Highest/Lowest price after defined time

• 12/07/2019 at 6:20 PM #114386
  Thally

  Hi folks,

  I wonder if anyone can help. Ive been banging my head against my desk for hours trying to figure this one out…

  Instead of identifying the highest high or lowest low over a lookback period of given number of bars – e.g.

  HIGHEST[10](High)

  1	HIGHEST[10](High)

  I would like to quantify the highest high and lowest low after a defined time. For example, I’d like to quantify the highest high after 14:00 and before 19:00

  This quantity should continually update during this period but not reference price prior to 14:00. This is where the HIGHEST[10](High) is problematic because at 14:00 it is looking 10 bars back before the time reference point.

  Thanks in advance for any help

  

  Thally

  Participant

  Topics: 25

  Replies: 56

  Been thanked: 8 times
  12/07/2019 at 7:54 PM #114389
  robertogozzi

  Try this (not tested):

  IF OpenTime = 140000 Then MyHighest = high Endif If OpenTime > 140000 and OpenTime <= 160000 Then MyHighest = max(MyHighest,high) Endif

  1 2 3 4 5 6

  IF OpenTime = 140000 Then    MyHighest = high Endif If OpenTime > 140000 and OpenTime <= 160000 Then    MyHighest = max(MyHighest,high) Endif

  You can replace OpenTime with Time if you prefer the time when a candle closes rather than when it opens.

  Moreover, it will not work as expected if you use a TF that does not open/close a candle at that time (such as a 4-hour or 7-minute TF).

  1 user thanked author for this post.

  Thally

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16455

  Been thanked: 3636 times
  12/07/2019 at 9:49 PM #114391
  Thally

  Many thanks Roberto. Thats spot on!

  

  Thally

  Participant

  Topics: 25

  Replies: 56

  Been thanked: 8 times
  12/07/2019 at 10:20 PM #114392
  robertogozzi

  Sorry for not adding LOWEST.

  I read your example and didn’t pay attention to your title:

  IF OpenTime = 140000 Then MyHighest = high MyLowest = low Endif If OpenTime > 140000 and OpenTime <= 160000 Then MyHighest = max(MyHighest,high) MyLowest = min(MyLowest,low) Endif

  1 2 3 4 5 6 7 8

  IF OpenTime = 140000 Then    MyHighest = high    MyLowest  = low Endif If OpenTime > 140000 and OpenTime <= 160000 Then    MyHighest = max(MyHighest,high)    MyLowest  = min(MyLowest,low) Endif

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16455

  Been thanked: 3636 times
  12/07/2019 at 10:40 PM #114396
  GraHal

  Added as Log 188 here

  Snippet Link Library

   

  1 user thanked author for this post.

  robertogozzi

  

  GraHal

  Participant

  Topics: 203

  Replies: 8379

  Been thanked: 2024 times
• Author
  Posts