count an occurrence relative to the last value

• 09/25/2019 at 4:58 PM #108459
  Be-n

  Hello everybody !

  I have a puzzle to submit to you. Here is my problem :

  Whenever a closing is strictly greater than a certain percentage since my last position, I indicate it on my graph as follows :

  IF close[0]>1.01*TRADEPRICE THEN bonus=1 ELSIF close[0]>1.02*TRADEPRICE THEN bonus=2 ELSIF close[0]>1.03*TRADEPRICE THEN bonus=3 ELSE bonus=0 ENDIF

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  IF close[0]>1.01*TRADEPRICE THEN    bonus=1 ELSIF close[0]>1.02*TRADEPRICE THEN    bonus=2 ELSIF close[0]>1.03*TRADEPRICE THEN    bonus=3 ELSE    bonus=0 ENDIF

  At my last closing, I have an increase of 2.43% (bonus=2)

  Where :

  lastclose = (close-TRADEPRICE)/TRADEPRICE)*100

  1	lastclose = (close-TRADEPRICE)/TRADEPRICE)*100

  my question :

  How to know how many times lastclose was greater than 2% (that is to say bonus=2) ? Let’s say this case (bonus = 2) has occurred 10 times since the start of my strategy.

  I imagine that a loop is necessary …

  Thx in advance for your time and explanations … and sorry for my english !

  

  Be-n

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  09/25/2019 at 5:02 PM #108461
  Nicolas

  You don’t need a loop if you check the condition on each candlestick close. Just make an increment of a variable each time bonus=2 and that’s enough.

  

  Nicolas

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  09/25/2019 at 5:09 PM #108462
  Be-n

  Thx Nicolas !

  But if I have an increase of 1.43% ($bonus=1) the next time… and so on…

  How do I get the number of occurrences where $bonus = 1 from the beginning of my strategy if $lastclose = 1.43 ? :/

  

  Be-n

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  09/25/2019 at 5:45 PM #108465
  Nicolas

  Sorry, I might not understand what you want or!? Count occurrences by incrementing a variable:

  IF close[0]>1.01*TRADEPRICE THEN bonus=1 ELSIF close[0]>1.02*TRADEPRICE THEN bonus=2 ELSIF close[0]>1.03*TRADEPRICE THEN bonus=3 ELSE bonus=0 ENDIF if bonus=2 then count=count+1 endif

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  IF close[0]>1.01*TRADEPRICE THEN    bonus=1 ELSIF close[0]>1.02*TRADEPRICE THEN    bonus=2 ELSIF close[0]>1.03*TRADEPRICE THEN    bonus=3 ELSE    bonus=0 ENDIF   if bonus=2 then count=count+1 endif

   

   

  

  Nicolas

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  09/25/2019 at 9:06 PM #108482
  Be-n

  No problem Nicolas. I misspoke. I replaced ‘Bonus‘ by ‘Earnings‘ for more readability.

  I would like my last result (‘LastClose‘ = 1.43) determine how many times this same result was found previously in my strategy. I attach to my example a picture of my board.

  In this example, if (‘LastClose‘ = 1.43), I would like to determine how many times this result has already been found 7 times previously (‘Earnings‘ = 1) since the beginning of my strategy (red sticks).

  In this example, if (‘LastClose‘ = 2.14), I would like to determine how many times this result has already been found 4 times previously (‘Earnings‘ = 2) since the beginning of my strategy (red sticks).

  And so on…

  Here is a very simple strategy in order to know where I want to go :

  MyRSI = RSI[14](Close) MyBollingerDown = BollingerDown[25](Close) MyBollingerUp = BollingerUp[25](Close) IF MyRSI < 30 AND Close < MyBollingerDown THEN BUY 1 SHARE AT MARKET ENDIF IF (MyRSI > 70 AND Close > MyBollingerUp) OR (lastclose > 1) THEN SELL AT MARKET ENDIF //The last result is determined LastClose = (close[0]-TRADEPRICE)/TRADEPRICE)*100 IF close[0]>1.01*TRADEPRICE THEN Earnings = 1 ELSIF close[0]>1.02*TRADEPRICE THEN Earnings = 2 ELSIF close[0]>1.03*TRADEPRICE THEN Earnings = 3 ELSE Earnings = 0 ENDIF <em>// According to the result of 'LastClose', I want to know how many times this same result has been found before ...</em>

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  MyRSI = RSI[14](Close) MyBollingerDown = BollingerDown[25](Close) MyBollingerUp = BollingerUp[25](Close)   IF MyRSI < 30 AND Close < MyBollingerDown THEN    BUY 1 SHARE AT MARKET ENDIF   IF (MyRSI > 70 AND Close > MyBollingerUp) OR (lastclose > 1) THEN    SELL AT MARKET ENDIF   //The last result is determined LastClose = (close[0]-TRADEPRICE)/TRADEPRICE)*100   IF close[0]>1.01*TRADEPRICE THEN    Earnings = 1 ELSIF close[0]>1.02*TRADEPRICE THEN    Earnings = 2 ELSIF close[0]>1.03*TRADEPRICE THEN    Earnings = 3 ELSE    Earnings = 0 ENDIF   <em>// According to the result of 'LastClose', I want to know how many times this same result has been found before ...</em>

