/22/2020 at 3:17 PM #132843

Vonasi

As usual double posting just leads to confusion and wasted time which is why it is a forum rule not to double post. So far Nole djole you have broken two forum rules in just four posts as well as spamming the forums with requests for Nicolas to contact you. If you have a question then post it as a topic in the (correct) forum and perhaps someone will help you. If you want to use Nicolas’ professional programming services then follow the instructions under ‘Help’ and then pay him for the use of his professional programming services.

This topic is about arrays…. now do you have a question about arrays? If not then stop posting here or in any other topic where your post is not relevant!

Vonasi

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06/07/2020 at 1:50 PM #135032

Strade

Hello,

Do array variables work with Proscreener?

I have errors as soon as I put a table in my screener …

Thank you

Strade

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06/07/2020 at 5:12 PM #135071

Nicolas

Arrays are not yet supported by ProScreener.

Nicolas

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06/07/2020 at 5:23 PM #135077

Strade

ok thank you, it’s a shame!

Strade

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07/22/2020 at 11:59 PM #139931

Gentry

Hi everybody !

I have just discovered that the MTF indicators have been available for some time ago and I am very happy with this opportunity.

DEAR NICOLAS,
I’d like to have more explanations if possible.

Before getting there, I have here 2 examples which, if they are in line with the MTF, associated with the array variables, this would mean that I have understood the process.

Another thing, can you please give us other simple examples as you promised? With everyday indicators like STO, RSI MM and so on…

That’s why I’m here to ask for some help for a better understanding in this code.

I propose 2 situations to be examined one after other.

The first :

IS IT POSSIBLE TO CODE THIS WITH ARRAY VARIABLES AND MTF INDICATORS, BECAUSE WE ENTER IN CODING THE FUTURE (Anticipation over 3 periods ahead):

I want to take a bullish position on H4 Timeframe. Here the duration of my operation will be from 4 hours to 2 or 3 days. (Deadline that I set myself on this horizon of the forecast)

I would like to make sure on Daily TF that during this period of time, (that is to say over the next 2 to 5 days, including then my 3 days max on H4 TF) the trend will remain bullish, despite a decline towards the MA.

For this, I have a 20-days MA and a 7-days MA. In manual trading, the projection is visual. I want to check and will only take a position only if, during the coming days, the added closes (therefore anticipation, this is a bit in the future) are systematically greater than the close [8] and following 7, 6, and close [21] and following 20, 19, 18. (Otherwise we can do the analysis with the current close) The close can be estimated by using the other indicators (or the previous close, or the current close)

If this is verified over at least 3 days, ie that the closes and the 7-days average have ended their decline on the 20-days MA which has remained bullish; then on H4 TF I will take a position when the average 28 hours (4 hours x 7) has crossed the average 80 hours (= 4 hours x 20). Or, better, I’ll use the STO, confirmed by MACD.

In fact, The problem is, in Daily TF, to code thess formulas for the 7-days MA and also the 20-days MA: (MAshort, MAlong)

MAsh [2] = MAsh [3] + ((close-close [8]) / 7).

And for the MA 20 :

MAlg [2] = MAlg [3] + ((close-close [21]) / 20)

If I assume that the ratio ((close-close [8]) / 7), (= Δ) (Delta)

(The MA of the following period (MA [2]) is equal to the MA [3] of the previous period to which we add delta, given that for a MA with 7 periods, to MA of the following period will be added the 8th close and withdraw the 1st close)

Delta means that at the withdrawn close we subtract the added close and divide this difference by the period of the MA.
As long as delta is> 0 and increasing in absolute value, the MA7 will progress; if delta is<0 and increasing in absolute value, the MA7 will decrease.

But above all, this analysis allows me to anticipate a crossing or a non-crossing or tightening of MAs. So, I have to make sure that over at least 3 days of my trade the trend on the upper TF will be bullish.

THANK YOU TO TAKE A LOOK AT THIS.

I 'll tell about the second exemple in the future, after this... And I'm going to present tomorrow or after tomorrow the code I've tried to make up...

In your second example « probality Cone » I’ve seen that it is an anticipation. Can you explain this strategy please and the role of the cone ? This will undoubtedly help in a better understanding.

THANKS AND BEST REGARDS

GENTRY.

Gentry

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08/25/2020 at 4:22 PM #142535

Lorenzo15

will it be possible to make a table of datas from all the stocks in a index and store them in an (or multiple) arrays to work with them in EXCEL ™ ?

I would like for example for each value of the CAC 40 to get the value on the 24/02/2020 and compare its value on 15/03/2020 to see which values are ahead both market and which one are late.

For now we can only have a graphic comparison with another value but we have to load each graphic one by one… which take quite a long time…

Proscreener returns only one column and 100 value max which is not enough for large markets (S & P = 500 values to store)

The solution will to scan all the values, get what we’re looking for (Open, close, range, Moving average, standard error…) and store them in an array. When all the values are stored in the array saving it to work with excel or another spreadsheet. Do you think that array var will go that far ??

