PrevHHLL.efs & getPrevDaysOHLC.efs

[eSignal_JasonK]

File Name: PrevHHLL.efs (Previous Day’s Highest High and Lowest Low)

Description:
Example formula that demonstrates the use of getPrevDaysOHLC.efs using the callFunction() function.

Formula Parameters:
nNumDays: Default is 2 (PrevHHLL.efs)

nPriceSource: Default is Close (getPrevDaysOHLC.efs)
nOffset: Default is –1 (getPrevDaysOHLC.efs)
nNumDays: Default is 1 (getPrevDaysOHLC.efs)

Notes:
PrevHHLL.efs requires the use of getPrevDaysOHLC.efs, which is included on this page. PrevHHLL.efs is intended for use with intra-day intervals to return the highest high and lowest low over the previous nNumDays. getPrevDaysOHLC.efs is intended to be used as a utility formula to be called from other formulas using the callFunction() function. Syntax:
callFunction(“/OHLC/getPrevDaysOHLC.efs”, “main”, nPriceSource, nOffset, nNumDays);
Download getPrevDaysOHLC.efs and save it to \Formulas\OHLC\ .

Download File:
PrevHHLL.efs
getPrevDaysOHLC.efs




EFS Code: PrevHHLL.efs

/*********************************
Provided By : eSignal. (c) Copyright 2003
*********************************/

function preMain() {
    setPriceStudy(true);
    setCursorLabelName("High", 0);
    setCursorLabelName("Low", 1);
    setDefaultBarFgColor(Color.blue, 0);
    setDefaultBarFgColor(Color.red, 1);
}

var vReset = true;
var vDay0 = null;
var vDay1 = null;
var HH = null;
var LL = null;

function main(nNumDays) {
    if (nNumDays == null)
        nNumDays = 2;
    
    if (vReset == true) {
        setStudyTitle("Prev " + nNumDays + " Days HH and LL");
        vReset = false;
    }
    
    if (getBarState() == BARSTATE_NEWBAR) {
        if (vDay0 != null) {
            vDay1 = vDay0;
        } else {
            vDay1 = getDay();
        }
    }
    vDay0 = getDay();
    
    if (vDay0 != vDay1) {
        var aHighs = callFunction("/OHLC/getPrevDaysOHLC.efs", "main", "High", -1, nNumDays);
        if (aHighs == null)
            return;
        var aLows = callFunction("/OHLC/getPrevDaysOHLC.efs", "main", "Low", -1, nNumDays);
        if (aLows == null)
            return;

        var cntr = aHighs.length;
        HH = aHighs[0];
        LL = aLows[0];
        for (i = 0; i < cntr; ++i) {
            HH = Math.max(HH, aHighs[i]);
            LL = Math.min(LL, aLows[i]);
        }
    }
    
    return new Array(HH, LL);
} 

EFS Code: getPrevDaysOHLC.efs

/*********************************
Provided By : eSignal. (c) Copyright 2003
*********************************/

function preMain() {
    setPriceStudy(true);
    setStudyTitle("Get Previous Days OHLC");
}

var vSymbol = null;
var vReset = true;

function main(nPriceSource, nOffset, nNumDays) {
    if (nPriceSource == null) 
        nPriceSource = "Close";
    if (nOffset == null) {
        nOffset = -1;
    } else {
        nOffset = (Math.abs(nOffset) * -1);
    }
    if (nNumDays == null) {
        nNumDays = 1;
    } else {
        nNumDays = Math.abs(nNumDays);
    }

    var nState = getBarState();
    if(vReset == true) {
        vDay1 = null;
        vSymbol = (getSymbol() + ",D");
        vReset = false;
    }
    
    vBarTime = getValue("time");
    if(vBarTime != null) {
        var vDay = vBarTime.getDay();
        if (vDay == 0) {
            var vDate = vBarTime.getDate();
            vDate -= 2;
            vBarTime.setDate(vDate);
        }
          var vAbsTime = getPreviousTradingDay(vBarTime, vSymbol);
        if(vAbsTime == null) {
            return;
        }
        vIndex = getFirstBarIndexOfDay(vAbsTime, vSymbol);
        if(vIndex != null) {
            var vValue = getValueAbsolute(nPriceSource, (vIndex + nOffset), -nNumDays, vSymbol);
            if(vValue == null) {
                return null;
            }
        } 
    }

    return vValue;
}