How dhigh is calculated

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10/27/2021 at 2:44 AM #180410 quote

Amin1233
Participant

Junior

I am using a strategy for 5 min chart and I notice that the dhigh and dlow are not return correctly , when is the starting point to find the dhigh ? e.g for DAX? it seems that in 5 min chart calculates the day high from the close of the highest bar and not the highest point of the highest bar.

10/27/2021 at 4:50 AM #180411 quote

Amin1233
Participant

Junior

If dhugh(0)-lowest[1]>10 then

….

If the difference between day high from opening of the market and low of the last bar then …

10/27/2021 at 8:56 AM #180415 quote

robertogozzi
Moderator

Legend

Dhigh(0) is the current dailky HIGHEST price, Dhigh(1) is yesterday’s HIGHEST price, etc…

The Daily candle closes at 00:00 (Utc +1 +DST). So now the new day starts at 00:00, but the daily candle (as well as 2h and 4h TFs) will change at 01:00. Next week, on Oct. 31st, DST will end and the daily candle will match ecah day change (till next spring).

10/27/2021 at 11:00 AM #180421 quote

Amin1233
Participant

Junior

thanks. Is the day start time same for all markets? Eg Japan 225 or Australia 200?

10/27/2021 at 11:12 AM #180422 quote

robertogozzi
Moderator

Legend

I don’t know, but you can check both the 2h or 4h chart of each instrument/asset you want to trade, or the trading hours in the platform’s settings.

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How dhigh is calculated

ProOrder: Automated Strategies & Backtesting

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Amin1233 @amin1233 Participant

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This topic contains 4 replies,
has 2 voices, and was last updated by robertogozzi
4 years, 10 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	10/27/2021
Status:	Active
Attachments:	1 files

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