Best Regards

Lorenzo15

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08/25/2020 at 4:58 PM #142541

Nicolas

Sorry but there are 2 limitations here: you can’t get other instrument price than the one you are actually looking at… and you can’t export files outside of the platform.

Nicolas

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09/18/2020 at 1:47 PM #144665

gfx

Hi,

below two version of same code, on with and the other wo arrays.

The second one doesn’t draw the text as expected. Any idea ?

Thks.

A = averagetruerange[14](close)*0.1
B = high[0]<high[1] 

if B then

DRAWTEXT("DW", barindex,high[1]+ 2* A,SansSerif,Bold,10) COLOURED(204,0,204)
Endif


RETURN

A = averagetruerange[14](close)*0.1

B = high[0]<high[1]

if B then

DRAWTEXT("DW", barindex,high[1]+ 2* A,SansSerif,Bold,10) COLOURED(204,0,204)

Endif

RETURN

above working ok.

Below not working

$A[0] = averagetruerange[14](close)*0.1
$B[0] = high[0]<high[1]

if $B[0] then

DRAWTEXT("DW", barindex,high[1]+ 2* $A[0],SansSerif,Bold,10) COLOURED(204,0,204)
Endif

RETURN

$A[0] = averagetruerange[14](close)*0.1

$B[0] = high[0]<high[1]

if $B[0] then

DRAWTEXT("DW", barindex,high[1]+ 2* $A[0],SansSerif,Bold,10) COLOURED(204,0,204)

Endif

RETURN

gfx

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09/18/2020 at 1:49 PM #144666

gfx

this works though. Any reason ?

$A[0] = averagetruerange[14](close)*0.1
$B[0] = high[0]<high[1]

if $B[0] > 0 then

DRAWTEXT("DW", barindex,high[1]+ 2* $A[0],SansSerif,Bold,10) COLOURED(204,0,204)
Endif

RETURN

$A[0] = averagetruerange[14](close)*0.1

$B[0] = high[0]<high[1]

if $B[0] > 0 then

DRAWTEXT("DW", barindex,high[1]+ 2* $A[0],SansSerif,Bold,10) COLOURED(204,0,204)

Endif

RETURN

gfx

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09/18/2020 at 2:02 PM #144670

Nicolas

Indeed, because an unspecified array variable is always worth zero, one cannot thus know if the value stored inside is a value either false, or true, or NaN.

Nicolas

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09/30/2020 at 3:04 PM #145978

fhornus

Hello,

I’m not sure if this falls within the scope of arrays, but…

the idea is to draw vertical lines at different times of the past trading session.

I populate manually the array with Times ; each value of the array will bring a vertical line on the graph.

When the indicator runs, if any value within the array matches the Time of the bar, a vertical line is drawn.

The code below doesn’t work, but might give you an idea of what I’m looking for.

The graph shows what the result is expected to be.

Thanks for your assistance

 // I populate manually the array with Times (...up to 200 values)
$x[0] =133208
$x[1] =133333
// etc.

// ..then use the values of the array to draw vertical lines at those specified Times
for i = 0 to 1 //(in fact the number of values -1) 
if $x[i] = time[barindex] then
drawvline(barindex) coloured(255,0,0,255)
endif
next

return

// I populate manually the array with Times (...up to 200 values)

$x[0] =133208

$x[1] =133333

// etc.

// ..then use the values of the array to draw vertical lines at those specified Times

for i = 0 to 1 //(in fact the number of values -1)

if $x[i] = time[barindex] then

drawvline(barindex) coloured(255,0,0,255)

endif

return

fhornus

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09/30/2020 at 4:31 PM #145985

Nicolas

On each candle the loop will fetch into the array to know if the current time of the candle is present or not:

// I populate manually the array with Times (...up to 200 values)
$x[0] =172911
$x[1] =172700
// etc.

// ..then use the values of the array to draw vertical lines at those specified Times
for i = 0 to 1 //(in fact the number of values -1)
 if $x[i] = opentime then //or time
  drawvline(barindex) coloured(255,0,0,255)
 endif
next

return

// I populate manually the array with Times (...up to 200 values)

$x[0] =172911

$x[1] =172700

// etc.

// ..then use the values of the array to draw vertical lines at those specified Times

for i = 0 to 1 //(in fact the number of values -1)

if $x[i] = opentime then //or time

drawvline(barindex) coloured(255,0,0,255)

endif

return

Nicolas

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09/30/2020 at 4:53 PM #145986

fhornus

Works fine ; many thanks Nicolas

fhornus

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10/20/2020 at 8:12 PM #147961

pp_playaflamenca

Just a single question, please: arrays are supported for backtesting? (involving some indicator using them) Thanks.

pp_playaflamenca

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10/21/2020 at 8:21 AM #147973

Nicolas

Yes they are. There is only ProScreener which cannot handle them. The screener module will be re-factorized (ProScreener v2) next year.

Nicolas

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