MultiCharts: Trading Software for Automated Trading and Backtesting

Posted: **08 Jun 2010**

Hi,

how could I get the time of yesterday's high for use in a strategy based on intraday data?
Thank you.

Posted: **08 Jun 2010**

Hi Joogen,

Please try to get the time of yesterday's high in the strategy based on intraday data using the code below:

variables:

	varPrevHigh( 0 ),

	varCurrHigh( 0 );

	

if Date <> Date[1] then

	begin

	varPrevHigh = varCurrHigh ;

	varCurrHigh = High ;

	end

else

	begin

	if High > varCurrHigh then

		varCurrHigh = High ;

	end ;

Thank you

Posted: **08 Jun 2010**

Hi Anastaccia,

Thank you.
And how do I get the time stamp, when the day high of yesterday occured?

Posted: **08 Jun 2010**

Hi again,

VarPrevTime is the time stamp, when the day high of yesterday occurs.

Code: Select all

variables:

	varPrevHigh( 0 ),	varPrevTime( 0 ),

	varCurrHigh( 0 );

	

if Date <> Date[1] then

	begin

	varPrevHigh = varCurrHigh ;

	varPrevTime = time;

	varCurrHigh = High ;

	end

else

	begin

	if High > varCurrHigh then

		varCurrHigh = High ;

	end ;

Posted: **08 Jun 2010**

Really? It seems to be the time of the first bar of the day...

Posted: **08 Jun 2010**

please try this

Code: Select all

variables:

	varPrevHigh( 0 ),

	varPrevTime( 0 ),

	varCurrHigh( 0 ),

	varCurrTime( 0 );

	

if Date <> Date[1] then

	begin

	varPrevHigh = varCurrHigh;

	varPrevTime = varCurrTime; 

	varCurrTime = Time;

	varCurrHigh = High;

	end

else

	begin

	if High > varCurrHigh then

		varCurrTime = Time;

		varCurrHigh = High;

	end ;

Posted: **08 Jun 2010**

Unfortunately it doesn't work. Time ist time of previous' days last bar...

Posted: **09 Jun 2010**

I think I have a solution now. You only have to define or calculate Length input dependent on data resolution.

Code: Select all

Input: Length(840);

vars:timeofbarsago(0), counter(0);





If Date<>Date[1] Then begin

For counter = 1 to Length

	begin

	if H[counter] = HighD(1) then timeofbarsago = time[counter];

	end;

end;

Plot1(timeofbarsago,"xxx");

[/code]

MultiCharts: Trading Software for Automated Trading and Backtesting

Time of yesterday's high

Time of yesterday's high