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

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12/10/2020 at 4:42 PM #153246

AllIn

Hello Nicolas,

For the Volume indicator example you gave in the first page , I try to adapt it for my need without success.

I try to reset the array after every new bar in order to separate the volume of each bar.

I tried with “Barindex”, “intradaybarindex” without success.

Here is my last code

once Barref=IntradayBarIndex

if IntradayBarIndex > Barref then
Barref=IntradayBarIndex
$upvol[0]= 0
$dnvol[0]= 0
endif

if islastbarupdate then

if close>$lastclose[0]then
$upvol[0]=$upvol[0]+volume
elsif close<$lastclose[0] then
$dnvol[0]=$dnvol[0]+volume
endif
$lastclose[0]=close
delta=($upvol[0]-$dnvol[0])
endif
avg=average[10](delta)

return $upvol[0] coloured(0,255,255,100) style(histogram) as "up volumes", $dnvol[0] coloured(255,0,0,100) style(histogram) as "down volumes", delta style(line,3), avg

once Barref=IntradayBarIndex

if IntradayBarIndex > Barref then

Barref=IntradayBarIndex

$upvol[0]= 0

$dnvol[0]= 0

endif

if islastbarupdate then

if close>$lastclose[0]then

$upvol[0]=$upvol[0]+volume

elsif close<$lastclose[0] then

$dnvol[0]=$dnvol[0]+volume

endif

$lastclose[0]=close

delta=($upvol[0]-$dnvol[0])

endif

avg=average[10](delta)

return $upvol[0] coloured(0,255,255,100) style(histogram) as "up volumes", $dnvol[0] coloured(255,0,0,100) style(histogram) as "down volumes", delta style(line,3), avg

Do you have any advice ?

Regards

AllIn

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12/10/2020 at 4:53 PM #153248

Nicolas

I don’t know why but Intrabarindex is not working for the barindex comparison, I replaced it with BARINDEX:

if BarIndex > $Barref[0] then
$Barref[0]=BarIndex
$upvol[0]= 0
$dnvol[0]= 0
endif

if islastbarupdate then
if close>$lastclose[0]then
$upvol[0]=$upvol[0]+volume
elsif close<$lastclose[0] then
$dnvol[0]=$dnvol[0]+volume
endif
$lastclose[0]=close
delta=($upvol[0]-$dnvol[0])
endif
avg=average[10](delta)

return $upvol[0] coloured(0,255,255,100) style(histogram) as "up volumes", $dnvol[0] coloured(255,0,0,100) style(histogram) as "down volumes", delta style(line,3), avg

if BarIndex > $Barref[0] then

$Barref[0]=BarIndex

$upvol[0]= 0

$dnvol[0]= 0

endif

if islastbarupdate then

if close>$lastclose[0]then

$upvol[0]=$upvol[0]+volume

elsif close<$lastclose[0] then

$dnvol[0]=$dnvol[0]+volume

endif

$lastclose[0]=close

delta=($upvol[0]-$dnvol[0])

endif

avg=average[10](delta)

return $upvol[0] coloured(0,255,255,100) style(histogram) as "up volumes", $dnvol[0] coloured(255,0,0,100) style(histogram) as "down volumes", delta style(line,3), avg

It works correctly now, the values are reset on each new bar.

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AllIn

Nicolas

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12/10/2020 at 5:12 PM #153251

AllIn

Perfect, thank you very much Nicolas

AllIn

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12/13/2020 at 9:40 PM #153605

Ermitage

Hi Nicholas

I tried your code at the first page “Example #3: separate buy/sell volumes on the same candle” but the result is completly different? Have you got any idea?

Thanks

Ermitage

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12/14/2020 at 9:45 AM #153638

Nicolas

It is not different, it needs real time data to correctly get the buy/sell pressure, it is not possible to do the same back in history.

Nicolas

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12/17/2020 at 2:42 AM #154066

parthapersonal

Many thanks dear Nicolas for your never ending zest and passion in what you do and thereby helping others.

