Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
Using 24 hour GLOBEX intraday data, how can I get the highest high of the past 5 sessions and the lowest low of the past 5 sessions? Sessions start at 6:00pom ET the day before the close at 5:00pm ET the next day.
Thanks.
Can you help answer these questions from other members on NexusFi?
you will have to track the extremes for every session using two variables (one for the high, one for the low). At the beginning of a new session you store the tracking variables in an array (so you need two arrays for that) and reset the tracking variables.
The array has the size of 5 in your example. You'll also need a counter that increments at every new session, starting from 0 and once it's > 4 it has to reset to 0. This will be used to store the tracking variables.
Once you have stored 5 values within your array and starting to overwrite values you can start calculating the highest high and lowest low. For that I'd suggest using a third array. You copy the values of the array containing the highest highs of the last 5 sessions to the new array and sort it in descending order. This gives you the highest high of the last 5 session at position 0 of the new array.
For the lowest low you'd copy the values into the new array and sort it in ascending order. Again giving you the lowest low at position 0.
This is your blueprint and should get you what you want.
