daily high

[Guest]

Hi all,

I wrote a script that uses the last 20 days DAILY highs & lows on an intraday chart. I retrieve them as
(for i=0 to 19 loop) DH[i]=high(-i,getSymbol()+",D");

However when the new day begins I have to update the DH array so I run the same function at the first tick of the new day i.e.

if (TimeofDay>1030) then....(for i=0 to 19 loop)... DH[i]=high(-i,getSymbol()+",D");

But I can not retrieve the new days high & low if I don't reload the script manually. Although the new days high & low is registered I keep getting yesterday's high and low in DH[0] and DL[0].


Can anyone tell what must I do?

thank you

[eSignal_JasonK]

Hello izakD,

Make sure you don't have the setComputeOnClose(true) function in preMain() or the EFS Performance option checked for "Make all formulas compute on close" under Tools-->EFS-->Settings. Then try the following method. This code waits until the formula has processed all bars on the initial load then fills in the aDH array for the previous 20 daily bars. You'll see in the formula output window the value for aDH[0], or today's high. Hope this helps.

function preMain() {
    setPriceStudy(true);
    setStudyTitle("test");
    setShowCursorLabel(false);
}

var bChartLoaded = false;
var aDH = new Array();

function main() {
    if (getCurrentBarIndex() == 0 && bChartLoaded == false) {
        for (var i = 0; i < 20; ++i) {
            aDH[i] = high(-i, getSymbol() + ",D");
        }
        debugPrintln("Today's High: " + aDH[0]);
        bChartLoaded = true;
    }
    
    return;
} 

[Guest]

Jason,

Thank you for your reply, but my code is just similar to the one you sent. Except that I have another check where I assign bChartLoaded to true if the time>1030. That is where my problem starts. The loop is repeated to get the new session's high but I still have the same old array. Only after a manual reload I can get the true array with it.

Do you have any suggestions?

thanks again

Izak

[Guest]

I meant I assign bChartLoaded to false at the first tick after 1030.

Sorry

[eSignal_JasonK]

Hello Izak,

What symbol, interval and time template are you using? Also, can you attach your formula so I can test it directly?

[Guest]

Hi Jason,

My code is something like below. and I am running this on ES M4=2.

thanks

Izak



flg=Text.ONTOP| Text.BOLD| Text.RELATIVETOLEFT | Text.RELATIVETOBOTTOM|Text.FRAME;
t1=false;t2=false;

function preMain(){
setPriceStudy(true);
setShowCursorLabel(false);
setShowTitleParameters(false);
tckrD=getSymbol()+",D";
}



function get1(){
DR=new Array();DH=new Array();DL=new Array();CL=new Array();TAR=new Array();
for (i=0;i<20;i++) {DH[i]=high(-i,tckrD);DL[i]=low(-i,tckrD);CL[i]=close(-i,tckrD);DR[i]=DH[i]-DL[i]}
for (i=0;i<20;i++) drawTextPixel(250,(20*i)+15,i+" "+DH[i].toFixed(2)+" "+DL[i].toFixed(2)+" "+CL[i].toFixed(2)+" "+DR[i].toFixed(2),null,null,flg,null,12,"T1"+i,300);
}

function get2(){
DR=new Array();DH=new Array();DL=new Array();CL=new Array();TAR=new Array();AvgDR=0;kbar=0; mxR=-1e10;mnR=1e10;
for (i=0;i<20;i++) {DH[i]=high(-i,tckrD);DL[i]=low(-i,tckrD);CL[i]=close(-i,tckrD);DR[i]=DH[i]-DL[i]}
for (i=0;i<20;i++) drawTextPixel(555,(20*i)+15,i+" "+DH[i].toFixed(2)+" "+DL[i].toFixed(2)+" "+CL[i].toFixed(2)+" "+DR[i].toFixed(2),null,null,flg,null,12,"T2"+i,300);

}


function main(){
if (getBarState()== BARSTATE_ALLBARS) {t1=false;t2=false;return;}
if (getCurrentBarIndex()==0){
if(!t1) {get1(); t1=true;}
t=new Date();
if (t.getHours()*100+t.getMinutes()>=1030 && !t2) {get2();t2=true;}
}}

[eSignal_JasonK]

Hello Izak,

After testing your code today on 1-minute interval, It seems to me that your code should be working as expected. I did make some minor changes, but shouldn't have affected the outcome of the results. I've attached it for your reference anyway. Test it and see if you're still seeing the same problem.

I think what we might be dealing with here is a logical problem, not a code problem. Let's say that you first run the formula at 930 and the high was 1130.00. At 1030 DH[0] will be set to 1130.00 in get2() as long as a new high for the day wasn't reached between 930 and 1030. I'm not seeing DH[0] being set to yesterday's high as you stated when get2() gets called. Have I misunderstood the problem you're seeing?

Time for get2() was set to 1246 for the test seen below.

[Guest]

Thank you for your help Jason,

But the problem still remains. What I want and expect the code to do is say at 1031, the left colum should stay the same whereas the right column should be shifted by one row since a new session begun and a new daily high is registered, whatever it is. (also a new daily range and low and etc. )

Those new values should be retrieved by get2().

But it does not until you reload it. Could I explain the problem?

thanks again,

[eSignal_JasonK]

Hello Izak,

Are you running this formula on a daily interval?

[Guest]

I should also tell you that 1030 is the session start time. So you load it before the new session and get DH[0] as yesterday's high. But when the new session starts at 1030 DH[0] should be that new session's high logically. But you keep getting yesterday's high.

Maybe this explains the problem better.

all the best,

Izak

[Guest]

no, I want to use it on a 5-min chart and retrieve the Daily values thru the script.

[eSignal_JasonK]

Hello Izak,

Thanks for the details. Let me test this at tomorrow's open. I think I know what's happening. Have a good evening.

[Doji3333]

I believe...

Jason is correct...

Your code was never designed to handle the new days.. Once the t1 and t2 variables were set to "true" - there was never an instance where you recalced the values.

In this code, I have added a simple routine that checks for a NEW DAY, then resets your logical variables to "recalc". Of course, I did not test this (as no new days now), but it should work.

B

[Guest]

ok, thank you Jason,

I am impatient to learn what is happening

Izak

[Guest]

thank you Doji3333,

I tested something similar to your code also. But I could not succeed. I managed to retrieve the true values at the first new bar after the session open but not at the first bar of the session.
Actually it has to update at the first tick after 10:30.

Izak