Weekly High Low Open

• 04/25/2019 at 1:07 PM #97115
  Seb

  Hello, I’m trying to get the last week’s high,low & open.

  I tried it with this code, that works as an indicator, but if I use the graph functionality in ProRealCode, the levels are incorrect.

  last weeks high,low,open

  x = abs(round(count[1]))+1 highestWeek = highest[x](high) lowestWeek = lowest[x](low) openWeek1 = open[x-1] if openhour[1] <> openhour then dag = day endif count = count[1] + 1 if dag <> dag[1] then nieuweDag = 1 else nieuweDag = 0 endif if (dayofweek = 1 and nieuweDag) or (dayofweek[1] = 5 and dayofweek <> 5 and nieuweDag) then count = 1 highWeek = highestWeek[1] lowWeek = lowestWeek[1] openWeek = openWeek1 endif return highweek,lowWeek,openWeek

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  x = abs(round(count[1]))+1   highestWeek = highest[x](high) lowestWeek = lowest[x](low) openWeek1 = open[x-1] if openhour[1] <> openhour then dag = day endif   count = count[1] + 1   if dag <> dag[1] then nieuweDag = 1 else nieuweDag = 0 endif   if (dayofweek = 1 and nieuweDag) or (dayofweek[1] = 5 and dayofweek <> 5 and nieuweDag) then count = 1 highWeek = highestWeek[1] lowWeek = lowestWeek[1] openWeek = openWeek1 endif   return highweek,lowWeek,openWeek

  how to get last week’s high,low and open in ProRealCode?

  

  Seb

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  04/25/2019 at 1:18 PM #97116
  Vonasi

  These indicators can provide what you are asking for:

  https://www.prorealcode.com/prorealtime-indicators/candlesticks-ohlc-yearly-quarterly-monthly-weekly-daily-h4-h1/

  https://www.prorealcode.com/prorealtime-indicators/yearly-quarterly-monthly-weekly-daily-h4-h1-ohlc-lines-last-bar-only-version/

  

  Vonasi

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  04/25/2019 at 1:27 PM #97117
  robertogozzi

  I just coded this (not tested):

  If OpenDayOfWeek = 1 and OpenDayOfWeek <> OpenDayOfWeek[1] then openWeek = open highestWeek = 0 lowestWeek = 999999 Endif highestWeek = max(highestWeek,high) lowestWeek = min(lowestWeek,low) return highweek,lowWeek,openWeek

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  If OpenDayOfWeek = 1 and OpenDayOfWeek <> OpenDayOfWeek[1] then     openWeek     = open     highestWeek  = 0     lowestWeek   = 999999 Endif highestWeek = max(highestWeek,high) lowestWeek   = min(lowestWeek,low) return highweek,lowWeek,openWeek

   

  

  robertogozzi

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  04/25/2019 at 2:43 PM #97125
  Seb

  For some reason ProRealCode looks at other data or something. If I use your code the same happens as with mine; the levels are different. For example the high of 2 weeks ago in crude oil is 6350.2 instead of 6335.9 if I use the graph functionality in ProRealCode.

  

  Seb

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  04/25/2019 at 3:08 PM #97129
  robertogozzi

  Do you have end-0f-day data?

  In this case your data is one week old.

  

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  04/25/2019 at 3:10 PM #97130
  Seb

  No, it’s intraday data from IG’s CFD’s

  

  Seb

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  04/25/2019 at 3:25 PM #97133
  Vonasi

  I’m guessing that it is different because week candles start on from a Sunday open and not on a Monday. This is why I used this in my indicators:

  if opendayofweek < opendayofweek[1] then

  1	if opendayofweek < opendayofweek[1] then

  With this Sunday open is used but if there is no Sunday or no Monday candle then Tuesday is used. It is very unlikely that one week ends on a Friday and the next trading candle is the next Friday so this should work fine.

  

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  04/25/2019 at 3:29 PM #97134
  Vonasi

  Roberto and I noticed recently that in a strategy opendayofweek and dayofweek for a Sunday is the value 7 whereas in an indicator it is 0. Nicolas has reported it to PRT and we wait to see if they make some changes or whether we have to code around this.

  

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  04/25/2019 at 3:35 PM #97135
  Seb

  That is not the problem, I use this part of your code:

  Vonasi last week's open, high, low

  if opendayofweek < opendayofweek[1] then weekindex = weekindex + 1 weekhigh = 0 weeklow = close weekopen = open if weekindex > 1 then for j = 1 to barindex if weekindex[j] = weekindex - 1 then myweekhigh = weekhigh[j] myweeklow = weeklow[j] myweekopen = weekopen[j] break endif next endif endif weekhigh = max(weekhigh,high) weeklow = min(weeklow,low) graph myweeklow graph myweekhigh graph myweekopen

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  if opendayofweek < opendayofweek[1] then weekindex = weekindex + 1 weekhigh = 0 weeklow = close weekopen = open   if weekindex > 1 then for j = 1 to barindex if weekindex[j] = weekindex - 1 then myweekhigh = weekhigh[j] myweeklow = weeklow[j] myweekopen = weekopen[j]   break endif next endif endif weekhigh = max(weekhigh,high) weeklow = min(weeklow,low)     graph myweeklow graph myweekhigh graph myweekopen

  If you have a CFD account, you can look at the ‘last week’s high’, 2 weeks ago in US crude to see that it’s off

  

  Seb

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  04/25/2019 at 3:47 PM #97136
  robertogozzi

  Try

  If OpenDayOfWeek = 7 and OpenDayOfWeek <> OpenDayOfWeek[1] then

  1	If OpenDayOfWeek = 7 and OpenDayOfWeek <> OpenDayOfWeek[1] then

  but as soon as at PRT they fix the issue it will change.

  

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  04/25/2019 at 3:54 PM #97137
  Seb

  Many thanks Roberto!, that works

  

  Seb

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  04/25/2019 at 4:03 PM #97138
  Vonasi

  I just ran that code as an indicator and compared it to the weekly candles on the EURUSD (the chart I happened to have open) and the values were identical to last weeks weekly candle.

  

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  04/25/2019 at 4:07 PM #97139
  Vonasi

  I just realised that the code you wrote was part of a strategy and not an indicator which is why Roberto’s solution fixes it. It is a 7 zero issue!

  

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