Lookback with condition

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  • 06/26/2021 at 2:26 AM #172502 quote
    IG_CFD_Trader
    Participant
    Average

    Hello All,

    This was posted in reply to Vonassi but didn’t look like it was posted. I am posting here. Apologies if it ended up being double posted.

    I have a fairly simple question
    How do I write a simple code that for example looks back at the last 100 bars and averages only positive values? For example I have an indicator that returns either a + value or – value for every bar. I want to lookback 100 bars and average only the + values (- values are skipped/ignored in average calculation)
    thank you and regards.

    06/26/2021 at 2:47 AM #172505 quote
    robertogozzi
    Moderator
    Master

    It’s an indicator, so its correct support forum is ProBuilder.

    I moved it.

    Try this (not tested, I can’t even know if it is an accepted syntax):

    Avg = average[100,0](MyIndicator * (MyIndicator > 0))

    The idea is to average all positive values, 0 otherwise.

    06/26/2021 at 7:31 AM #172507 quote
    IG_CFD_Trader
    Participant
    Average

    I didn’t work. It returns 0

    06/26/2021 at 7:34 AM #172508 quote
    IG_CFD_Trader
    Participant
    Average

    Maybe a code that goes through the 100 bars and everytime that finds a positive value it stores it in a variable and once it finishes going through the 1oo bars and storing all the positive values it finds then a code to average all positive values found and stored. Perhaps an array variable that can store up to 96 values?? perhaps a much more simpler code?

    06/26/2021 at 10:11 AM #172515 quote
    robertogozzi
    Moderator
    Master

    You must have done something wrong, as it works perfectly (applied to MACD):

    MyMACD       = Average[12,0](close) - Average[26,0](close)
MySignalLine = Average[9,0](MyMACD)
MyHisto      = MyMACD - MySignalLine
Avg          = average[100,0](MyHisto * (MyHisto > 0)) //average of the last 100 periods with a Histogram > 0
return Avg AS "Average MACD histogram when > 0"

    If, instead, you want to count how many times the Histogram was > 0:

    MyMACD       = Average[12,0](close) - Average[26,0](close)
MySignalLine = Average[9,0](MyMACD)
MyHisto      = MyMACD - MySignalLine
Count        = summation[100](MyHisto > 0)
return Count AS "How many times Hitogram was > 0"
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Lookback with condition


ProBuilder: Indicators & Custom Tools

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IG_CFD_Trader @wnakhoul Participant
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This topic contains 4 replies,
has 2 voices, and was last updated by robertogozzi
4 years, 7 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 06/26/2021
Status: Active
Attachments: No files
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