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Intraday studies on HIGH/LOW time


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Intraday studies on HIGH/LOW time

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  #1 (permalink)
 ptcm 
Taiwan
 
Experience: Intermediate
Platform: MC
 
Posts: 73 since Jun 2010
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I've tried to do this in Python but still haven't figured out how.

Just wondering if intraday 1 min chart is plotted on MC. What would be the easiest way to extract the specific day HIGH and day LOW time ?

Is there any direction function available in easy language to achieve that ?

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Transatlantic
Los Angeles, CA
 
 
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I think you will need to keep a counter of how many bars into the Current Session you are. If you do that, then:

HighestBar(High, Num_Bars_Into_Current_Session) will return the number of bars ago from the Current Time the High of the Current Session occurred.

Then you need to convert from # of Bars ago to a Time but that should be doable if you are using Fixed Time Bars.

Also, HighSession(1,0) will return the High of the Current Session. But that does not get you the time you need.

Worst case you can use a For Loop to do this but I think a combination of HighestBar and LowestBar will do the trick.

Hope this helps.


integer HighestBar( double Price, double Length )

Summary:
Returns the number of bars ago the highest value occurred

Parameters:
Price:
Length:

Return Values:
integer: Returns the number of bars ago the highest value occurred

Example:
Value1=HighestBar(High, 20);

Help: HighestBar

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 ABCTG   is a Vendor
 
 
Posts: 2,267 since Apr 2013
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ptcm,

a simple approach would be to use two variables that you reset at the beginning of the day (at that moment you could write the old variable values to a file) and update every time a higher high or lower low is made. At the same time would store the time of that high/low in another variable.

Regards,

ABCTG


ptcm View Post
I've tried to do this in Python but still haven't figured out how.

Just wondering if intraday 1 min chart is plotted on MC. What would be the easiest way to extract the specific day HIGH and day LOW time ?

Is there any direction function available in easy language to achieve that ?


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