Equal to highest percentage change in 2 days

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  • 07/22/2017 at 10:12 AM #41359 quote
    mykologen
    Participant
    Average

    Hello

    Issue with percentage change. The idea is following:

    “The precentage change today should be equal to the highest percenage change in 2 days. Measured close to close.”

    I am trying to use the simplified creation as far as I can and then supplement the strategy manually in the end. With Variation I have added following (c7):

    // Conditions to enter short positions
    c4 = (close[1] > close[2])
    c5 = (close > close[1])
    indicator4 = Average[200](close)
    c6 = (close < indicator4)
    indicator5 = Variation(close)
    c7 = (indicator5 = indicator5[2])

    So question is how do I rewrite the code so its equal to the highest percenage change in 2 days (close to close)?
    As it is right now, checks only 2 days ago. Maybe its even possible to do it with simplified creation?

    07/29/2017 at 6:58 PM #41968 quote
    JC_Bywan
    Moderator
    Master

    if your 2 days variations are “yesterday to today” and “day before yesterday to yesterday” then you’d want:
    c7 = indicator5>=indicator5[1]

    08/02/2017 at 5:19 PM #42347 quote
    mykologen
    Participant
    Average

    Thanks for your answer.

    Would I be able to write the code like this:

    c9 = variation(close) >= (variation(close[1]) and variation(close[2]))

    So, variation today is equal or higher than (the variation yesterday and the day before yesterday)?

    08/03/2017 at 10:55 AM #42393 quote
    Nicolas
    Keymaster
    Master

    No, you need to type 2 times the condition:

    c9 = (variation(close) >= variation(close[1])) AND (variation(close) >= variation(close[2]))
    mykologen thanked this post
    08/03/2017 at 3:28 PM #42416 quote
    mykologen
    Participant
    Average

    Thanks and appologies for my “beginner” questions… 🙂

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Equal to highest percentage change in 2 days


ProOrder: Automated Strategies & Backtesting

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mykologen @mykologen Participant
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This topic contains 4 replies,
has 3 voices, and was last updated by mykologen
8 years, 7 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/22/2017
Status: Active
Attachments: No files
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