DHigh, Dlow, & DClose don't work as expected

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  • 04/25/2018 at 1:42 PM #69134 quote
    Robbb
    Participant
    New

    DHigh, Dlow, & DClose don’t work as expected in ProRealTime versions after 10.1.

    In ProRealTime 10.2 & 10.3 use of DHigh, Dlow, & DClose doesn’t return a single value for the whole day.

    Using DHigh as an example on an 1 hour chart, instead of returning the highest value for the whole day, Dhigh returns the highest value reached up to that point of the day, So if the price rises constantly throughout the day the value of DHigh will increase each hour of the day.

    I’ve used the OHLC indicator from here https://www.prorealtime.com/en/indicator-library-open-773 to create the examples below that illustrate the problem.

    [attachment file=69135]

    [attachment file=69136]

    04/25/2018 at 2:54 PM #69146 quote
    robertogozzi
    Moderator
    Master

    As time and price progress, why should DHIGH change as well?

    04/25/2018 at 2:55 PM #69147 quote
    robertogozzi
    Moderator
    Master

    As time and price progress, why shouldn’t DHIGH change as well?

    04/26/2018 at 1:01 PM #69221 quote
    Robbb
    Participant
    New

    Hi robertogozzi you’re right, as time and price progress, DHIGH should change to reflect the highest price of the day, but in PRT 10.2 & 10.3 that change isn’t being applied to the earlier candles.

    This seems to be a bug introduce in version 10.2 and carried over to 10.3.

    DHigh should return the highest price achieved during the day, but for any candles that occur before the high of the day DHigh will report the wrong value.

    This is shown in the image below. If you wrote an indicator to compare the high of an hourly candle to the day’s high using DHigh in PRT 10.2 & 10.3 you would get the wrong result. For example in the image below, for the fourth candle of the day (circled in red) the indicator would report that the candle’s high was the same as the day’s high, which is clearly wrong.

    [attachment file=69222]

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DHigh, Dlow, & DClose don't work as expected


ProBuilder: Indicators & Custom Tools

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Robbb @robbb Participant
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This topic contains 3 replies,
has 2 voices, and was last updated by Robbb
7 years, 9 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 04/25/2018
Status: Active
Attachments: 3 files
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