Time of day for Hi and low

[richbois]

Is there a way to write an EFS that would tell me at what time was the high was made then same thing for the low

I have EFS that draws the H and L but would like to had the time when it happened

Then I could connect that to a DDE I think I found how to do that part

Any help would be appreciated

Thanks

[ACM]

richbois
One way you can do that is as follows (this example is for the Low)
Create two global variables called (for example) xLow and xTimeLow and set them initially to null.
Then in the main function create a condition that checks for the first instance of a new day - in which case you set the initial values for xLow and xTimeLow - else you store the lower of the values of xLow or of the current Low



Once you have done that all you need to do is evaluate when the current low is equal to your xLow variable and record the time of that event storing it in the variable xTimeLow.



xTimeLow at this point will represent the last time at which the Low was the lowest value in the day
Use the same logic to determine the time for the High of the day.
Another method (albeit less efficient IMHO) would be to loop back through all the bars of the day and find the most recent one that has a Low that matches the Low of the daily bar.
Alex

Originally posted by richbois
Is there a way to write an EFS that would tell me at what time was the high was made then same thing for the low

I have EFS that draws the H and L but would like to had the time when it happened

Then I could connect that to a DDE I think I found how to do that part

Any help would be appreciated

Thanks

[richbois]

small problem

Thank you Alexis

I made the EFS like you said

the lines draw properly on the chart for the high and the low

however I cant get the text for the Time

Could you tell me what is wrong

function preMain() {
setPriceStudy(true);
setStudyTitle("Hi Lo");
}

var vHigh = null;
var vTimeHigh = null;
var vLow = null;
var vTimeLow = null;

function main() {
var vInt = getInterval();
if (vInt != "15" ) return;

if (getBarState() == BARSTATE_NEWBAR && day(0) !=day(-1)) {

vHigh = high(0);
vTimeHigh = (hour(0)*100)+minute(0);
vLow = low(0);
vTimeLow = (hour(0)*100)+minute(0);
}else{
vHigh = Math.max(vHigh,high(0));
vLow = Math.min(vLow,low(0));
}

if(high(0) ==vHigh) vTimeHigh = (hour(0)*100)+minute(0);
if(low(0) ==vLow) vTimeLow = (hour(0)*100)+minute(0);

drawLineRelative(-26, vHigh, 0, vHigh, PS_SOLID, 2, Color.lime, "High");
drawLineRelative(-26, vLow, 0, vLow, PS_SOLID, 2, Color.red, "Low");
drawTextRelative(0, vHigh, vTimeHigh, Color.black, Color.lime, Text.FRAME | Text.ONTOP | Text.BOLD, null, 9, "High" );
drawTextRelative(0, vLow, vTimeLow, Color.black, Color.red, Text.FRAME | Text.ONTOP | Text.BOLD, null, 9, "Low" );


return ;

}

[ACM]

Re: small problem

richbois
You need to run a null check on the variables vTimeHigh and vTimeLow prior to using them in the drawTextRelative() function
Alex

Originally posted by richbois
Thank you Alexis

I made the EFS like you said

the lines draw properly on the chart for the high and the low

however I cant get the text for the Time

Could you tell me what is wrong

function preMain() {
setPriceStudy(true);
setStudyTitle("Hi Lo");
}

var vHigh = null;
var vTimeHigh = null;
var vLow = null;
var vTimeLow = null;

function main() {
var vInt = getInterval();
if (vInt != "15" ) return;

if (getBarState() == BARSTATE_NEWBAR && day(0) !=day(-1)) {

vHigh = high(0);
vTimeHigh = (hour(0)*100)+minute(0);
vLow = low(0);
vTimeLow = (hour(0)*100)+minute(0);
}else{
vHigh = Math.max(vHigh,high(0));
vLow = Math.min(vLow,low(0));
}

if(high(0) ==vHigh) vTimeHigh = (hour(0)*100)+minute(0);
if(low(0) ==vLow) vTimeLow = (hour(0)*100)+minute(0);

