Determine the charts time frame in a program

• 08/23/2019 at 6:06 PM #105413
  Johnsteed

  Team,

  is there a possibility to read out in a indicator or strategy program what the timeframe of the chart is to which the indicator is applied?

  Thanks for a quick info.

   

  

  Johnsteed

  Participant

  Topics: 7

  Replies: 16

  Been thanked: 3 times
  08/23/2019 at 8:36 PM #105415
  GraHal

  I don’t fully understand what you are asking, sorry.

  I always put the applicable TF in the title of my Systems, for example … MA Cross DJI 5M v1 

  If using MTF then applicable TFs would be stated in the System code, for example … (Timeframe 5mn, updateonclose)

  

  GraHal

  Participant

  Topics: 204

  Replies: 8432

  Been thanked: 2048 times
  08/23/2019 at 10:21 PM #105418
  robertogozzi

  As for strategies, as GraHal pointed out, you select the TF where you want your code to be executed, and in your code you’d better use comment lines to store info about the author, version, update history, instrument and TF.

  As for indicators, the only way to know the TF is to use OPENTIME (or TIME)  and do some math between the current one and that of the previous bar.

  Be warned that PRT do not support date/time math, so they only treat everything as a real number and you will have to take care of minutes made of 60 seconds (not 100) and hours made of 60 minutes…..

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16481

  Been thanked: 3645 times
  08/26/2019 at 12:24 AM #105538
  Vonasi

  I coded this indicator which seems to work quite well at returning values to show what time frame the chart it is applied to is. It can detect every possible time frame for second, minute and hour charts as well as if it is a daily or monthly chart

  The indicator returns five values and only one should be positive for each chart:

  tfs = time frame in seconds (1 = 1 second chart, 2 = 2 second chart etc)

  tfm = time frame in minutes (1 = 1 minute chart, 2 = 2 minute chart etc)

  tfh = time frame in hours (1 = 1 hour chart, 2 = 2 hour chart etc)

  tfd = daily time frame ( 1 = daily chart)

  tfmo = monthly time frame( 1 = monthly chart)

  It works by checking the difference in seconds, minutes, hours, months and days between candle times and if it has x candles in a row with the same difference then it returns the difference as a value. You can increase or decrease the x value if you want – the higher the value the longer the indicator takes before it returns what it thinks the chart time frame is and the lower the value the shorter the time it takes but with a potential increase in the possibility of it being wrong – especially on charts like the 1 second chart where candles are missing and the difference between candles is not always exactly 1 second. A value of 6 for x seems to be a good compromise on popular instruments.

  You could CALL the indicator from a strategy or another indicator to then know in them what time frame chart they were being applied to and then set different variables based on the time frame.

  //Time Frame Detector //By Vonasi //20190826 if not tfs and not tfm and not tfh and not tfd and not tfmo then x = 6 hhmmss = opentime hhmm00 = max(0,(round((opentime/100)-0.5))*100) hh0000 = max(0,(round((opentime/10000)-0.5))*10000) ss = hhmmss - hhmm00 mm = (hhmmss - hh0000 - ss)/100 hh = hh0000/10000 ssdiff = 0 mmdiff = 0 hhdiff = 0 dddiff = 0 modiff = 0 ssdiff = (ss - ss[1]) if ss < ss[1] then ssdiff = (60 - ss[1]) + ss endif if not ssdiff then mmdiff = (mm - mm[1]) if mm < mm[1] then mmdiff = (60 - mm[1]) + mm endif endif if not mmdiff then hhdiff = (hh - hh[1]) if hh < hh[1] then hhdiff = (24 - hh[1]) + hh endif endif if not hhdiff then modiff = openmonth <> openmonth[1] endif if not modiff then dddiff = opendayofweek <> opendayofweek[1] endif if not tfs and summation[x](ssdiff = ssdiff[1]) = x then tfs = ssdiff endif if not tfm and summation[x](mmdiff = mmdiff[1]) = x then tfm = mmdiff endif if not tfh and summation[x](hhdiff = hhdiff[1]) = x then tfh = hhdiff endif if not tfd and summation[x](dddiff) = x then tfd = dddiff endif if not tfmo and summation[x](modiff) = x then tfmo = modiff endif endif return tfh as "timeframe hour", tfm as "timeframe minute", tfs as "timeframe second", tfd as "timeframe daily", tfmo as "timeframe monthly"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69

