How to count numberof instances in last 20 trading days

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  • Author
    Posts
  • 12/14/2020 at 7:54 PM #153750 quote
    Alfy
    Participant
    Average

    Hi guys, i have a code for distribution days below and i would like the code to calculate how many times in the last 20 trading days the condition is fulfilled. Can anyone help please?

    thanks in advance

    a=close
b=close[1]
c=volume
d=volume[1]
e=((a-b)/b)*100
j= high - low
IF e<-0.1 and C>D OR E<0.1 AND A<0.25*J AND C>D THEN
g=1
else
g=0
ENDIF
RETURN G COLOURED (255,0,0)
    12/14/2020 at 8:52 PM #153753 quote
    fifi743
    Participant
    Master
    ONCE count=0
a=close
b=close[1]
c=volume
d=volume[1]
e=((a-b)/b)*100
j= high - low
IF e<-0.1 and C>D OR E<0.1 AND A<0.25*J AND C>D THEN
g=1
count=count+1
else
g=0
ENDIF
RETURN G COLOURED (255,0,0),count

    counts each time G=1

    Alfy thanked this post
    12/15/2020 at 8:36 AM #153792 quote
    Vonasi
    Moderator
    Master

    Alfy – Please follow the forum rules in any future posts and use the ‘Insert PRT Code’ button whenever you put code in your posts. I edited your post to tidy it up! 🙂

    Alfy thanked this post
    12/15/2020 at 8:43 AM #153794 quote
    Alfy
    Participant
    Average

    First of all, thanks so much for your help. What I was trying to do was count how many times cumulatively G=1 in the last rolling 20 day period. Eyeballing it, currently we have had 3 occasions in the last 20 trading days when G=1 however your code shows only 1 occasion.

    Best regards

    12/15/2020 at 9:06 AM #153801 quote
    Nicolas
    Keymaster
    Master

    You can make a summation of G for a rolling period with SUMMATION:

    a=close
b=close[1]
c=volume
d=volume[1]
e=((a-b)/b)*100
j= high - low
IF e<-0.1 and C>D OR E<0.1 AND A<0.25*J AND C>D THEN
g=1
else
g=0
ENDIF
RETURN G COLOURED (255,0,0),summation[20](g)
    GraHal and Alfy thanked this post
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How to count numberof instances in last 20 trading days


ProOrder: Automated Strategies & Backtesting

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Alfy @alfy Participant
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This topic contains 4 replies,
has 4 voices, and was last updated by Nicolas
5 years, 2 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 12/14/2020
Status: Active
Attachments: No files
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