drawLineRelative(-26, vHigh, 0, vHigh, PS_SOLID, 2, Color.lime, "High");
drawLineRelative(-26, vLow, 0, vLow, PS_SOLID, 2, Color.red, "Low");
drawTextRelative(0, vHigh, vTimeHigh, Color.black, Color.lime, Text.FRAME | Text.ONTOP | Text.BOLD, null, 9, "High" );
drawTextRelative(0, vLow, vTimeLow, Color.black, Color.red, Text.FRAME | Text.ONTOP | Text.BOLD, null, 9, "Low" );


return ;

}

[richbois]

Thank you

Thank you Alexis for your help

it is all working now and I even got the DDE to work

you made my day

Richard

[ACM]

Richard
You are most welcome. Glad to hear I was of help
Alex

Originally posted by richbois
Thank you Alexis for your help

it is all working now and I even got the DDE to work

you made my day

Richard

[richbois]

one more problem

I have the efs running + DDE however the DDE on excel is intermitent

some times it updates some times not and it changes every time

i understand today the CDN markets were closed and maybe because of no activities it didnt trigger the DDE

I included my excel, template to save you from building one and the EFS

please let me know if i did something wrong

Thank you in advance

[richbois]

Re: one more problem

Originally posted by richbois
I have the efs running + DDE however the DDE on excel is intermitent

some times it updates some times not and it changes every time

i understand today the CDN markets were closed and maybe because of no activities it didnt trigger the DDE

I included my excel, template to save you from building one and the EFS

please let me know if i did something wrong

Thank you in advance

[richbois]

Re: one more problem

Originally posted by richbois
I have the efs running + DDE however the DDE on excel is intermitent

some times it updates some times not and it changes every time

i understand today the CDN markets were closed and maybe because of no activities it didnt trigger the DDE

I included my excel, template to save you from building one and the EFS

please let me know if i did something wrong

Thank you in advance

oops cant include excel

[ACM]

Re: one more problem

Richard
Declare the variables ddeTH and ddeTL as global variables and set them initially to null
Then replace the following two lines of code in your efs (lines 54 and 55)(
var ddeTH = new DDEOutput( "TH" + sName );
var ddeTL = new DDEOutput( "TL" + sName );
with the following
if(ddeTH==null) ddeTH = new DDEOutput( "TH" + sName );
if(ddeTL==null) ddeTL = new DDEOutput( "TL" + sName );
Once you make these changes the script should be working fine
Alex

Originally posted by richbois
I have the efs running + DDE however the DDE on excel is intermitent

some times it updates some times not and it changes every time

i understand today the CDN markets were closed and maybe because of no activities it didnt trigger the DDE

I included my excel, template to save you from building one and the EFS

please let me know if i did something wrong

Thank you in advance

[richbois]

similar problem

Hi Alexis

I dont know if I cam impose one more time.

It is in the same vein as last time but now I need to get the time but going back in time and not as we go.

The reason is that some instruments trade 24 hrs a day and dont all start at the same time.

At this point this EFS does tell me the OHLC but it is not perfect for the open and I would need the time of the High and Low

It would be great to know how many bars is in that day then all could be done right.

Thank you in advance for your help

var sName = null;
var ddeO = null;
var ddeH = null;
var ddeL = null;
var ddeC = null;

function preMain() {
setPriceStudy(true);
setStudyTitle("Previous OHLC for TTT test");
setShowCursorLabel(false);

var fp = new Array(3);
fp[0] = new FunctionParameter("nHr", FunctionParameter.STRING);
fp[1] = new FunctionParameter("nMin", FunctionParameter.STRING);
fp[2] = new FunctionParameter("nSec", FunctionParameter.STRING);

for (j = 0; j < 3; ++j) {
for (i = 0; i < 60; ++i) {
var num = i+"";
if (i < 10) num = "0"+i;
if (i < 24 && j == 0) {
fp[j].addOption(num);
} else {
fp[j].addOption(num);
}
}
}

fp[0].setName("Set Hour");
fp[1].setName("Set Minute");
fp[2].setName("Set Second");

fp[0].setDefault("13");
fp[1].setDefault("15");
fp[2].setDefault("00");

