Average value from a time period every day last 20 days

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

  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

  

  PastaPesto

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

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

  Something like this:

  On a 30 minute chart

  if time = 0930 then day3 = day2 day2 = day1 day1 = (high - low) endif ave = (day1 + day2 + day3) / 3

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  if time = 0930 then day3 = day2 day2 = day1 day1 = (high - low) endif   ave = (day1 + day2 + day3) / 3

   

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  02/06/2019 at 2:53 PM #90622
  robertogozzi

  Or

  if time = 093000 then day1 = (high - low) endif ave = summation[3](day1) /3

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  if time = 093000 then    day1 = (high - low) endif ave = summation[3](day1) /3

   

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  02/06/2019 at 4:29 PM #90636
  Vonasi

  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!

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  02/06/2019 at 4:59 PM #90638
  Nicolas

  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.

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  02/06/2019 at 5:12 PM #90641
  robertogozzi

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

  

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

  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.

  

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

  Yes, Vonasi ‘s code is the correct one!

  Thank you Nicolas for pointing that out!

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  02/06/2019 at 5:58 PM #90644
  Vonasi

  robertogozzi wrote:

  Yes, Vonasi ‘s code is the correct one!

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

  

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

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

  Have a nice day!

  

  PastaPesto

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