Find highest value

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06/13/2021 at 7:32 AM #171673 quote

mats6270
Participant

Junior

Hello,

In ProRealCode, how can I find the highest, the second highest, 3rd highest value etc from any given number of values?

/Mats

06/13/2021 at 10:12 AM #171676 quote
robertogozzi
Moderator

Master
It’s not straightforward and a bit time consuming (the more positions you want to know, the slower it is).

This example shows how to find out the Highest, the second highest and the third highest price within the last 100 periods:
```
N = 100
Max1 = highest[N](high)                //Highest value
// now find the second highest value
Max2 = 0
FOR i = 0 TO (N - 1)
   IF high[i] < Max1 THEN
      Max2 = max(Max2,high[i])         //second highest value
   ENDIF
NEXT
// now find the third highest value
Max3 = 0
FOR i = 0 TO (N - 1)
   IF high[i] < Max2 THEN
      Max3 = max(Max3,high[i])         //third highest value
   ENDIF
NEXT
 .
 .
 .
```
06/13/2021 at 10:16 AM #171677 quote

robertogozzi
Moderator

Master

One of the new instructions in the pipe is rumored to be ARRAY sorting, This would make the above code useless in most cases.
Until then… it’s better than nothing!
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Find highest value

ProOrder: Automated Strategies & Backtesting

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mats6270 @mats6270 Participant

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This topic contains 2 replies,
has 2 voices, and was last updated by robertogozzi
4 years, 8 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	06/13/2021
Status:	Active
Attachments:	No files

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