}

var vHr = null;
var vMin = null;
var vSec = null;
var newDay = true;
var dayCntr = 0;
var vOpen = null;
var vClose = null;
var vHigh = null;
var vLow = null;

var BarCntr = 0;
var bartotal = 0;
var vLastArray = null;

function main(nHr, nMin, nSec) {
var nState = getBarState();
var vInt = getInterval();
if (vInt >= "30" ) return;

if (nState == BARSTATE_NEWBAR) {
if (newDay == false && getDay() != getDay(-1) && getDay(-1) != null) newDay = true;
if (newDay == true) {
var barHr = getHour()+"";
if (barHr != null && barHr < 10) barHr = "0"+barHr;
var barMin = getMinute()+"";
if (barMin != null && barMin < 10) barMin = "0"+barMin;
var barSec = getSecond()+"";
if (barSec != null && barSec < 10) barSec = "0"+barSec;
if(barHr >= nHr && barMin >= (nMin -vInt) && barSec >= nSec) {
drawLineRelative(0,0,0,99999,PS_DOT, 1, Color.blue, "NewDay"+dayCntr);
drawShapeRelative(0, 5, Shape.DIAMOND, null, Color.blue, Shape.RELATIVETOBOTTOM, "NewDay"+dayCntr);

if (getBarState() == BARSTATE_NEWBAR)
if ( barHr = nHr && barMin >= (nMin -vInt) && barSec) vClose = close(0),
BarCntr +=1;
vOpen = open((-1380/vInt))
vHigh = high(0);
vLow = low(0);
for (i = 0; i < (1380/vInt) ; ++i) {
vHigh = Math.max(high(-i), vHigh);
vLow = Math.min(low(-i), vLow);


drawLineRelative(((-1380/vInt)), vOpen, 0, vOpen, PS_SOLID, 2, Color.blue, "Open");
//drawTextRelative(-32, vOpen, vOpen, Color.white, Color.blue, Text.FRAME | Text.ONTOP | Text.BOLD, null, 9, "Open" );
drawLineRelative(((-1380/vInt)), vHigh, (0), vHigh, PS_SOLID, 2, Color.lime, "High");
//drawTextRelative(-3, vHigh, vHigh, Color.black, Color.lime, Text.FRAME | Text.ONTOP | Text.BOLD, null, 9, "High" );
drawLineRelative(((-1380/vInt)), vLow, (0), vLow, PS_SOLID, 2, Color.red, "Low");
//drawTextRelative(-13, vLow, vLow, Color.black, Color.red, Text.FRAME | Text.ONTOP | Text.BOLD, null, 9, "Low" );
drawLineRelative(((-1380/vInt)), vClose, (0), vClose, PS_SOLID, 2, Color.black, "Close");
//drawTextRelative(-13, vClose, vClose, Color.white, Color.black, Text.FRAME | Text.ONTOP | Text.BOLD, null, 9, "Close" );

var sName = getSymbol() ;
sName = sName.replace("$", ""); // remove $ from string
sName = sName.replace("#", ""); // remove # from string
sName = sName.replace("-","");
sName = sName.replace(".","");
sName = sName.replace(" ", "") // replace space with underscore
sName = sName.replace("=", "") // replace space with underscore
//debugPrintln("DDE Link for Excel =eSignal|EFS!"+sName);
if(ddeO == null) ddeO = new DDEOutput( "O" + sName );
if(ddeH == null) ddeH = new DDEOutput( "H" + sName );
if(ddeL == null) ddeL = new DDEOutput( "L" + sName );
if(ddeC == null) ddeC = new DDEOutput( "C" + sName );
O = vOpen;
if(O != null) ddeO.set(O);
H = vHigh;
if(H != null) ddeH.set(H);
L = vLow;
if(L != null) ddeL.set(L);
C = vClose;
if(C != null) ddeC.set(C);

dayCntr += 1;
newDay = false;

