hhv() and llv() for price difference

[librovich]

Please HELP!

By some reason I cannot use hhv() and llv() functions for difference between stock prices.

I have tried different combinations, but it is always takes set of values from current open price of stock and not the difference between specified stock prices.


function main() {

var h_yyy=hhv(30,(close(sym("MSFT,60"))-close(sym("INTC,60"))));
var l_yyy=llv(30,(close(sym("MSFT,60"))-close(sym("INTC,60"))));

var vUpper = hhv(30,fc());
var vLower = llv(30,h_yyy);

return new Array (fc(),h_yyy,l_yyy, vUpper );
}

function fc(){
var f1 = (close(sym("MSFT,60"))-close(sym("INTC,60")))*6;
return f1;
}


Thank you in advance for your help.

[ACM]

librovich
Following are some line by line comments on the script you posted.

var h_yyy=hhv(30,(close(sym("MSFT,60"))-close(sym("INTC,60"))));
var l_yyy=llv(30,(close(sym("MSFT,60"))-close(sym("INTC,60")))); 

The syntax in these two lines of code is invalid. When you apply some math to a series the result is not a series but a value. So the result of the following expression
(close(sym("MSFT,60"))-close(sym("INTC,60")))
which is used as the source for the hhv() function is a value and not a series as required by the function.
In order to create the series you need to calculate the expression in a separate function or efs and then call that function or efs using the efsInternal() or efsExternal() functions (see the links for the description and syntax). These will create a series which you can then use as the source for the hhv() function. The correct syuntax in this case is
var h_yyy = hhv(30,efsInternal("fc"));
var l_yyy = llv(30, efsInternal("fc"));
This would be simplified in the following way
var myVar = efsInternal("fc");
var h_yyy = hhv(30,myVar);
var l_yyy = llv(30, myVar);

var vUpper = hhv(30,fc()); 

Also in this case the syntax is invalid. As explained in the prior comment the hhv() function requires the source to be a series. To do this you need to call the function fc() using the efsInternal() function which will create the series. The correct syntax in this case is
var vUpper = hhv(30,efsInternal("fc"));

var vLower = llv(30,h_yyy); 

In this case the syntax would be valid if the variable h_yyy were a series. While you can call a function as you did by usding fc() this will return a value and not a series. In order to accomplish what you want this needs to be written as follows
var h_yyy = efsInternal("fc");
var vLower = llv(30, h_yyy);

In light of all the above comments here is how your script would need to be written in its most basic form

function main() {
  
    var myVar = efsInternal("fc");//calls the function and creates the series
    var h_yyy=hhv(30,myVar);//now uses the series as source parameter
    var l_yyy=llv(30,myVar);//as above

    return new Array (myVar,h_yyy,l_yyy);
}

function fc(){  
    var f1 = (close(sym("MSFT,60"))-close(sym("INTC,60")))*6;
    return f1; 
} 

Hope this helps
Alex

Originally posted by librovich
Please HELP!

By some reason I cannot use hhv() and llv() functions for difference between stock prices.

I have tried different combinations, but it is always takes set of values from current open price of stock and not the difference between specified stock prices.


function main() {

var h_yyy=hhv(30,(close(sym("MSFT,60"))-close(sym("INTC,60"))));
var l_yyy=llv(30,(close(sym("MSFT,60"))-close(sym("INTC,60"))));

var vUpper = hhv(30,fc());
var vLower = llv(30,h_yyy);

return new Array (fc(),h_yyy,l_yyy, vUpper );
}

function fc(){
var f1 = (close(sym("MSFT,60"))-close(sym("INTC,60")))*6;
return f1;
}


Thank you in advance for your help.

[librovich]

Thank you Alex!!! Now everything works!

Thank you Alex!!! Now everything works!

[ACM]

librovich
You are most welcome and thank you for letting me know it now works
Alex