  //Time Frame Detector //By Vonasi //20190826   if not tfs and not tfm and not tfh and not tfd and not tfmo then x = 6   hhmmss = opentime hhmm00 = max(0,(round((opentime/100)-0.5))*100) hh0000 = max(0,(round((opentime/10000)-0.5))*10000) ss = hhmmss - hhmm00 mm = (hhmmss - hh0000 - ss)/100 hh = hh0000/10000   ssdiff = 0 mmdiff = 0 hhdiff = 0 dddiff = 0 modiff = 0   ssdiff = (ss - ss[1]) if ss < ss[1] then ssdiff = (60 - ss[1]) + ss endif   if not ssdiff then mmdiff = (mm - mm[1]) if mm < mm[1] then mmdiff = (60 - mm[1]) + mm endif endif   if not mmdiff then hhdiff = (hh - hh[1]) if hh < hh[1] then hhdiff = (24 - hh[1]) + hh endif endif   if not hhdiff then modiff = openmonth <> openmonth[1] endif   if not modiff then dddiff = opendayofweek <> opendayofweek[1] endif   if not tfs and summation[x](ssdiff = ssdiff[1]) = x then tfs = ssdiff endif   if not tfm and summation[x](mmdiff = mmdiff[1]) = x then tfm = mmdiff endif   if not tfh and summation[x](hhdiff = hhdiff[1]) = x then tfh = hhdiff endif   if not tfd and summation[x](dddiff) = x then tfd = dddiff endif   if not tfmo and summation[x](modiff) = x then tfmo = modiff endif endif   return tfh as "timeframe hour", tfm as "timeframe minute", tfs as "timeframe second", tfd as "timeframe daily", tfmo as "timeframe monthly"

   

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1810 times
  08/26/2019 at 10:54 AM #105563
  robertogozzi

  This is the snippet Nicolas posted somewhere (I can’t remember where):

  //You can recognize on which timeframe you are on with this little code snippet: once NbBar = 1 if BarIndex < NbBar+2 then MyDay=openday dayminutes = 1440*(MyDay-MyDay[1]) MyHour=openhour hourminutes = 60*(MyHour-MyHour[1]) MyMin=openminute barminutes = MyMin - MyMin[1] + hourminutes + dayminutes barminutes=abs(barminutes) Mybarminutes = lowest[NbBar](barminutes)[1] endif return Mybarminutes as "Timeframe" //So it would be possible to set a different “intradaybarindex” for each of the found timeframe to close your orders (or event a different Time).

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16

  //You can recognize on which timeframe you are on with this little code snippet:   once NbBar = 1 if BarIndex < NbBar+2 then    MyDay=openday    dayminutes = 1440*(MyDay-MyDay[1])    MyHour=openhour    hourminutes = 60*(MyHour-MyHour[1])    MyMin=openminute    barminutes = MyMin - MyMin[1] + hourminutes + dayminutes    barminutes=abs(barminutes)    Mybarminutes = lowest[NbBar](barminutes)[1] endif return Mybarminutes as "Timeframe"   //So it would be possible to set a different “intradaybarindex” for each of the found timeframe to close your orders (or event a different Time).

   

  1 user thanked author for this post.

  Nicolas

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16481

  Been thanked: 3645 times
  08/26/2019 at 4:25 PM #105594
  Vonasi

  I did find that code snippet from Nicolas but it does not work on second time frame charts and daily for example is shown as a 41760 chart which seemed a little difficult to interpret. Pro Real code does not have a OPENSECOND instruction so my code had to find a way around that and also the fact that there is not always a bar every second and sometimes the gap between bars on a 1 second chart can be several seconds for several bars!

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1810 times
  03/29/2020 at 12:32 PM #123797
  Vonasi

  Following on from an off forum chat with RobertoGozzi I decided to modify my time frame detector so that the results could be easily called from a strategy or another indicator and then easily used in them.