}
}
}

return ;
}
}

[ACM]

Re: similar problem

Richard
A simple way to accomplish what you are trying to do is to create a condition that checks for the first bar at (or after) a specific time (for example 15:30 CT for the CME equity index futures) and record the bar count value at that time.
To do this you would first need to declare two global variables, one a simple boolean and the other to store the value of the bar count when the condition evaluates to true.

var myFlag = false;
var myBarCount = 0; 

In main you then need to reset myFlag to false at every new day.

if(getBarState()==BARSTATE_NEWBAR && day(0)!=day(-1)) myFlag = false; 

At this point you can write your condition

if(!myFlag && (hour(0)*100)+minute(0)>=1530) {
    myBarCount = getCurrentBarCount();
    myFlag = true;//this prevents the condition from being evaluated any further for that day
} 

From this you can at any time determine the index of the first bar of the session or how many bar have elapsed since then in the following ways

var myFirstBarOfSession = myBarCount - getCurrentBarCount();
var myBarsInSession = getCurrentBarCount()-myBarCount ; 

That should provide you with the information you are looking for
Alex

Originally posted by richbois
Hi Alexis

I dont know if I cam impose one more time.

It is in the same vein as last time but now I need to get the time but going back in time and not as we go.

The reason is that some instruments trade 24 hrs a day and dont all start at the same time.

At this point this EFS does tell me the OHLC but it is not perfect for the open and I would need the time of the High and Low

It would be great to know how many bars is in that day then all could be done right.

Thank you in advance for your help

var sName = null;
var ddeO = null;
var ddeH = null;
var ddeL = null;
var ddeC = null;

function preMain() {
setPriceStudy(true);
setStudyTitle("Previous OHLC for TTT test");
setShowCursorLabel(false);

var fp = new Array(3);
fp[0] = new FunctionParameter("nHr", FunctionParameter.STRING);
fp[1] = new FunctionParameter("nMin", FunctionParameter.STRING);
fp[2] = new FunctionParameter("nSec", FunctionParameter.STRING);

for (j = 0; j < 3; ++j) {
for (i = 0; i < 60; ++i) {
var num = i+"";
if (i < 10) num = "0"+i;
if (i < 24 && j == 0) {
fp[j].addOption(num);
} else {
fp[j].addOption(num);
}
}
}

fp[0].setName("Set Hour");
fp[1].setName("Set Minute");
fp[2].setName("Set Second");

fp[0].setDefault("13");
fp[1].setDefault("15");
fp[2].setDefault("00");

}

var vHr = null;
var vMin = null;
var vSec = null;
var newDay = true;
var dayCntr = 0;
var vOpen = null;
var vClose = null;
var vHigh = null;
var vLow = null;

var BarCntr = 0;
var bartotal = 0;
var vLastArray = null;

function main(nHr, nMin, nSec) {
var nState = getBarState();
var vInt = getInterval();
if (vInt >= "30" ) return;

if (nState == BARSTATE_NEWBAR) {
if (newDay == false && getDay() != getDay(-1) && getDay(-1) != null) newDay = true;
if (newDay == true) {
var barHr = getHour()+"";
if (barHr != null && barHr < 10) barHr = "0"+barHr;
var barMin = getMinute()+"";
if (barMin != null && barMin < 10) barMin = "0"+barMin;
var barSec = getSecond()+"";
if (barSec != null && barSec < 10) barSec = "0"+barSec;
if(barHr >= nHr && barMin >= (nMin -vInt) && barSec >= nSec) {
drawLineRelative(0,0,0,99999,PS_DOT, 1, Color.blue, "NewDay"+dayCntr);
drawShapeRelative(0, 5, Shape.DIAMOND, null, Color.blue, Shape.RELATIVETOBOTTOM, "NewDay"+dayCntr);

