Market price between 2pm and 10pm

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  • 09/25/2016 at 12:02 PM #13694 quote
    gekko_80
    Participant
    New

    i am working with hourly candlesticks and the overall timeframe of the chart will preferably be the maximum available backdata.

    What we had before was to find out if yesterdays close is reached between 2pm and 10pm.

    Now i want to the determine if Yesterdays-Close is reached e.g. between 2 pm and 3 pm or e.g. between 6pm and 7 pm.

    All i need is the syntax for the “LAST HOURS LOW/HIGH”

    09/25/2016 at 4:45 PM #13710 quote
    Nicolas
    Keymaster
    Master

    You are talking about last hours

    So you try to know what where the highest high and lowest low between 2 predefined hours, am I right?

    Sorry for questions, but need to perfectly understand in order to give you the right code.

    09/26/2016 at 8:56 PM #13772 quote
    gekko_80
    Participant
    New

    exactly! u r right!

     

    thx, nicolas!

    09/27/2016 at 8:16 AM #13785 quote
    Nicolas
    Keymaster
    Master

    You’ll find a couple of clues in these topics:

    http://www.prorealcode.com/topic/finding-hourly-highslows-using-1-min-data/

    http://www.prorealcode.com/topic/session-high-low-indicator/

    I’m pretty sure you can find other ones too, since it is a common question (did searching only in English forums).

    10/09/2016 at 1:45 AM #14508 quote
    gekko_80
    Participant
    New

    Hi,

    is there a way that i can export following data from PRT to Excel:

    DayClose, DayPerformance, MaxDelta to Close after market until Opening of next day, OpeningNextDay ?

    The Problem is that i actually can struggle to code an indicator but using “Return” to spit out the data will print lots of lines that i can not work with actually.

    If i code a systematic trading tool in PRT and collect the data that way, it will not be available for any computing, either….

    I need all the data that can be collected throughout an indicator in excel to perform some statistical r- and t-tests.

     

    Thx!

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Market price between 2pm and 10pm


ProOrder: Automated Strategies & Backtesting

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gekko_80 @gekko_80 Participant
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This topic contains 19 replies,
has 3 voices, and was last updated by gekko_80
9 years, 4 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 09/19/2016
Status: Active
Attachments: No files
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