Lookback with condition

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

  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.

  

  IG_CFD_Trader

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

  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))

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

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

  

  robertogozzi

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

  I didn’t work. It returns 0

  

  IG_CFD_Trader

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

  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?

  

  IG_CFD_Trader

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

  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"

  1 2 3 4 5

  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"

  1 2 3 4 5

  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"

  

  robertogozzi

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