List of new instructions (indicators) available in PRT version 11
05/22/2019 at 4:05 PM #99182
Complete list of new instructions (indicators) available in the version 11 for ProBuilder/ProBacktest/ProScreener
TenkanSen[9, 26, 52]
KijunSen[9, 26, 52]
SenkouSpanA[9, 26, 52]
SENKOUSPANB[9, 26, 52]
ChikouSpan[9, 26, 52]
I’ll add them with examples and description in our online documentation, asap.05/22/2019 at 6:44 PM #9920105/29/2019 at 8:46 PM #9968407/27/2019 at 4:27 PM #103624
thank you very much.
Is the Walter Bressert indicator in the pipeline? I have seen a few things in the site ( https://www.prorealcode.com/prorealtime-indicators/dss-bressert-scalper-improved/ ) but it does not look like as the original indicator.
I found here apparently the original one. Anyone knows how to code this into Prorealcode?
thanks for you help07/29/2019 at 7:50 AM #10367507/29/2019 at 5:47 PM #10373410/10/2019 at 12:43 PM #10981012/23/2019 at 9:46 PM #115429
Anyone had any issues with the new, in-built CCI divergence indicator in PRT v11? It generates the following error when I try to add it to a chart using the code below: “Error in the indicator: A positive number is expected with DivergenceCCI”. This is not the case with its fellow DivergenceRSI and DivergenceMACD indicators.123CCIdiv = DivergenceCCI[20,-100,100,20]RETURN CCIdiv STYLE(histogram) AS "CCI divergence"
I know there are alternatives, e.g. the solution kindly provided by HK-LISSE at https://www.prorealcode.com/topic/hidden-divergence/#post-36335 but the end goal I am working towards is identifying divergence using multiple indicators (RSI, CCI, MACD, Stochastics, Money Flow Index to start with) – a one-stop shop if you like – and multiple calculation periods. I’ve always thought this is a much better way of doing it than relying on a single, handpicked calculation period and it was nice to see Perry Kaufman echo these sentiments in his recent interview in the December edition of Technical Analysis of Stocks & Commodities (p.36-37). He says that he wants to see a divergence in at least half of the calculation periods (he suggests using about 10-11 periods in total, on daily data – he deems intraday too noisy) for it to be valid. So you want 5-6 of the calculation periods to show divergence.
So I am guess I am asking:
(a) Is there a problem with the in-built CCI divergences indicator as this will hamper this approach if so?
(b) I’m a bit rusty with my coding, but I imagine there is a simple way to code some FOR loops using the new, in-built divergences indicators and check if there is a divergence in at least half of them. Would someone kindly like to step up? Would be great if PRT had in-built Stochastics and MFI divergences indicators too (to be added to the wishlist?). I include MFI as it obviously incorporates volume and is bounded unlike e.g. OBV so lends itself more readily to divergence studies. I really don’t want to have to do 10 versions of HK-LISSE’s code for the different calculation periods for each indicator – we’re talking thousands of lines of code…
Thanks a lot.
P.S. The Traders’ Tips section of December’s TASC (p.52-55) also incorporates a very basic renko strategy from a preceding article on renko ‘Using Renko Charts’ – that’s when I realised that most platforms allow backtesting of renko charts with indicators. Come on PRT!!!!!!12/24/2019 at 1:02 PM #115446
I believe the problem is coming from the fact that you are using a negative value for the low threshold, which is normal I agree. You should send a ticket report for this issue please.
