Variation from candle high to low and low to high

• 02/05/2018 at 3:09 PM #61568
  jbyrne

  Hi,

  I can’t find out how to use the ‘variation’ function to start counting from the candle high, and stop at the candle low and vise versa.

  I want to measure the price difference between a candle high and another candles low(or vise versa) over a period of time. I have been using the summation function as well to do this. Here’s the line of code that I’m using for context if needed;

  RISE = 0 FOR y = 2 to 120 DO if (summation[y](Variation(close))>=1) THEN RISE = RISE + 1 ELSE BREAK ENDIF NEXT FALL = 0 FOR y = 2 to 120 DO if (summation[Y](Variation(close))>=-1) THEN FALL = FALL + 1 ELSE BREAK ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17

  RISE = 0 FOR y = 2 to 120 DO if (summation[y](Variation(close))>=1) THEN RISE = RISE + 1 ELSE BREAK ENDIF   NEXT   FALL = 0 FOR y = 2 to 120 DO if (summation[Y](Variation(close))>=-1) THEN FALL = FALL + 1 ELSE BREAK ENDIF

   

  Thanks in advance

  

  jbyrne

  Participant

  Topics: 25

  Replies: 50

  Been thanked: 1 time
  02/05/2018 at 3:54 PM #61569
  Nicolas

  You have mixed 2 different ways to make your calculation. However, I don’t understand the code you made because of your RISE and FALL variables? Do you only want to know the price distance in percentage between 2 bars or counting how many times the price has ascended and declined?

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4738 times
  02/05/2018 at 3:58 PM #61570
  jbyrne

  The code that’s shown is just code I’ve put together myself using examples found in the PRT documentation. I would actually like for the code to return the distance between high and low but don’t know how to do that either. So just ignore the RISE and FALL, I only put the code in the post incase it wasn’t clear what I was talking about.

  

  jbyrne

  Participant

  Topics: 25

  Replies: 50

  Been thanked: 1 time
  02/05/2018 at 4:38 PM #61579
  Nicolas

  Ok, so the variation between two Closes could be programmed as follows:

  var = (high[1]-low[120])/close*100

  1	var = (high[1]-low[120])/close*100

  It measures the distance in percentage between the High of the previous bar to the Low of the 120th one before the current period.

  1 user thanked author for this post.

  jbyrne

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4738 times
  02/05/2018 at 8:08 PM #61591
  jbyrne

  okay, so do I have to repeat that line for every possible amount of periods? Since 120 periods is a maximum amount of time, not a required amount

  

  jbyrne

  Participant

  Topics: 25

  Replies: 50

  Been thanked: 1 time
  02/05/2018 at 8:23 PM #61592
  Nicolas

  Yes, if you want to get other variations, just change the periods under brackets.

  1 user thanked author for this post.

  jbyrne

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4738 times
  02/05/2018 at 8:34 PM #61593
  jbyrne

  I better start copy pasting then! But before I do, how can I get it so that a position is opened once half of the distance from high to low is reached? So then my system is complete and I don’t have re-do all 240 different cases in the near future.

  

  jbyrne

  Participant

  Topics: 25

  Replies: 50

  Been thanked: 1 time
  02/06/2018 at 10:44 AM #61649
  jbyrne

  I used the code you just gave me and I doesn’t seem to work. The code runs but doesn’t work as intended, any ideas why?

  defparam CUMULATEORDERS = false IF (CurrentTime >= 150000) THEN Sleep = 1 ELSE Sleep = 0 ENDIF IF (CurrentTime = 160000) THEN EOD = 1 ELSE EOD = 0 ENDIF IF (CurrentTime < 083000) THEN WakeUp = 1 ELSE WakeUp = 0 ENDIF If (WakeUp = 0) and (Sleep = 0) THEN TTime = 1 ELSE TTime = 0 ENDIF RISE = 0 FOR y = 2 to 120 DO if ((high[1]-low[y])/close*100)> 0.01 THEN RISE = RISE + 1 ELSE BREAK ENDIF next FALL = 0 FOR y = 2 to 120 DO if ((low[1]+high[y])/close*100)> 0.01 THEN FALL = FALL + 1 ELSE BREAK ENDIF next Percentage = 3 Bull = close > (DClose(1) * (1 + (Percentage/100))) Bear = close < (DClose(1) * (1 - (Percentage/100))) IF BULL and FALL and TTime = 0 THEN BUY 1 Contract AT Market ENDIF IF BEAR and RISE and TTime = 0 THEN SELLSHORT 1 Contract AT Market ENDIF IF EOD and Longonmarket then sell at market endif If EOD and Shortonmarket then sellshort at market endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64

  defparam CUMULATEORDERS = false   IF (CurrentTime >= 150000) THEN Sleep = 1 ELSE Sleep = 0 ENDIF   IF (CurrentTime = 160000) THEN EOD = 1 ELSE EOD = 0 ENDIF   IF (CurrentTime < 083000) THEN WakeUp = 1 ELSE WakeUp = 0 ENDIF   If (WakeUp = 0) and (Sleep = 0) THEN TTime = 1 ELSE TTime = 0 ENDIF   RISE = 0 FOR y = 2 to 120 DO if ((high[1]-low[y])/close*100)> 0.01 THEN RISE = RISE + 1 ELSE BREAK ENDIF next   FALL = 0 FOR y = 2 to 120 DO if ((low[1]+high[y])/close*100)> 0.01 THEN FALL = FALL + 1 ELSE BREAK ENDIF next   Percentage = 3 Bull = close > (DClose(1) * (1 + (Percentage/100))) Bear = close < (DClose(1) * (1 - (Percentage/100)))   IF BULL and FALL and TTime = 0 THEN BUY 1 Contract AT Market ENDIF IF BEAR and RISE and TTime = 0 THEN SELLSHORT 1 Contract AT Market ENDIF   IF EOD and Longonmarket then sell at market endif   If EOD and Shortonmarket then sellshort at market endif

   

  

  jbyrne

  Participant

  Topics: 25

  Replies: 50

  Been thanked: 1 time
• Author
  Posts