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Nicolas

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01/02/2021 at 7:35 PM #156011

pablolo

Hi, is it possible to define an array with multiple values? For example, if you want to save the array with known data.

For example:

$array = {“1”, “2”, “3”}

Or do you have to assign values to the array one by one?

pablolo

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01/02/2021 at 10:17 PM #156023

Vonasi

Multi dimensional arrays are not currently available in PRT but they are hopefully in the pipeline.

At the moment the only work around is to use for example location 123 to be location (1,2,3) and then use multiplication,division and rounding as required to get the info stored at that location.

location = 0
if opendayofweek = 1 then
location = location + 100
endif

if openhour = 2 then
location = location + 20
endif

if openminute = 3 then
location = location + 3
endif

$myarray(location) = close

location = 0

if opendayofweek = 1 then

location = location + 100

endif

if openhour = 2 then

location = location + 20

endif

if openminute = 3 then

location = location + 3

endif

$myarray(location) = close

mylocation = 0

mylocation = mylocation + (opendayofweek * 100)
mylocation = mylocation + (openhour * 10)
mylocation = mylocation + openminute * 10

a = $myarray(mylocation)[1]

return a as "value this time last week"

mylocation = 0

mylocation = mylocation + (opendayofweek * 100)

mylocation = mylocation + (openhour * 10)

mylocation = mylocation + openminute * 10

a = $myarray(mylocation)[1]

return a as "value this time last week"

Vonasi

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01/02/2021 at 10:30 PM #156027

pablolo

Thanks a lot for the quick response. I am not sure I understand this workaround, at least the retrieving part doesn’t make much sense as you are rewriting the mylocation value. However, in my query I was referring to one-dimension arrays, i.e. I want to be able to define them at the beginning of the script, with the first positions filled in, kind of like a known table of values that I can use later on and loop through it.

A second, related question is, I noticed you cannot pass arrays as arguments to functions, correct? I am trying to do a simple moving average of an array that I have defined, but it throws a syntax error. For example:

$myArray[51] = 51

$myArray[0] = 0

Average[52]($myArray)

$myArray[51] = 51

$myArray[0] = 0

Average[52]($myArray)

pablolo

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01/02/2021 at 10:44 PM #156028

Vonasi

pablolo – Please be more careful when posting to follow the forum rules so that we keep a nice tidy forum. I tidied up your post.

Be careful when quoting others in your posts. Only use the quote option when you need to highlight a particular bit of text that you are referring to or to highlight that you are replying to a particular member if there are several involved in a conversation. Do not include large amounts of code in your quotes. Just highlight the text you want to quote and then click on ‘Quote’.

An array is just a variable with multiple storage locations for values. You can get an average of the values at any location over the last p bars however what you are doing is not valid.

a = average[52]($myarray(12))

1	a = average[52]($myarray(12))

Vonasi

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01/03/2021 at 12:29 AM #156033

pablolo

Sorry if these are all basic questions, but I can’t understand your last example.

I get an error when using parenthesis in your last example:

a = average[52]($myarray(12))

1	a = average[52]($myarray(12))

Shouldn’t it be like this?

a = average[52]($myarray[12])

1	a = average[52]($myarray[12])

And, if I am right, what’s the point of calculating an average of $myarray[12], when it is going to be the same value for all bars?

I am still not clear of how I can calculate an average of the last 52 values of my array. I’m guessing Average function only averages across bars, not array values, is that the case?

pablolo

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01/03/2021 at 12:58 AM #156034

pablolo

Moreover, if I use “[” in this example , I get a syntax error, that it is expecting a positive whole number for “SRC”, which I am not sure what it refers to, as I do not have any variable called “SRC”.

a = average[52]($myarray[12])

1	a = average[52]($myarray[12])

pablolo

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01/03/2021 at 8:49 AM #156044

Vonasi

Yes my typo mistake – the correct syntax is with []

Yes AVERAGE[52] just takes the average value over the last 52 bars of whatever you put after the instruction.

