Lowest Low and Date/Timestamp

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  • #60240 quote
    mr blue
    Participant
    Senior

    I am looking for a code snippet to identify the lowest low over a specific period – let’s say 200 bars and the function should return following 3 values:

    the value of the low candle

    the date when the low occured in format YYYYMMDD

    the time when the low occured in format HHMMSS

    has anybody already coded this or a hint, how to do this smart?

    many thanks in advance

    #60241 quote
    mr blue
    Participant
    Senior

    after having RTFM i coded following

     

    for i=0 to IntradayBarIndex do
    if low[barindex[i]] = DLow(0) then
    mydate = date
    mytime = time[barindex[i]]
    break
    endif
    next

    works for the moment. as I need to identify the low of the day with date/timestamp.

    if you have a smarter way, share it.

    GraHal and Juan Salas thanked this post
    #60248 quote
    Nicolas
    Keymaster
    Master

    There is no built-in instruction to find it, and you did it the good way. For future readers, we should say that your code snippet is made to identify the timestamp of the lowest bar in an intraday timeframe.

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Lowest Low and Date/Timestamp


ProOrder: Automated Strategies & Backtesting

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mr blue @marco_sala Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by Nicolas
8 years, 1 month ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/23/2018
Status: Active
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