Determining order of OHLC

June 26th, 2014, 02:12 PM

Hi,

If I am trying to have an if statement determine what order the current sessions high and low occurred, would this be the correct way to build the if statement?

//if High occurred before Low
if (HighestBar(High, Bars.BarsSinceSession - 1)> LowestBar(Low, Bars.BarsSinceSession - 1))

and vice versa

//if low occurred before high
if (LowestBar(Low, Bars.BarsSinceSession - 1)> HighestBar (High, Bars.BarsSinceSession - 1))

Any help would be appreciated. Cheers.

June 26th, 2014, 05:35 PM

If you do it this way and set the indicator/ strategy to CalculateOnBarClose = false, the indicator/strategy would perform a complex calculation with every incoming tick. However, this is creating an unnecessary CPU load.

It would be more efficient to declare two variables of type double to store the current high and low, then declare two variables of type int to store the bar count of current high and current low. You just would need check for the first bar of a session and set highCount and lowCount to 1, respectively currentHigh and currentLow to the high and low of the first bar. Then update with every new bar, if necessary.

Determining order of OHLC

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Determining order of OHLC