I’ve been using ProRealTime 10.1 because some of my own simple indicators didn’t work correctly in newer
versions of ProRealTime.

Now that IG Index are ending support for PRT 10.1 on Feb 10th I’ve switched to PRT 10.3 and I’m trying
to fix the problems with my indicators. While doing this I’ve noticed that the behaviour of DHigh & DLow is
different between versions 10.1 & 10.3

I’ll describe the difference for DHigh but the issue also applies to DLow.

Behaviour of DHigh in ProRealTime 10.1

In PRT 10.1 DHigh always uses the absolute high of the day, regardless of which intraday bar the calculation
is being performed on (If the day hasn’t ended it uses the highest price reached so far).

e.g. If the high of the day is 120, comparing any intraday bar against DHigh would always compare against 120

Behaviour of DHigh in ProRealTime 10.3

In PRT 10.3 DHigh only uses data up to the point in time of the interday bar that the calculation is being
performed on.

e.g. For the third bar of the day, DHigh only returns the highest price reached during the first three bars
of the day, even though a full day’s data may be available.

The image below shows the different values that PRT 10.1 & PRT 10.3 would use as DHigh at different points
in the day, when used in calculations on intraday bars.

This example shows the different results when using exactly the same indicator in both PRT 10.1 & 10.3

I don’t know which implementation is considered correct, but the way PRT 10.1 always uses the absolute high
of the whole day makes it easier to write indicators that compare intraday bars against the daily high. I
have been struggling to update my indicators that worked in PRT 10.1 to work in PRT 10.3

If the behaviour of DHigh as implemented in PRT 10.3 is considered correct, it would be very useful to have a
new constant that behaves the way that DHigh did in PRT 10.1, perhaps WDHigh (WholeDayHigh).

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