Question on Highest[BarIndex – lastWeekBarIndex](Price)

CKW · 2017-02-09T08:07:35+00:00

Hi Nicholas, Could you please advise what’s different for X by using DailyHigh and High in “Highest[BarIndex – lastWeekBarIndex](X)”? I observed some weeks having different result but I couldn’t explain why? Which parameter is correct? I tried it on 4hours time frame. // calculate daily high/low dailyHigh = DHigh(1) dailyLow = DLow(1) // calculate weekly high/low If DayOfWeek < DayOfWeek[1] then weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh) // weeklyHigh = Highest[BarIndex - lastWeekBarIndex](High) lastWeekBarIndex = BarIndex ENDIF Thanks br, khin wong

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02/09/2017 at 9:07 AM #24467 quote
CKW
Participant

Veteran
Hi Nicholas,
Could you please advise what’s different for X by using DailyHigh and High in “Highest[BarIndex – lastWeekBarIndex](X)”?
I observed some weeks having different result but I couldn’t explain why?

Which parameter is correct? I tried it on 4hours time frame.
```
// calculate daily high/low
dailyHigh = DHigh(1)
dailyLow = DLow(1)

// calculate weekly high/low
If DayOfWeek < DayOfWeek[1] then
weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh)
// weeklyHigh = Highest[BarIndex - lastWeekBarIndex](High)
lastWeekBarIndex = BarIndex
ENDIF
```
Thanks

br,
khin wong
02/09/2017 at 1:41 PM #24487 quote
JC_Bywan
Moderator

Master
Hi,

to be sure, a screen capture of what was observed (what instrument and when) would help to answer, but without it, the only thing I can think of when reading this piece of code is:

if dailyhigh has been defined as Dhigh(1) (previous day) then
```
weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh)
```
would only include highs from day before lasttweekbarindex until previous day when searching the highest of this selection, but not today’s high.
```
weeklyHigh = Highest[BarIndex - lastWeekBarIndex](High)
```
would include all highs from lastweekbarindex until today when searching the highest (but not high from day before lastweekbarindex).

So not knowing if it matches what you observed, I can only guess it is possible the differences you saw occured when current day high read by code was higher than any high from lastweekbarindex until previous day, or when a high the day before lastweekbarindex was higher than any high between lastweekbarindex and current day.

Nicolas thanked this post
02/13/2017 at 4:56 PM #24986 quote

CKW
Participant

Veteran

Hi Noobywan,

Thanks for your explanation. It seems by using Dailyhigh should be more realistic.

br,

CKW
Author

Posts

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Question on Highest[BarIndex – lastWeekBarIndex](Price)

ProOrder: Automated Strategies & Backtesting

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CKW @ckw Participant

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This topic contains 2 replies,
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9 years, 7 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	02/09/2017
Status:	Active
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