(a) Yes, I think that you can use the “bars” variable, which is the last setting in the instruction. If you use a 20 periods CCI, you can adjust the bars to 10 in this case:12bars = 10CCIdiv = DivergenceCCI[20,-100,100,bars]
(b) You don’t need a loop in this case, just make the sum of boolean variable of divergences indicator:12test = ccidiv + rsidiv + macddivreturn test
With version 11 you can add any indicator on a renko chart (and any other non time dependent chart). Indeed, there is no way to make a backtest with built-in indicator applied to this type of chart, because it is still impossible to do automatic trading with ProOrder with Renko.12/27/2019 at 11:48 PM #115508
Thanks, Nicolas, but your summing method won’t work as negative divergences return -1 so summing a series of divergences (of the same type, not different types as you suggest) of different lookbacks will not tell me how many divergences of one kind (i.e. positive or negative) there were as the negative values will offset some of the positive values and vice versa.02/27/2020 at 1:26 PM #12068202/27/2020 at 1:53 PM #120684
new instructions added into PRT version 11, yesterday:
Array instructions (see dedicated topic for examples/how to use this new type of variables: array variables availability in ProRealTime: examples and discussions
ArrayMax:Returns the highest value defined in an array
ArrayMin:Returns the lowest value defined in an array
IsSet: Returns 1 if the index of the array has already been set in the code,otherwise returns 0.
LastSet: Returns the last index of the array defined by the code.If no index was previously defined, the function returns -1.
New graphical instruction: DRAWPOINT
Draws a point on the chart.
Example: DRAWPOINT (x,y,size) COLOURED (R,V,B,a) BORDERCOLOR (R,V,B,a)
Draw in the future of the chart (at the right of price chart) with coordinates in 2 different format (you choose):
- BARINDEX+x (where x is the quantity of bars to add to the current barindex)
- DateToBarIndex (new instruction to convert a date into a BARINDEX number):
DateToBarIndex: Allows to set an absciss with a datetime instead of a candlestick barindex for Drawing commands. Accepted formats for date are YYYY / YYYYMM / YYYYMMDD / YYYYMMDDHH / YYYYMMDDHHMM / YYYYMMDDHHMMSS
Example: DRAWTEXT(“text”, DateToBarindex(20200101), close)
Round, Floor and Ceil digits precision:
Stochastic and StochasticD extended syntax and capabilities:
“price1”, “price2” and “price3” are optional. By default the stochastic will be calculated with Close on the High/Low scale (same as the internal platform indicator). But you can adjust it with any other price or data series (e.g. Stochastic[N,K](close,close,close) or Stochastic[N,K](var1,var2,var3) )
1 user thanked author for this post.10/08/2021 at 3:03 PM #179237
A new set of instructions is about to be added in prorealtime v11 during the month of October, here is the list and short explanation for each of them:
BarsSince(Condition,Occurence): Returns the number of candlesticks passed since the last true condition.
The occurrence parameter is optional and defaults to 0, it allows to search for the nth time the condition was true.
If no value, it will return the value -1.
HighestBars[Period](source)/ LowestBars[Period](source): Returns the offset of the candlestick with the highest/lowest value. If no value, it will return the value -1.
GetTimeframe: Returns the current timeframe in seconds. Only for linear time units, otherwise it will return the value -1.
Random(limit1,limit2) : Returns a random integer number located between 2 fixed limits. Attention this number will be necessarily different at each execution.
POW(Value,Power) : Power function, value the base value, power the power to apply.
Decimals : Return the number of decimal of the value
Second : Return the number of seconds of the current hour of the candlestick (idem hour and minute but for the seconds)
OpenSecond : IReturns the number of seconds of the opening hour of the candlestick
ASIN(value) : Return the arc sine of the value.
ACOS(value) : Return the cosine arc of the value
Unset($var) Reset the whole array
ArraySort($var,mode) Sort ASCEND or DESCEND (mode) of the whole data of an array
Timestamp Returns the unix timestamp of the candlestick closing.
OpenTimestamp Returns the unix timestamp of the opening of the candlestick.
Coloured(“Red”) Adds pre-registered color definitions, rather than using RGB values Red = 255,0,0 – Works with any instructions using colors – Available colors are the ones from the HTML w3c standard: https://www.w3schools.com/colors/colors_names.asp
ColorBetween (value1,value2,r,g,b,a) : make a backgroundcolor only between two values. This coloring will have priority over the background color of the platform or the indicator. Then each color defined in the client code will have priority over the previously defined colors. The alpha parameter is optional.
1 user thanked author for this post.10/16/2021 at 8:38 PM #179804