High/low/open prices for specific timeframes

• 04/20/2017 at 7:32 PM #32800
  Roman

  Hi, I am using v10.3. I need  an open price  at 08:00 and highest and lowest prices between 08:00 and 09:00 for N days.

  

  Roman

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  04/22/2017 at 8:07 PM #32984
  gabri

  if time=080000 then initialOPEN=open endif once sup=0 once infer=100000 if time>=080000 and time <=090000 then if high>sup then sup=high endif if low<infer then infer=low endif endif return initialOPEN, sup, infer

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  if time=080000 then initialOPEN=open endif once sup=0 once infer=100000 if time>=080000 and time <=090000 then if high>sup then sup=high endif if low<infer then infer=low endif endif return initialOPEN, sup, infer

   

  

  gabri

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  04/23/2017 at 3:39 PM #33069
  Roman

  Hallo, gabri,

   

  thank you very much for your help!

  How can I calculate min and max for x = sup-initialOPEN and y = initialOPEN-infer as average values for 22 days?

   

   

  

  Roman

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  04/23/2017 at 3:45 PM #33070
  Roman

  Hallo, gabri,

  I have corrected the previous post:

  How can I calculate  x = sup-initialOPEN and y = initialOPEN-infer as average values for 22 days?

  

  Roman

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  04/23/2017 at 6:13 PM #33079
  gabri

  I am not sure you can do that in an intraday window, sorry!!

  

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  04/23/2017 at 6:23 PM #33082
  gabri

  Roman, do you need a simple average and ONLY in one specific timeframe? If so tell me the timeframe and I might be able to do something.

   

  

  gabri

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  04/23/2017 at 7:07 PM #33083
  Roman

  Hi, gabri,

  For example: the average value as diffence between open price and highest price (highest price – open price)  between 080000 and 090000 (DL on the picture) for last 22 days and the avergae value as diffence between open price and lowest price (open price – lowest price) between 080000 and 090000 (DS on the picture) for last 22 days.

  

  Roman

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  04/24/2017 at 8:03 AM #33117
  gabri

  Roman,

  if for you a Wilder Average is enough I can offer you this solution. If you need a standard average I need to come up with something more complex.

  //Timeframe used has to be less than 1 hr //definition open of the day initialopen=dopen(0) //computation max and min in the first hour - super e infer if (time>=090000) and (time<=100000) then super=dopen(0) infer=dopen(0) if high>super then super=high endif if low<infer then infer=low endif else super=super infer=infer endif //computation Wilder average of (super-initialopen) and (initialopen-infer) period=22 once sommadeltasuper=0 once sommadeltainfer=0 if time=100000 then sommadeltasuper=((super-initialopen)+(sommadeltasuper*(period-1)))/period sommadeltainfer=((super-initialopen)+(sommadeltasuper*(period-1)))/period endif return sommadeltasuper,sommadeltainfer

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  //Timeframe used has to be less than 1 hr   //definition open of the day initialopen=dopen(0) //computation max and min in the first hour - super e infer if (time>=090000) and (time<=100000) then super=dopen(0) infer=dopen(0) if high>super then super=high endif if low<infer then infer=low endif else super=super infer=infer endif //computation Wilder average of (super-initialopen) and (initialopen-infer) period=22 once sommadeltasuper=0 once sommadeltainfer=0 if time=100000 then sommadeltasuper=((super-initialopen)+(sommadeltasuper*(period-1)))/period sommadeltainfer=((super-initialopen)+(sommadeltasuper*(period-1)))/period endif   return sommadeltasuper,sommadeltainfer

   

   

  

  gabri

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  04/24/2017 at 11:52 AM #33168
  gabri

  Roman,

  this is the code with simple moving average. Let me know how it work.

   

  //computation timeframe in use and intraday number of bars - intrab if intradaybarindex=0 then time1=opentime endif if intradaybarindex=1 then time2=opentime endif deltatime=(time2-time1)/100 intrab=round(522/deltatime) //computation max and min in the first hour - super e infer if (time>=090000) and (time<=100000) then super=dopen(0) infer=dopen(0) if high>super then super=high endif if low<infer then infer=low endif else super=super infer=infer endif //computation average (super-initialopen) and (initialopen-infer) period=20 if time=100000 then sommadeltasuper=0 sommadeltainfer=0 for i=0 to (period) do j=1+round(i*intrab) sommadeltasuper=sommadeltasuper+abs(super[j]-dopen(i)) sommadeltainfer=sommadeltainfer+abs(dopen(i)-infer[j]) next deltasuper=sommadeltasuper/period deltainfer=sommadeltainfer/period endif if time>100000 then up=super+deltasuper down=infer-deltainfer else up=up down=down endif return up,down

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  //computation timeframe in use and intraday number of bars - intrab if intradaybarindex=0 then time1=opentime endif if intradaybarindex=1 then time2=opentime endif deltatime=(time2-time1)/100 intrab=round(522/deltatime) //computation max and min in the first hour - super e infer if (time>=090000) and (time<=100000) then super=dopen(0) infer=dopen(0) if high>super then super=high endif if low<infer then infer=low endif else super=super infer=infer endif   //computation average (super-initialopen) and (initialopen-infer) period=20 if time=100000 then sommadeltasuper=0 sommadeltainfer=0 for i=0 to (period) do j=1+round(i*intrab) sommadeltasuper=sommadeltasuper+abs(super[j]-dopen(i)) sommadeltainfer=sommadeltainfer+abs(dopen(i)-infer[j]) next deltasuper=sommadeltasuper/period deltainfer=sommadeltainfer/period endif if time>100000 then up=super+deltasuper down=infer-deltainfer else up=up down=down endif       return up,down

   

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  Nicolas

  

  gabri

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  04/24/2017 at 11:53 AM #33169
  gabri

  With this last code you can directly insert the program over the price and see the lines.

  

  gabri

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  04/24/2017 at 1:13 PM #33183
  Roman

  Thank you, gabri,

   

  I’ll check it.

  

  Roman

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  04/25/2017 at 7:10 AM #33274
  gabri

  Roman,

  take your time and check if the indicator works as needed. In case it gives the result you were looking for let me know so that I can post it also for the others.

   

  

  gabri

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  04/27/2017 at 7:24 PM #33738
  Roman

  Hallo, gabri,

  you can see attached results.  I used your Wilder’s Average. The idea was that in the premarket (08.00 – 09:00) the price often returns to the open price at 08:00. I don’t think the code can be improved, so I reject the idea.

  Thank you

   

  Roman

   

  

  Roman

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  04/27/2017 at 7:32 PM #33745
  gabri

  Roman,

  I understand that the strategy you planned didn’t return the results you wanted. Was the indicator fulfilling your needs? did it show the data you needed?

   

  Gabriele

  

  gabri

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  04/27/2017 at 7:35 PM #33747
  Roman

  gabri,

   

  your indicator completely fulfilled my needs, thank you!

   

  Roman

  

  Roman

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