  It now returns a single number in the range 10001 to 59999. The first digit (on the left) indicates the time frame as follows:

  • 1 = seconds
  • 2 = minutes
  • 3 = hours
  • 4 = daily
  • 5 = monthly

   

  The remaining four digits show the quantity of time so 10001 would be 1 second. 20005 would be 5 minutes and 30004 would be 4 hours.

  You can call the indicator with this code:

  x=6 //number of bar needed for confirmation of time mytime = CALL "Time Frame Detector"[x] smhdmo = round(mytime/10000) timeqty = mytime - (smhdmo*10000)

  1 2 3 4

  x=6 //number of bar needed for confirmation of time mytime = CALL "Time Frame Detector"[x] smhdmo = round(mytime/10000) timeqty = mytime - (smhdmo*10000)

  x is the number of bars needed in a row for confirmation of the time frame. You will now have in your strategy or indicator two variables.

  • smhdmo = the time frame from 1 to 5 the same as listed above.
  • timeqty = the quantity of time so 1 minute or 4 hours or 9999 seconds

   

  You can now use these to automate indicator settings like so:

  //4 Hour settings if smhdmo = 3 and timeqty = 4 then p = 200 endif //30 minute settings if smhdmo = 2 and timeqty = 30 then p = 33 endif //and so on.....

  1 2 3 4 5 6 7 8 9 10 11

  //4 Hour settings if smhdmo = 3 and timeqty = 4 then p = 200 endif   //30 minute settings if smhdmo = 2 and timeqty = 30 then p = 33 endif   //and so on.....

  If you prefer then you can delete the last two lines in the CALL code so that it just returns one variable and then use that in your strategy or indicator.

  //4 Hour settings if mytime = 30004 then p = 200 endif //30 minute settings if mytime = 20030 then p = 33 endif //and so on.....

  1 2 3 4 5 6 7 8 9 10 11

  //4 Hour settings if mytime = 30004 then p = 200 endif   //30 minute settings if mytime = 20030 then p = 33 endif   //and so on.....

   

  Here is the new time frame detector code. It can detect any quantity of seconds, minutes or hours up to 9999 (values over 9999 will give an incorrect result returned) but for daily and monthly it is limited to just 1 day or 1 month.

  //Time Frame Detector v2 //By Vonasi //20190826 if not tfs and not tfm and not tfh and not tfd and not tfmo then //x = 6 hhmmss = opentime hhmm00 = max(0,(round((opentime/100)-0.5))*100) hh0000 = max(0,(round((opentime/10000)-0.5))*10000) ss = hhmmss - hhmm00 mm = (hhmmss - hh0000 - ss)/100 hh = hh0000/10000 ssdiff = 0 mmdiff = 0 hhdiff = 0 dddiff = 0 modiff = 0 ssdiff = (ss - ss[1]) if ss < ss[1] then ssdiff = (60 - ss[1]) + ss endif if not ssdiff then mmdiff = (mm - mm[1]) if mm < mm[1] then mmdiff = (60 - mm[1]) + mm endif endif if not mmdiff then hhdiff = (hh - hh[1]) if hh < hh[1] then hhdiff = (24 - hh[1]) + hh endif endif if not hhdiff then modiff = openmonth <> openmonth[1] endif if not modiff then dddiff = opendayofweek <> opendayofweek[1] endif if not tfs and summation[x](ssdiff = ssdiff[1]) = x then tfs = ssdiff endif if not tfm and summation[x](mmdiff = mmdiff[1]) = x then tfm = mmdiff endif if not tfh and summation[x](hhdiff = hhdiff[1]) = x then tfh = hhdiff endif if not tfd and summation[x](dddiff) = x then tfd = dddiff endif if not tfmo and summation[x](modiff) = x then tfmo = modiff endif endif if mytime = 0 then if tfs <> 0 then mytime = 10000 + tfs endif if tfm <> 0 then mytime = 20000 + tfm endif if tfh <> 0 then mytime = 30000 + tfh endif if tfd <> 0 then mytime = 40001 endif if tfmo <> 0 then mytime = 50001 endif endif return mytime

