accessing daily values into an intraday chart

January 5th, 2019, 08:12 AM

Hi, I realize this has probably been answered with a quick solution already, but my searches haven't been able to zero in on the particular easylanguage problem I have, so I appreciate the patience in advance. I am not an expert easylanguage user.

I am trading an intra-day futures strategy, where I use data from the daily time frame.
I want to call up the daily average volume over the past n days.
I want to calculate the Average true range over the past n days.

I inserted two data streams into my chart. one minute bars in top panel/daily bars in bottom panel.
I use the above info in my daily volume and daily ATR information in my intra-day strategy.

average(volume of data2, 20)

my strategy uses an unrelated input that has a look back period of 500 bars. And when I try to compile, I get the error "Not enough series length". Bars reference value:500.

I checked the properties tab, and the max bars back setting is 500. I also changed the input value to 100.

I still get the same error.

Is there a special function to get a day's total volume into an intraday chart, like "HIGHD" does for getting a day's high value? I looked at "dailyvolume" but that doesn't seem to fit.

Grateful for any assistance.

ABCTG · January 7th, 2019, 03:38 AM

Jack Tripper,

it sounds like you are using a viable approach. How many bars do you have on the chart for data 2?

Regards,

ABCTG

January 7th, 2019, 06:00 AM

thanks for reply. I think I found the problem. I tried to run the signal code on other instruments and never got the error again. I only kept getting that error on one particular emerging market futures contract, so I think the problem was the data from that exchange.

accessing daily values into an intraday chart

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accessing daily values into an intraday chart