Conversion TradingView to ProRealtime – Previous OHLC

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  • 03/19/2019 at 9:55 AM #94002 quote
    vetrader
    Participant
    Average

    Hallo,

    the second script contains previous OHLC values – see attachment. In Tradingview I can select the timeframe for the previous OHLC from 15 Minutes to 1 Month. For example – if i use the Daily chart I can choose to visualize the previous weekly and monthly OHLC. I can also select if I want to see all OHLC, only High/Low or only Open/Close. In the attached picture Week (blue line) and Month (black dotted) previous OHLC are selected and this only for High/Low.

    Questions:

    Can anyone provide an exact conversion of the code below?

    Most important are 1 Hour to 1 Month previous OHLC. A possibility to easy select between the previous OHLC timeframes would be great. If a selection is not possible, also seperated scripts for each timeframe would be good.

    I also want to use this as screener – e.g. scan for stocks which are 1 % (variable) in the range of their previous OHLC (Month Low). Is this possible in ProRealtime and can anyone provide this as a screener script?

    Tradingview code:

    //@version=3
    study(title=”SVVT PreOHLC Intraday/Month V1.8″, shorttitle=”SVVT PreOHLC Intraday/Month V1.8″, overlay=true)
    select_inp = input(defval=”All OHLC”, title=’OHLC Selection’, options=[“All OHLC”,”Only High/Low”,”Only Open/Close”])
    pm = input(false, title=”Show Pre-Month OHLC?”)
    pw = input(false, title=”Show Pre-Week OHLC?”)
    pd = input(false, title=”Show Pre-Day OHLC?”)
    p4h = input(false, title=”Show Pre-4-Hour OHLC?”)
    p2h = input(false, title=”Show Pre-2-Hour OHLC?”)
    p1h = input(true, title=”Show Pre-1-Hour OHLC?”)
    p30m = input(false, title=”Show Pre-30-Min OHLC?”)
    p15m = input(false, title=”Show Pre-15-Min OHLC?”)

    //Monthly
    mo = security(tickerid, ‘M’, open[1], lookahead=barmerge.lookahead_on)
    mc = security(tickerid, ‘M’, close[1], lookahead=barmerge.lookahead_on)
    mh = security(tickerid, ‘M’, high[1], lookahead=barmerge.lookahead_on)
    ml = security(tickerid, ‘M’, low[1], lookahead=barmerge.lookahead_on)

    //Weekly
    wo = security(tickerid, ‘W’, open[1], lookahead=barmerge.lookahead_on)
    wc = security(tickerid, ‘W’, close[1], lookahead=barmerge.lookahead_on)
    wh = security(tickerid, ‘W’, high[1], lookahead=barmerge.lookahead_on)
    wl = security(tickerid, ‘W’, low[1], lookahead=barmerge.lookahead_on)

    //Daily
    do = security(tickerid, ‘D’, open[1], lookahead=barmerge.lookahead_on)
    dc = security(tickerid, ‘D’, close[1], lookahead=barmerge.lookahead_on)
    dh = security(tickerid, ‘D’, high[1], lookahead=barmerge.lookahead_on)
    dl = security(tickerid, ‘D’, low[1], lookahead=barmerge.lookahead_on)

    //4 Hour
    fho = security(tickerid, ‘240’, open[1], lookahead=barmerge.lookahead_on)
    fhc = security(tickerid, ‘240’, close[1], lookahead=barmerge.lookahead_on)
    fhh = security(tickerid, ‘240’, high[1], lookahead=barmerge.lookahead_on)
    fhl = security(tickerid, ‘240’, low[1], lookahead=barmerge.lookahead_on)

    //2 Hour
    tho = security(tickerid, ‘120’, open[1], lookahead=barmerge.lookahead_on)
    thc = security(tickerid, ‘120’, close[1], lookahead=barmerge.lookahead_on)
    thh = security(tickerid, ‘120’, high[1], lookahead=barmerge.lookahead_on)
    thl = security(tickerid, ‘120’, low[1], lookahead=barmerge.lookahead_on)