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91

  //Time Frame Detector v2 //By Vonasi //20190826   if not tfs and not tfm and not tfh and not tfd and not tfmo then //x = 6   hhmmss = opentime hhmm00 = max(0,(round((opentime/100)-0.5))*100) hh0000 = max(0,(round((opentime/10000)-0.5))*10000) ss = hhmmss - hhmm00 mm = (hhmmss - hh0000 - ss)/100 hh = hh0000/10000   ssdiff = 0 mmdiff = 0 hhdiff = 0 dddiff = 0 modiff = 0   ssdiff = (ss - ss[1]) if ss < ss[1] then ssdiff = (60 - ss[1]) + ss endif   if not ssdiff then mmdiff = (mm - mm[1]) if mm < mm[1] then mmdiff = (60 - mm[1]) + mm endif endif   if not mmdiff then hhdiff = (hh - hh[1]) if hh < hh[1] then hhdiff = (24 - hh[1]) + hh endif endif   if not hhdiff then modiff = openmonth <> openmonth[1] endif   if not modiff then dddiff = opendayofweek <> opendayofweek[1] endif   if not tfs and summation[x](ssdiff = ssdiff[1]) = x then tfs = ssdiff endif   if not tfm and summation[x](mmdiff = mmdiff[1]) = x then tfm = mmdiff endif   if not tfh and summation[x](hhdiff = hhdiff[1]) = x then tfh = hhdiff endif   if not tfd and summation[x](dddiff) = x then tfd = dddiff endif   if not tfmo and summation[x](modiff) = x then tfmo = modiff endif endif   if mytime = 0 then if tfs <> 0 then mytime = 10000 + tfs endif   if tfm <> 0 then mytime = 20000 + tfm endif   if tfh <> 0 then mytime = 30000 + tfh endif   if tfd <> 0 then mytime = 40001 endif   if tfmo <> 0 then mytime = 50001 endif endif   return mytime

   

   

  2 users thanked author for this post.

  robocop, robertogozzi

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1810 times
  04/18/2020 at 12:56 AM #126667
  robocop

  i just tried to use Time Frame Detector v2 in an indicator prt v 11, but it return always mytyme = zero . This is the calling source. Any ideas to solve?

  x=4 //number of bar needed for confirmation of time mytime = CALL "Time Frame Detector"[x] smhdmo = round(mytime/10000) timeqty = mytime - (smhdmo*10000)

  1 2 3 4

  x=4 //number of bar needed for confirmation of time mytime = CALL "Time Frame Detector"[x] smhdmo = round(mytime/10000) timeqty = mytime - (smhdmo*10000)

  

  robocop

  Participant

  Topics: 39

  Replies: 66

  Been thanked: 2 times
  04/18/2020 at 7:44 AM #126672
  Vonasi

  Does it return zero or does it just display nothing? It won’t display anything unless you add this to your code:

  return timeqty, smhdmo

  1	return timeqty, smhdmo

  I just tested on v11 daily chart and it worked just fine.

  Also did you add x as an external variable?

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1810 times
  04/18/2020 at 8:05 AM #126674
  Vonasi

  Here are the two files that you need.  ‘TFD Calling Indicator’ calls ‘Time Frame Detector v2’ with whatever x value you choose.

  1 user thanked author for this post.

  Pepsmile

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1810 times
  04/18/2020 at 10:17 AM #126700
  robocop

  Vonasi wrote:

  Does it return zero or does it just display nothing? It won’t display anything unless you add this to your code:

  return timeqty, smhdmo

  I just tested on v11 daily chart and it worked just fine.

  Also did you add x as an external variable?

  This is the sample code i use, i call detector and display return values to chart, (debug use only see attached image).

  I think it return zero, don’t you?

