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Coding Statistics Generator


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Coding Statistics Generator

  #1 (permalink)
 
simon14's Avatar
 simon14 
TORONTO
 
Experience: Advanced
Platform: multi charts
Trading: crude cl
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Hi there,
So I am trying to create an EL code to work on TS to be able to run how often the high or low is created at certain times of the day. My EL skills are novice at best and I can't seem to wrap my mind around how to start since i have only ever written indicators and signals.

For example...

I want to be able to search how often the Low or High is made in the first hour or in the last hour.. or how often the Globex high and low are broken in the same day.

Is this even possible? would i need to call on 2 different data sets 1 intraday and 1 daily?


thanks any input would be helpful

regards
Simon

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  #3 (permalink)
 ABCTG   is a Vendor
 
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Hi Simon,

this is possible to do within TS, but will likely require a bit of coding. What data to use will depend on the exact specific scenarios you want your code to look at. You could think about what data you would use, when you want to "manually" do the research, this should also be helpful in coming up with the "pseudo code" that you can later turn into EasyLanguage.
I would suggest taking a look at vectors and dictionaries to familiarize yourself with them as you will need a way to store your results within your code.

Regards,

ABCTG

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  #4 (permalink)
 ABCTG   is a Vendor
 
Posts: 2,436 since Apr 2013
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Hi Simon,

depending on your preferences another idea could be to export the data using the Data Window and then computing the statistics outside of TS.

Regards,

ABCTG

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