is there a higest high or lowest low function in e-sig

[mclargo]

Is there a highest high or lowest low function in e-sig language as there is in easylanguage. i am tyring to find the highest high and lowest low of the past two days.

thanks in advance for your replies,

largo

[ecoach]

MC,

Included with eSignal are a couple of EFS' that allow you to get the high of the current day or previous day. They are under Formulas/OHLC folder - TodaysHigh.efs and PrevHigh.efs. You can use these as guides to writing your own EFS to get the high across any time period that you desire.

ecoach

[mclargo]

I've tried working with the .efs you recommended, but can't get them to work in the math.max or math.min functions.

if anybody knows how to do this, any code posted will be greatly appreciated. i value to importance of learning to fish, but right now i don't even know how to put on the bait!

thanks again

[JayF]

mclargo,

This would do the trick for you. Just plug into your code, and apply as needed.

function main() {

vTodaysHigh = call ("/\OHLC/\getTodayOHLC.efs", "High");
vPrevHigh = call ("/\OHLC/\getPrevOHLC.efs", "High");
vTodaysLow = call ("/\OHLC/\getTodayOHLC.efs", "Low");
vPrevLow = call ("/\OHLC/\getPrevOHLC.efs", "Low");

// Stores highest high and lowest low
vHighestHigh = math.max(vTodaysHigh,vPrevHigh);
vLowestLow = math.min(vTodaysLow,vPrevLow);

} 

[JayF]

I spoke with JasonK on this, and he indicated that for each "call" that the target would be run on the entire data set (ie. for each bar). A better method would be:

function main() {

vTodaysHigh = callFunction ("\OHLC\getTodayOHLC.efs","main","High");
vPrevHigh = callFunction ("\OHLC\getPrevOHLC.efs","main","High");
vTodaysLow = callFunction ("\OHLC\getTodayOHLC.efs","main","Low");
vPrevLow = callFunction ("\OHLC\getPrevOHLC.efs","main","Low");

// Stores highest high and lowest low
vHighestHigh = math.max(vTodaysHigh,vPrevHigh);
vLowestLow = math.min(vTodaysLow,vPrevLow);

}

[mclargo]

Jay,

I've always been pleased with e-signal service, and again you didn't disappoint. Thanks for the prompt reply.

I'm afraid my verbage wasn't too clear in my prev post. I need highest high and lowest low of yesterday and day before yesterday. The code below is returning today's highest high which, while helpful, isn't what I need.

Thanks and sorry for the confusion,


Largo

[JayF]

mclargo,

Here's some code that piggy backs on the Donchian Channel study that returns the Highest High and Lowest Low of the last two periods. When I put this on a daily chart, it performs as you described in your request.

var study = new DonchianStudy(2, 0);

function preMain() {

    setPriceStudy(true);
    setStudyTitle("Highest High & Lowest Low");
    
    setCursorLabelName("Highest High", 0);
    setDefaultBarFgColor(Color.green, 0);
    
    setCursorLabelName("Lowest Low", 1);
    setDefaultBarFgColor(Color.red, 1);
}

function main() {

    var vHighestHigh = study.getValue(DonchianStudy.UPPER);
    var vLowestLow = study.getValue(DonchianStudy.LOWER);

    return new Array (vHighestHigh, vLowestLow);
} 

[mclargo]

highest high not working

Jay,

Still not getting what I'm looking for, probably due to my not communicating it correctly.

Using today's ES H3 close as an example, tomorrow morning (March 13th) on my 60 min chart on ES H3, I'd like to see dots at 814.75 (highest high of 11 and 12 March) and 788.50 (lowest low of 11 and 12 March).

These dots should be STATIC in that they do not change until the next day. Just like the pivots.

Jay, please recommend that more builtin functions be added to EFS. It is just too much a pain to be crafting all this stuff from scratch. Highest high/lowest low functions are about as basic as you can get.

This is my only gripe in moving from EasyLanguage to EFS. Need many,many more basic builtin functions that are easy and intuitive for the user.

Thanks and look forward to your reply.

MCL

[dloomis]

FYI, tommorow there will be very few people trading the ES H3, most of us (and the liquidity) will be on the ES M3, effective 930 ny time

[mclargo]

Right, I realized that after I posted. I just needed to illustrate the example. Thanks for the reminder though.

[JayF]

mclargo,

Garth (gspiker) in this thread talks about obtaining values from different time frames. Simply put, there is no easy means to do this.

As you request, I'll pass this along as a request to add this feature. If there is more you would like to include and wish to email directly to our Product Development Teams, you can email [email protected].

[cgnahc]

mclargo,

I believe what you are after is the donchian channel. There is one in the builtin, but it's set at a default value and not too adjustable. I use a few variations of the donchian channel myself and attached is one of them I use where you can input any length from editor and the lines are offset by 1. I created some other cool ones using Wizard, but none with variable inputs.
With the attached file you can plot in a 60 min chart with an input period of 16, if you have 8 hourly bars plotted, to track highest high or lowest low breeches in the last 2 days.

Let me know how it works out.

chris...

[ACM]

Chris
That is not necessarily the HH or LL over 2 days.
If for example the High of two days ago was posted on the first bar and the lookback of the Donchian is 16, then on the second bar of today the Donchian would no longer be showing the HH of two days ago.
What mclargo is looking for is the same as accomplished by the Prev High or Prev Low efs except that it looks back two days. Then no matter what the interval of the chart is the lines remain constant at those values.
Alex

[dloomis]

This might be doable...

Are the lines at the right value? hehe

[mclargo]

that certainly works, but the negative implications of not being able to easily program for a highest high/lowest low over variable number of days is rather wide in scope.

i could've programmed this in 2 minutes via EasyLanguage. plus, i'm too lazy to manually adjust those 2 lines everyday even though that's what i've been doing much to my own chagrin.

i'm sure they will get around to it eventually. hopefully sooner rather than later.