if (getBarState() == BARSTATE_NEWBAR)
if ( barHr = nHr && barMin >= (nMin -vInt) && barSec) vClose = close(0),
BarCntr +=1;
vOpen = open((-1380/vInt))
vHigh = high(0);
vLow = low(0);
for (i = 0; i < (1380/vInt) ; ++i) {
vHigh = Math.max(high(-i), vHigh);
vLow = Math.min(low(-i), vLow);


drawLineRelative(((-1380/vInt)), vOpen, 0, vOpen, PS_SOLID, 2, Color.blue, "Open");
//drawTextRelative(-32, vOpen, vOpen, Color.white, Color.blue, Text.FRAME | Text.ONTOP | Text.BOLD, null, 9, "Open" );
drawLineRelative(((-1380/vInt)), vHigh, (0), vHigh, PS_SOLID, 2, Color.lime, "High");
//drawTextRelative(-3, vHigh, vHigh, Color.black, Color.lime, Text.FRAME | Text.ONTOP | Text.BOLD, null, 9, "High" );
drawLineRelative(((-1380/vInt)), vLow, (0), vLow, PS_SOLID, 2, Color.red, "Low");
//drawTextRelative(-13, vLow, vLow, Color.black, Color.red, Text.FRAME | Text.ONTOP | Text.BOLD, null, 9, "Low" );
drawLineRelative(((-1380/vInt)), vClose, (0), vClose, PS_SOLID, 2, Color.black, "Close");
//drawTextRelative(-13, vClose, vClose, Color.white, Color.black, Text.FRAME | Text.ONTOP | Text.BOLD, null, 9, "Close" );

var sName = getSymbol() ;
sName = sName.replace("$", ""); // remove $ from string
sName = sName.replace("#", ""); // remove # from string
sName = sName.replace("-","");
sName = sName.replace(".","");
sName = sName.replace(" ", "") // replace space with underscore
sName = sName.replace("=", "") // replace space with underscore
//debugPrintln("DDE Link for Excel =eSignal|EFS!"+sName);
if(ddeO == null) ddeO = new DDEOutput( "O" + sName );
if(ddeH == null) ddeH = new DDEOutput( "H" + sName );
if(ddeL == null) ddeL = new DDEOutput( "L" + sName );
if(ddeC == null) ddeC = new DDEOutput( "C" + sName );
O = vOpen;
if(O != null) ddeO.set(O);
H = vHigh;
if(H != null) ddeH.set(H);
L = vLow;
if(L != null) ddeL.set(L);
C = vClose;
if(C != null) ddeC.set(C);

dayCntr += 1;
newDay = false;

}
}
}

return ;
}
}

[richbois]

Hi Alex

First I would like to thank you for all the help you have given me in the past, as I noticed I forgot to thank you the last time.

I have been working on this EFS for a week and got it to do a good part of what I want it to do.

However I am having an issue with getting it to give me the time of high and low, even an index reference would work as all I want to know is which was done 1st. The rest I can get excel to figure it out.

Please look at this when you have time and maybe point me one more time in the right direction

Thanks

[ACM]

Richard
Continuing from my previous example once you have determined how many bars there are in the session (ie myBarsInSession) you can use a for loop to calculate the High and the Low of the session and the times at which they occurred as shown in the enclosed image
If you just want the bar index at which the High and Low occurred replace (hour(-i)*100)+minute(-i) shown in the example with -i eg
if(high(-i)==nHigh) nTimeH = -i;
Alex

Originally posted by richbois
Hi Alex

First I would like to thank you for all the help you have given me in the past, as I noticed I forgot to thank you the last time.

I have been working on this EFS for a week and got it to do a good part of what I want it to do.

However I am having an issue with getting it to give me the time of high and low, even an index reference would work as all I want to know is which was done 1st. The rest I can get excel to figure it out.

Please look at this when you have time and maybe point me one more time in the right direction

Thanks

[richbois]

Thank you Alex for all your help and great work

I got it working now

Richard