    //1 Hour
    oho = security(tickerid, ’60’, open[1], lookahead=barmerge.lookahead_on)
    ohc = security(tickerid, ’60’, close[1], lookahead=barmerge.lookahead_on)
    ohh = security(tickerid, ’60’, high[1], lookahead=barmerge.lookahead_on)
    ohl = security(tickerid, ’60’, low[1], lookahead=barmerge.lookahead_on)

    //30 Min
    tomo = security(tickerid, ’30’, open[1], lookahead=barmerge.lookahead_on)
    tomc = security(tickerid, ’30’, close[1], lookahead=barmerge.lookahead_on)
    tomh = security(tickerid, ’30’, high[1], lookahead=barmerge.lookahead_on)
    toml = security(tickerid, ’30’, low[1], lookahead=barmerge.lookahead_on)

    //15 Min
    ofmo = security(tickerid, ’15’, open[1], lookahead=barmerge.lookahead_on)
    ofmc = security(tickerid, ’15’, close[1], lookahead=barmerge.lookahead_on)
    ofmh = security(tickerid, ’15’, high[1], lookahead=barmerge.lookahead_on)
    ofml = security(tickerid, ’15’, low[1], lookahead=barmerge.lookahead_on)

    //Plots
    select = select_inp == “All OHLC” ? 0 : select_inp == “Only High/Low” ? 1 : 2
    //Monthly
    plot(pm and mo and (select == 0 or select == 2) ? mo : na, title=”Pre-Month Open”, style=linebr, linewidth=1, color=#DF01D7, transp=0)
    plot(pm and mc and (select == 0 or select == 2) ? mc : na, title=”Pre-Month Close”, style=linebr, linewidth=1, color=blue, transp=0)
    plot(pm and mh and (select == 0 or select == 1) ? mh : na, title=”Pre-Month High”, style=linebr, linewidth=1, color=black, transp=0)
    plot(pm and ml and (select == 0 or select == 1) ? ml : na, title=”Pre-Month Low”, style=linebr, linewidth=1, color=black, transp=0)

    //Weekly
    plot(pw and wo and (select == 0 or select == 2) ? wo : na, title=”Pre-Week Open”, style=linebr, linewidth=1, color=#DF01D7, transp=0)
    plot(pw and wc and (select == 0 or select == 2) ? wc : na, title=”Pre-Week Close”, style=linebr, linewidth=1, color=blue, transp=0)
    plot(pw and wh and (select == 0 or select == 1) ? wh : na, title=”Pre-Week High”, style=linebr, linewidth=1, color=black, transp=0)
    plot(pw and wl and (select == 0 or select == 1) ? wl : na, title=”Pre-Week Low”, style=linebr, linewidth=1, color=black, transp=0)

    //Daily
    plot(pd and do and (select == 0 or select == 2) ? do : na, title=”Pre-Day Open”, style=linebr, linewidth=1, color=#DF01D7, transp=0)
    plot(pd and dc and (select == 0 or select == 2) ? dc : na, title=”Pre-Day Close”, style=linebr, linewidth=1, color=blue, transp=0)
    plot(pd and dh and (select == 0 or select == 1) ? dh : na, title=”Pre-Day High”, style=linebr, linewidth=1, color=black, transp=0)
    plot(pd and dl and (select == 0 or select == 1) ? dl : na, title=”Pre-Day Low”, style=linebr, linewidth=1, color=black, transp=0)

    //4 Hour
    plot(p4h and fho and (select == 0 or select == 2) ? fho : na, title=”Pre-4-Hour Open”, style=linebr, linewidth=1, color=#DF01D7, transp=0)
    plot(p4h and fhc and (select == 0 or select == 2) ? fhc : na, title=”Pre-4-Hour Close”, style=linebr, linewidth=1, color=blue, transp=0)
    plot(p4h and fhh and (select == 0 or select == 1) ? fhh : na, title=”Pre-4-Hour High”, style=linebr, linewidth=1, color=black, transp=0)
    plot(p4h and fhl and (select == 0 or select == 1) ? fhl : na, title=”Pre-4-Hour Low”, style=linebr, linewidth=1, color=black, transp=0)

