How to get price just before close yesterday

• 05/26/2018 at 1:50 PM #71398
  teapot2002

  Hi – I’m very new to this, so please forgive me for my ignorance. I am trying to code a simple strategy that looks at the price of the FTSE yesterday just before close, so at 16:29:59, and takes the difference from today’s opening price at 08:00:01.

  Can anyone please help me with how I do this? I have spent quite a while looking at the TIME function, and OPEN and CLOSE, but I can’t work it out.

  Many thanks.

  

  teapot2002

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  05/26/2018 at 2:36 PM #71400
  robertogozzi

  Since you want to compute the difference between two adjacent bars, you can simply write

  IF IntradayBarIndex = 0 then //on the very first bar of the new day... Difference = open - close[1] //...compute the difference between CURRENT open and PREVIOUS close ENDIF

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  IF IntradayBarIndex = 0 then      //on the very first bar of the new day...    Difference = open - close[1]   //...compute the difference between CURRENT open and PREVIOUS close ENDIF

  this solution works with every intraday TF.

  If you need to have exactly the values at 16:29:59 and at 08:00:01, you’ll have to use the 1-second TF and write this piece of code:

  IF time = 162929 THEN ClosingPrice = close ENDIF IF time = 080001 then Difference = open - ClosingPrice ENDIF

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  IF time = 162929 THEN    ClosingPrice = close ENDIF IF time = 080001 then    Difference = open - ClosingPrice ENDIF

   

   

  3 users thanked author for this post.

  Nicolas, immo_vienna, teapot2002

  

  robertogozzi

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  05/26/2018 at 6:06 PM #71403
  teapot2002

  That’s completely brilliant, Roberto, thank you so much.

  Helen

  

  teapot2002

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  05/26/2018 at 8:11 PM #71405
  Vonasi

  This is not really a PRT Platform issue but more of ProOrder auto-trading issue. Now that Robert has provided the solution I have moved it across to the ProOrder section of the Forum where it is a bit more relevant. Please try to post in the correct section of the forum when you have future requests or questions so that you will find the best chance of an answer. 🙂

  

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  05/28/2018 at 6:31 AM #71452
  immo_vienna

  @ robertogozzi

  does this work in 1min timeframe too? or just in intraday?

  thx for help!

  

  immo_vienna

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  05/28/2018 at 6:57 AM #71453
  robertogozzi

  1 minute IS intraday, so it will work perfectly.

   

  

  robertogozzi

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  05/28/2018 at 7:47 AM #71465
  immo_vienna

  thank you!

  

  immo_vienna

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