Highest Gain / Loss of the day

• 11/16/2016 at 12:57 PM #16647
  CKW

  Hi Guys,

  May I check with you guys how do you code market the Highest Gain / Loss of the day?

  Eg. DAX 5 Mins
  HighestGain = Dhigh(0) – Dclose(1)
  Highestloss = Dlow(0) – Dclose(1)

  Above coding are working on indicator (means result expected) but I noticed not really work on Probacktest. (Do you have the same issue Or maybe I am wrong?)

  Very appreciate if can you share me how do you code it? 🙂

  Br,
  Ckw

  

  CKW

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  11/16/2016 at 5:31 PM #16661
  Nicolas

  Correct me if I’m wrong, but you want to know what is the maximum and minimum distance the instrument has met in a 5 minutes timeframe for instance?

  About the fact that you think it did not work with probacktest, did you try to GRAPH your 2 variables to see what they returned?

  

  Nicolas

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  11/16/2016 at 6:21 PM #16664
  CKW

  Hi Nicholas,

  I want to know the highest + / – changes so vs yesterday price close. I am using Dax 5 Mins as example.

  I tried to Graph using indicator mode, it shows correct value es expected

  Dclose(1) = yesterday close

  Dhigh(0) = The highest High of current day

  Dlow(0) = The lowest Low of current day

  BUT when I do the same on Probacktest. Apparently, it gives different result.

  

  CKW

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  11/16/2016 at 7:59 PM #16674
  Nicolas

  Before giving you another way to retrieve this values, did you add these specific lines into your probacktest code and verify them on chart after have launched a backtest?

  graph Dclose(1) coloured(255,0,0) //= yesterday close graph Dhigh(0) coloured(0,200,0) //= The highest High of current day graph Dlow(0) coloured(0,200,100) //= The lowest Low of current day

  1 2 3

  graph Dclose(1) coloured(255,0,0) //= yesterday close graph Dhigh(0) coloured(0,200,0) //= The highest High of current day graph Dlow(0) coloured(0,200,100) //= The lowest Low of current day

  Sorry to insist, but I expect this to work correctly .. that’s why I don’t understand 🙂

  

  Nicolas

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  11/17/2016 at 9:45 AM #16697
  CKW

  Hi Nicholas,

  Graph feature is new to me. Glad to know from you such feature will be useful for debugging. (I am using IG PRT 10.2)

  I will try tonight

  br, CKW

  

  CKW

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  11/17/2016 at 3:45 PM #16727
  CKW

  Hi Nicholas,

  I tested with your advice. However, this is what i found out & worth to share here.
  The confusing part is on Monday IF your strategy is sensentive to the market changes 🙂

  For Mon Dclose(1),

  This value is taken from the close price of 00:55:00 on Mon but not last friday. In consequence, Dhigh(0) – Dclose(1) result will not be the same as the one in PRT chart “Prev Day Close”. The correct way to code is “Dhigh(0) – Dclose(2)”  (Dclose(2) is the close price of last friday 23:55:00, which is the last candle of friday)

  For Tues – Fri,

  Dclose(1) is taken from the close price of 00:55:00.We can keep it as “Dhigh(0) – Dclose(1)”.

  Br,
  CKW

  

  CKW

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