    //2 Hour
    plot(p2h and tho and (select == 0 or select == 2) ? tho : na, title=”Pre-2-Hour Open”, style=linebr, linewidth=1, color=#DF01D7, transp=0)
    plot(p2h and thc and (select == 0 or select == 2) ? thc : na, title=”Pre-2-Hour Close”, style=linebr, linewidth=1, color=blue, transp=0)
    plot(p2h and thh and (select == 0 or select == 1) ? thh : na, title=”Pre-2-Hour High”, style=linebr, linewidth=1, color=black, transp=0)
    plot(p2h and thl and (select == 0 or select == 1) ? thl : na, title=”Pre-2-Hour Low”, style=linebr, linewidth=1, color=black, transp=0)

    //1 Hour
    plot(p1h and oho and (select == 0 or select == 2) ? oho : na, title=”Pre-1-Hour Open”, style=linebr, linewidth=1, color=#DF01D7, transp=0)
    plot(p1h and ohc and (select == 0 or select == 2) ? ohc : na, title=”Pre-1-Hour Close”, style=linebr, linewidth=1, color=blue, transp=0)
    plot(p1h and ohh and (select == 0 or select == 1) ? ohh : na, title=”Pre-1-Hour High”, style=linebr, linewidth=1, color=black, transp=0)
    plot(p1h and ohl and (select == 0 or select == 1) ? ohl : na, title=”Pre-1-Hour Low”, style=linebr, linewidth=1, color=black, transp=0)

    //30 Min
    plot(p30m and tomo and (select == 0 or select == 2) ? tomo : na, title=”Pre-30-Min Open”, style=linebr, linewidth=1, color=#DF01D7, transp=0)
    plot(p30m and tomc and (select == 0 or select == 2) ? tomc : na, title=”Pre-30-Min Close”, style=linebr, linewidth=1, color=blue, transp=0)
    plot(p30m and tomh and (select == 0 or select == 1) ? tomh : na, title=”Pre-30-Min High”, style=linebr, linewidth=1, color=black, transp=0)
    plot(p30m and toml and (select == 0 or select == 1) ? toml : na, title=”Pre-30-Min Low”, style=linebr, linewidth=1, color=black, transp=0)

    //15 Min
    plot(p15m and ofmo and (select == 0 or select == 2) ? ofmo : na, title=”Pre-15-Min Open”, style=linebr, linewidth=1, color=#DF01D7, transp=0)
    plot(p15m and ofmo and (select == 0 or select == 2) ? ofmc : na, title=”Pre-15-Min Close”, style=linebr, linewidth=1, color=blue, transp=0)
    plot(p15m and ofmo and (select == 0 or select == 1) ? ofmh : na, title=”Pre-15-Min High”, style=linebr, linewidth=1, color=black, transp=0)
    plot(p15m and ofmo and (select == 0 or select == 1) ? ofml : na, title=”Pre-15-Min Low”, style=linebr, linewidth=1, color=black, transp=0)

    Thanks and best regards!

    PreOHLC.png PreOHLC.png
    03/21/2019 at 8:47 AM #94242 quote
    vetrader
    Participant
    Average

    Anyone?

    04/08/2019 at 2:54 PM #95716 quote
    Vonasi
    Moderator
    Master

    Try this:

    [attachment file=”OHLC Y Q M W D H4 H1.itf”]

    Lookback value is 1 = last year, last month last week etc. 2 = two years ago, two months ago, two weeks ago etc.

    With this feature you can apply the indicator more than once to a chart and have the last three months OHLC values shown for example.