   

  if barindex = 40 then x=4 //number of bar needed for confirmation of time mytime = CALL "Time Frame Detector"[x] smhdmo = round(mytime/10000) timeqty = mytime - (smhdmo*10000) p = 8 DRAWTEXT("x=#x#, Mytyme=#mytime#, smhdmo=#smhdmo#, timeqty=#timeqty#", datetobarindex(20200416),p) endif return

  1 2 3 4 5 6 7 8 9 10 11

  if barindex = 40 then   x=4 //number of bar needed for confirmation of time mytime = CALL "Time Frame Detector"[x] smhdmo = round(mytime/10000) timeqty = mytime - (smhdmo*10000) p = 8 DRAWTEXT("x=#x#, Mytyme=#mytime#, smhdmo=#smhdmo#, timeqty=#timeqty#", datetobarindex(20200416),p) endif   return

  

  robocop

  Participant

  Topics: 39

  Replies: 66

  Been thanked: 2 times
  04/18/2020 at 12:20 PM #126723
  Vonasi

  I can’t see what instrument or time frame you are testing on in your image. Did you use the ITF files that I posted for you?

  Also perhaps in 40 bars it has not had sufficient quality of bars to identify the time. Change it to this:

  defparam drawonlastbaronly = true x=4 //number of bar needed for confirmation of time mytime = CALL "Time Frame Detector"[x] smhdmo = round(mytime/10000) timeqty = mytime - (smhdmo*10000) DRAWTEXT("x=#x#, Mytyme=#mytime#, smhdmo=#smhdmo#, timeqty=#timeqty#", barindex+20,close) return

  1 2 3 4 5 6 7 8 9 10

  defparam drawonlastbaronly = true   x=4 //number of bar needed for confirmation of time mytime = CALL "Time Frame Detector"[x] smhdmo = round(mytime/10000) timeqty = mytime - (smhdmo*10000)   DRAWTEXT("x=#x#, Mytyme=#mytime#, smhdmo=#smhdmo#, timeqty=#timeqty#", barindex+20,close)   return

   

  1 user thanked author for this post.

  robocop

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1810 times
  04/18/2020 at 2:39 PM #126740
  robocop

  now is running, but i see that x must be less than 20, in 15 minute timeframe.

  Thank you

  

  robocop

  Participant

  Topics: 39

  Replies: 66

  Been thanked: 2 times
  04/18/2020 at 3:12 PM #126745
  Vonasi

  The code checks the time difference between candles so if the data is not clean then it cannot get a match. I actually spotted a whole load of weird data this morning where daily candles do not always open at the same time so for example some Monday candles open at 0404 and some Tuesday candles open at 1313 or 1414. This sort of data will make it impossible to confirm a candle is a daily candle!

  I have commented to Nicolas about it off forum and hopefully he will get some one at PRT to check it out.

  1 user thanked author for this post.

  Rainer (RFW)

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1810 times
  04/18/2020 at 7:09 PM #126782
  robocop

  something is wrong..

  look at this code and check with me with using FCA”Italy Share”, Milan, timeframe 15 minutes loading 1k candle from today.

  Run it,  Detector return “Mytyme” > Zero for the first time at bar number 60.

  then, i make a second calling code specular to first code, where first condition is coded “if barindex >= 60”.
  I run it, Detector return “Mytyme” > Zero for the first time at bar number 91.

  i dont’ understand…  it look like that detector need to be called many tymes … but is not correct, i expect that Detector is called once ad it run immediatly correct value.

  if barindex > 40 then x=20 //number of bar needed for confirmation of time mytime = CALL "Time Frame Detector v2"[x] smhdmo = round(mytime/10000) timeqty = mytime - (smhdmo*10000) mbar = barindex if mytime > 0 then mybar = barindex if mybar mod 2 = 0 then lev = high else lev = low endif DRAWTEXT("#mbar# s=#smhdmo#, tq=#timeqty#", barindex,lev) endif //endif endif return

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18

  if barindex >  40 then    x=20 //number of bar needed for confirmation of time    mytime = CALL "Time Frame Detector v2"[x]    smhdmo = round(mytime/10000)    timeqty = mytime - (smhdmo*10000)    mbar = barindex    if mytime > 0 then       mybar = barindex       if mybar mod 2 = 0 then          lev = high       else          lev = low       endif       DRAWTEXT("#mbar# s=#smhdmo#, tq=#timeqty#", barindex,lev)    endif //endif endif return

   

  1 user thanked author for this post.

  Rainer (RFW)

  

  robocop

  Participant

  Topics: 39

  Replies: 66

  Been thanked: 2 times
• Author
  Posts