Sequence of events

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  • #102829 quote
    Dr ManhattanDr Manhattan
    Participant
    Senior

    Hi, I would like to catch the pattern in the attached image, it’s basically any indicator that increases values on either the plus or the minus side. I have a two questions,

     

    1. the first is how to capture this sequence of events in code?
    2. what is a recommended pattern for IF (within 20 bars X is fullfilled THEN IF within 20 bars X is still true and Y is fullfilled and so on…
    Sequence.png Sequence.png
    #105651 quote
    Dr ManhattanDr Manhattan
    Participant
    Senior

    I meant something like this, maybe it can help someone..

    if event then

    a = intradaybarindex

    b = 20 //number of bars within next event have to happen

    endif

    if (a + b) > intradaybarindex AND other_event

    #105700 quote
    NicolasNicolas
    Keymaster
    Legend

    1/ that sequence is (according to the picture), an oscillation that is widening since X periods?

    #108157 quote
    Dr ManhattanDr Manhattan
    Participant
    Senior

    Yeah, that is correct! 🙂

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Sequence of events


ProOrder: Automated Strategies & Backtesting

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This topic contains 3 replies,
has 2 voices, and was last updated by Dr ManhattanDr Manhattan
7 years ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/18/2019
Status: Active
Attachments: 1 files
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