One thing you have to consider if you are using arrays in indicators is that the latest bar is formed on the fly and will continuously fill your array every time a condition to add a value is met until the bar finally closes.

If you simply want to get an average of the last 52 values when a condition was met then forget arrays and use loops.

defparam calculateonlastbars = 500

total = 0
count = 0
for a = 1 to barindex
if close[a] > open[a] then
total=total + close
count = count + 1
endif
if count = 53 then 
break
endif
next

if count = 53 then
avg = total/12
else 
avg = undefined
endif

return avg as "average closing price of last 52 green candles"

defparam calculateonlastbars = 500

total = 0

count = 0

for a = 1 to barindex

if close[a] > open[a] then

total=total + close

count = count + 1

endif

if count = 53 then

break

endif

if count = 53 then

avg = total/12

else

avg = undefined

endif

return avg as "average closing price of last 52 green candles"

Vonasi

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01/03/2021 at 2:45 PM #156088

pablolo

I am actually trying to replicate the programming of the RSCMansfield indicator, as there is a limitation in probuilder and I cannot use the inbuilt function, because I want to compare an equity to an index, such as S&P 500, and that apparently is not allowed.

Given that you also cannot import external data in PRT, I am defining an array with the last 52 weekly close prices for S&P500 and wanted to calculate the RSCMansfield formula, as per https://www.stageanalysis.net/blog/4266/how-to-create-the-mansfield-relative-performance-indicator#:~:text=The%20formula%20for%20measuring%20relative,price%20of%20a%20market%20average.%22

RP = ( stock_close / index_close ) * 100

MRP = (( RP(today) / sma(RP(today), n)) - 1 ) * 100

So, what I am doing first is populate the table with S&P500 close prices:

$sp500CierresSemanales[52] = 3234.85
$sp500CierresSemanales[51] = 3265.35
$sp500CierresSemanales[50] = 3329.62
$sp500CierresSemanales[49] = 3295.47
$sp500CierresSemanales[48] = 3225.52
$sp500CierresSemanales[47] = 3327.71
$sp500CierresSemanales[46] = 3380.16
$sp500CierresSemanales[45] = 3337.75
$sp500CierresSemanales[44] = 2954.22
$sp500CierresSemanales[43] = 2972.37
$sp500CierresSemanales[42] = 2711.02
$sp500CierresSemanales[41] = 2304.92
$sp500CierresSemanales[40] = 2541.47
$sp500CierresSemanales[39] = 2488.65
$sp500CierresSemanales[38] = 2789.82
$sp500CierresSemanales[37] = 2874.56
$sp500CierresSemanales[36] = 2836.74
$sp500CierresSemanales[35] = 2830.71
$sp500CierresSemanales[34] = 2929.8
$sp500CierresSemanales[33] = 2863.7
$sp500CierresSemanales[32] = 2955.45
$sp500CierresSemanales[31] = 3044.31
$sp500CierresSemanales[30] = 3193.93
$sp500CierresSemanales[29] = 3041.31
$sp500CierresSemanales[28] = 3097.74
$sp500CierresSemanales[27] = 3009.05
$sp500CierresSemanales[26] = 3130.01
$sp500CierresSemanales[25] = 3185.04
$sp500CierresSemanales[24] = 3224.73
$sp500CierresSemanales[23] = 3215.63
$sp500CierresSemanales[22] = 3271.12
$sp500CierresSemanales[21] = 3351.28
$sp500CierresSemanales[20] = 3372.85
$sp500CierresSemanales[19] = 3397.16
$sp500CierresSemanales[18] = 3508.01
$sp500CierresSemanales[17] = 3426.96
$sp500CierresSemanales[16] = 3340.97
$sp500CierresSemanales[15] = 3319.47
$sp500CierresSemanales[14] = 3298.46
$sp500CierresSemanales[13] = 3348.44
$sp500CierresSemanales[12] = 3477.13
$sp500CierresSemanales[11] = 3483.81
$sp500CierresSemanales[10] = 3465.39
$sp500CierresSemanales[9] = 3269.96
$sp500CierresSemanales[8] = 3509.44
$sp500CierresSemanales[7] = 3585.15
$sp500CierresSemanales[6] = 3557.54
$sp500CierresSemanales[5] = 3638.35
$sp500CierresSemanales[4] = 3699.12
$sp500CierresSemanales[3] = 3663.46
$sp500CierresSemanales[2] = 3709.41
$sp500CierresSemanales[1] = 3703.06
$sp500CierresSemanales[0] = 3756.07