    [attachment file=95717]

     

    //Settings 

LookBack = 1 
Y = 0
Q = 0
M = 1
W = 0
D = 0
H4 = 0
H1 = 0
OpenClose = 1
HighLow = 1

//1 Hour
if h1 then
if openhour <> openhour[1] then
h1index = h1index + 1
h1high = 0
h1low = close
h1open = open
h1close = close
 
if h1index > lookback then
for j = 1 to barindex
if h1index[j] = h1index - lookback then
myh1high = h1high[j]
myh1low = h1low[j]
myh1open = h1open[j]
myh1close = h1close[j]
break
endif
next
endif
endif
 
h1high = max(h1high,high)
h1low = min(h1low,low)
h1close = close
endif

//4 Hour
if h4 then
if openhour <> openhour[1] and (openhour = 1 or openhour = 5 or openhour = 9 or openhour = 13 or openhour = 17 or openhour = 21) then
h4index = h4index + 1
h4high = 0
h4low = close
h4open = open
h4close = close
 
if h4index > lookback then
for j = 1 to barindex
if h4index[j] = h4index - lookback then
myh4high = h4high[j]
myh4low = h4low[j]
myh4open = h4open[j]
myh4close = h4close[j]
break
endif
next
endif
endif
 
h4high = max(h4high,high)
h4low = min(h4low,low)
h4close = close
endif


//Day
if d then
if openday <> openday[1] and openday[1] <> 7 then
dayindex = dayindex + 1
dayhigh = 0
daylow = close
dayopen = open
dayclose = close
 
if dayindex > lookback then
for j = 1 to barindex
if dayindex[j] = dayindex - lookback then
mydayhigh = dayhigh[j]
mydaylow = daylow[j]
mydayopen = dayopen[j]
mydayclose = dayclose[j]
break
endif
next
endif
endif
 
dayhigh = max(dayhigh,high)
daylow = min(daylow,low)
dayclose = close
endif


//Week
if w then
if opendayofweek < opendayofweek[1] then
weekindex = weekindex + 1
weekhigh = 0
weeklow = close
weekopen = open
weekclose = close
 
if weekindex > lookback then
for j = 1 to barindex
if weekindex[j] = weekindex - lookback then
myweekhigh = weekhigh[j]
myweeklow = weeklow[j]
myweekopen = weekopen[j]
myweekclose = weekclose[j]
break
endif
next
endif
endif
 
weekhigh = max(weekhigh,high)
weeklow = min(weeklow,low)
weekclose = close
endif


//Month
if m then
if openmonth <> openmonth[1] then
monthindex = monthindex + 1
monthhigh = 0
monthlow = close
monthopen = open
monthclose = close
 
if monthindex > lookback then
for j = 1 to barindex
if monthindex[j] = monthindex - lookback then
mymonthhigh = monthhigh[j]
mymonthlow = monthlow[j]
mymonthopen = monthopen[j]
mymonthclose = monthclose[j]
break
endif
next
endif
endif
 
monthhigh = max(monthhigh,high)
monthlow = min(monthlow,low)
monthclose = close
endif


//Quarter
if q then
if openmonth <> openmonth[1] and (openmonth = 1 or openmonth = 4 or openmonth = 7 or openmonth = 10) then
quarterindex = quarterindex + 1
quarterhigh = 0
quarterlow = close
quarteropen = open
quarterclose = close
 
if quarterindex > lookback then
for j = 1 to barindex
if quarterindex[j] = quarterindex - lookback then
myquarterhigh = quarterhigh[j]
myquarterlow = quarterlow[j]
myquarteropen = quarteropen[j]
myquarterclose = quarterclose[j]
break
endif
next
endif
endif
 
quarterhigh = max(quarterhigh,high)
quarterlow = min(quarterlow,low)
quarterclose = close
endif


//Year
if y then
if openyear <> openyear[1] then
yearindex = yearindex + 1
yearhigh = 0
yearlow = close
yearopen = open
yearclose = close
 
if yearindex > lookback then
for j = 1 to barindex
if yearindex[j] = yearindex - lookback then
myyearhigh = yearhigh[j]
myyearlow = yearlow[j]
myyearopen = yearopen[j]
myyearclose = yearclose[j]
break
endif
next
endif
endif
 
yearhigh = max(yearhigh,high)
yearlow = min(yearlow,low)
yearclose = close
endif

//Remove zero value plotting at start and unwanted lines
if h1index < lookback or not h1 or not openclose then
myh1open = undefined
myh1close = undefined
endif
if h1index < lookback or not h1 or not highlow then
myh1high = undefined
myh1low = undefined
endif