  So I thought to make this loop :

  IF LastClose >= 1 AND LastClose < 2 THEN Result = 1 ELSIF LastClose >= 2 AND LastClose < 3 THEN Result = 2 ELSIF LastClose >= 3 THEN Result = 3 ELSE Result = 0 ENDIF IF STRATEGYPROFIT[0]<>STRATEGYPROFIT[1] THEN MainLoop=MainLoop+1 ELSIF STRATEGYPROFIT[0]=0 THEN MainLoop=0 ENDIF IF MainLoop=0 THEN Beginning=BARINDEX ENDIF Begin=BARINDEX-Beginning FOR j=0 TO Begin THEN IF Earnings(j)>Result AND Result<>0 THEN n=n+1 <em>// n = Number of times where 'Earnings' equals 'Result' since the start of the strategy</em> ENDIF NEXT

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  IF LastClose >= 1 AND LastClose < 2 THEN    Result = 1 ELSIF LastClose >= 2 AND LastClose < 3 THEN    Result = 2 ELSIF LastClose >= 3 THEN    Result = 3 ELSE    Result = 0 ENDIF   IF STRATEGYPROFIT[0]<>STRATEGYPROFIT[1] THEN    MainLoop=MainLoop+1 ELSIF STRATEGYPROFIT[0]=0 THEN    MainLoop=0 ENDIF   IF MainLoop=0 THEN    Beginning=BARINDEX ENDIF   Begin=BARINDEX-Beginning   FOR j=0 TO Begin THEN    IF Earnings(j)>Result AND Result<>0 THEN       n=n+1 <em>// n = Number of times where 'Earnings' equals 'Result' since the start of the strategy</em>    ENDIF NEXT

  I hope it’s clearer for you … Thanks in advance !

  

  Be-n

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  09/26/2019 at 9:13 AM #108508
  Nicolas

  Ok but you confirm that the statistic is calculated with closed orders, right?

  

  Nicolas

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  09/26/2019 at 9:24 AM #108510
  Be-n

  Absolutely Nicolas … If I correctly understand your question, the result (statistic?) is determined by the closing of a candle …

  

  Be-n

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  09/26/2019 at 9:32 AM #108512
  Nicolas

  closed orders = orders not at market anymore.

  To make it shorter: you want to know how many orders achieved gain above 1%, 2% and 3% since the start of the strategy? But only after their closure? (or while they were opened? = at market).

  

  Nicolas

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  09/27/2019 at 4:00 PM #108678
  Be-n

  Hi Nicolas, sorry for my late answer. I thought I had a solution but no…

  I wish to know how many orders achieved gain above 1%, 2% and 3% (for example) since the start of the strategy after the closure of my orders. Thx in advance ! 😉

  

  Be-n

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  09/27/2019 at 4:55 PM #108682
  Nicolas

  For instance, a rough solution for 1% one (and not tested, please do):

  bonus1 = summation[max(1,barindex)](strategyprofit>strategyprofit[1] and positionperf(1)>=1 and positionperf(1)<2)

  1	bonus1 = summation[max(1,barindex)](strategyprofit>strategyprofit[1] and positionperf(1)>=1 and positionperf(1)<2)

   

   

  

  Nicolas

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  09/27/2019 at 6:34 PM #108688
  Be-n

  Thx Nicolas ! The SUMMATION function seems a good way !

  On the other hand, it requires to enter a fixed value, (1 in your example). In this case, it works perfectly. However, this value changes during my strategy. In my example, this value can be 1 or 2 or 3 but potentially more. The idea would be to use a variable. In this case, it would give :

  code :

  bonus = summation[max(1,barindex)](strategyprofit>strategyprofit[1] and positionperf(1)=Result)

  1	bonus = summation[max(1,barindex)](strategyprofit>strategyprofit[1] and positionperf(1)=Result)

  Where ‘Result‘ correspond to :

  LastClose = (close[0]-TRADEPRICE)/TRADEPRICE)*100 IF LastClose >= 1 AND LastClose < 2 THEN Result = 1 ELSIF LastClose >= 2 AND LastClose < 3 THEN Result = 2 ELSIF LastClose >= 3 THEN Result = 3 ELSE Result = 0 ENDIF

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  LastClose = (close[0]-TRADEPRICE)/TRADEPRICE)*100   IF LastClose >= 1 AND LastClose < 2 THEN    Result = 1 ELSIF LastClose >= 2 AND LastClose < 3 THEN    Result = 2 ELSIF LastClose >= 3 THEN    Result = 3 ELSE    Result = 0 ENDIF

  But there, it doesn’t work unfortunately …

  I think you understand what I want to do. A big thx for your help ! 😉

  

  Be-n

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  09/27/2019 at 6:52 PM #108690
  Be-n

  Sorry this code is better :

  bonus = summation[max(1,barindex)](strategyprofit>strategyprofit[1] and Earnings=Result)

  1	bonus = summation[max(1,barindex)](strategyprofit>strategyprofit[1] and Earnings=Result)

  Whenever the last result (‘Result’) was equal to the same previous results (‘Earnings=Result’)

  Thx !

  

  Be-n

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