$sp500CierresSemanales[52] = 3234.85

$sp500CierresSemanales[51] = 3265.35

$sp500CierresSemanales[50] = 3329.62

$sp500CierresSemanales[49] = 3295.47

$sp500CierresSemanales[48] = 3225.52

$sp500CierresSemanales[47] = 3327.71

$sp500CierresSemanales[46] = 3380.16

$sp500CierresSemanales[45] = 3337.75

$sp500CierresSemanales[44] = 2954.22

$sp500CierresSemanales[43] = 2972.37

$sp500CierresSemanales[42] = 2711.02

$sp500CierresSemanales[41] = 2304.92

$sp500CierresSemanales[40] = 2541.47

$sp500CierresSemanales[39] = 2488.65

$sp500CierresSemanales[38] = 2789.82

$sp500CierresSemanales[37] = 2874.56

$sp500CierresSemanales[36] = 2836.74

$sp500CierresSemanales[35] = 2830.71

$sp500CierresSemanales[34] = 2929.8

$sp500CierresSemanales[33] = 2863.7

$sp500CierresSemanales[32] = 2955.45

$sp500CierresSemanales[31] = 3044.31

$sp500CierresSemanales[30] = 3193.93

$sp500CierresSemanales[29] = 3041.31

$sp500CierresSemanales[28] = 3097.74

$sp500CierresSemanales[27] = 3009.05

$sp500CierresSemanales[26] = 3130.01

$sp500CierresSemanales[25] = 3185.04

$sp500CierresSemanales[24] = 3224.73

$sp500CierresSemanales[23] = 3215.63

$sp500CierresSemanales[22] = 3271.12

$sp500CierresSemanales[21] = 3351.28

$sp500CierresSemanales[20] = 3372.85

$sp500CierresSemanales[19] = 3397.16

$sp500CierresSemanales[18] = 3508.01

$sp500CierresSemanales[17] = 3426.96

$sp500CierresSemanales[16] = 3340.97

$sp500CierresSemanales[15] = 3319.47

$sp500CierresSemanales[14] = 3298.46

$sp500CierresSemanales[13] = 3348.44

$sp500CierresSemanales[12] = 3477.13

$sp500CierresSemanales[11] = 3483.81

$sp500CierresSemanales[10] = 3465.39

$sp500CierresSemanales[9] = 3269.96

$sp500CierresSemanales[8] = 3509.44

$sp500CierresSemanales[7] = 3585.15

$sp500CierresSemanales[6] = 3557.54

$sp500CierresSemanales[5] = 3638.35

$sp500CierresSemanales[4] = 3699.12

$sp500CierresSemanales[3] = 3663.46

$sp500CierresSemanales[2] = 3709.41

$sp500CierresSemanales[1] = 3703.06

$sp500CierresSemanales[0] = 3756.07

I am struggling trying to replicate the simple moving average part (SMA) using arrays or loops.

Any pseudo-code or idea on how I could achieve this? Or even better, the actual code of how PRT calculates this internally 🙂

Thank you

pablolo

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01/03/2021 at 3:51 PM #156099

Vonasi

Having the last 52 closes will only allow you to calculate your RSCMansfield indicator for the last bar on the chart. Trying to do more than this will require you to fill in every weekly closing price far enough back in history (+52 more bars) to draw a line as long as you want it. You could then loop back from the LASTSET array and add 52 values and divide by 52 to get your weekly average. Then step one more bar back and repeat. You would need to update the array by adding a new array location and close value each week.

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Nicolas

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