if h4index < lookback or not h4 or not openclose then
myh4open = undefined
myh4close = undefined
endif
if h4index < lookback or not h4 or not highlow then
myh4high = undefined
myh4low = undefined
endif

if dayindex < lookback or not d or not openclose then
mydayopen = undefined
mydayclose = undefined
endif
if dayindex < lookback or not d or not highlow then
mydayhigh = undefined
mydaylow = undefined
endif

if weekindex < lookback or not w or not openclose then
myweekopen = undefined
myweekclose = undefined
endif
if weekindex < lookback or not w or not highlow then
myweekhigh = undefined
myweeklow = undefined
endif

if monthindex < lookback or not m or not openclose then
mymonthopen = undefined
mymonthclose = undefined
endif
if monthindex < lookback or not m or not highlow then
mymonthhigh = undefined
mymonthlow = undefined
endif

if quarterindex < lookback or not q or not openclose then
myquarteropen = undefined
myquarterclose = undefined
endif
if quarterindex < lookback or not q or not highlow then
myquarterhigh = undefined
myquarterlow = undefined
endif

if yearindex < lookback or not y or not openclose then
myyearopen = undefined
myyearclose = undefined
endif
if yearindex < lookback or not y or not highlow then
myyearhigh = undefined
myyearlow = undefined
endif

return myweekopen coloured(100,149,237) as "Week Open", myweekhigh coloured(0,128,0) as "Week High", myweeklow coloured(128,0,0) as "Week Low", myweekclose coloured(0,0,255) as "Week Close", mymonthopen coloured(100,149,237) as "Month Open", mymonthhigh coloured (0,128,0) as "Month High", mymonthlow coloured (128,0,0) as "Month Low", mymonthclose coloured (0,0,255) as "Month Close",mydayopen coloured(100,149,237) as "Day Open", mydayhigh coloured (0,128,0) as "Day High", mydaylow coloured (128,0,0) as "Day Low", mydayclose coloured (0,0,255) as "Day Close", myyearopen coloured(100,149,237) as "Year Open", myyearhigh coloured (0,128,0) as "Year High", myyearlow coloured (128,0,0) as "Year Low", myyearclose coloured (0,0,255) as "Year Close", myquarteropen coloured(100,149,237) as "Quarter Open", myquarterhigh coloured (0,128,0) as "Quarter High", myquarterlow coloured (128,0,0) as "Quarter Low", myquarterclose coloured (0,0,255) as "Quarter Close", myh4open coloured(100,149,237) as "H4 Open", myh4high coloured (0,128,0) as "H4 High", myh4low coloured (128,0,0) as "H4 Low", myh4close coloured (0,0,255) as "H4 Close", myh1open coloured(100,149,237) as "H1 Open", myh1high coloured (0,128,0) as "H1 High", myh1low coloured (128,0,0) as "H1 Low", myh1close coloured (0,0,255) as "H1 Close"
    Nicolas and vetrader thanked this post
    Screenshot_2.png Screenshot_2.png OHLC-Y-Q-M-W-D-H4-H1.itf
    04/08/2019 at 3:08 PM #95720 quote
    Vonasi
    Moderator
    Master

    I forgot to say that the daily values are calculated starting at the open of the Monday candle to remove the issue of having Sunday OHLC values throughout Monday. You actually get the OHLC of Friday and Sunday combined shown on a Monday. The weekly values are calculated from the open of the Sunday candle. If there is no trading due to holidays then the OHLC starts on the first trading day of a week.

    You have to have enough candles on a chart to display the values. The indicator has to wait until a complete year from Jan 1st to Dec 31st is displayed before it can display any OHLC values. The same for a month – it needs a whole month before it can display anything. Same for a week etc.

    It can be slow to draw if you want everything displayed on a lot of bars!

    vetrader thanked this post
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Conversion TradingView to ProRealtime – Previous OHLC


ProBuilder: Indicators & Custom Tools

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vetrader @vetrader Participant
Summary

This topic contains 3 replies,
has 2 voices, and was last updated by Vonasi
6 years, 10 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 03/19/2019
Status: Active
Attachments: 3 files
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