How to store the price at daily specific time?

elvis1984 · Postby **elvis1984** » 10 Oct 2013

for example, I want to use the price at 9:00 2 days ago or the vwap close of market yesterday?

TJ · Postby TJ » 10 Oct 2013

for example, I want to use the price at 9:00 2 days ago or the vwap close of market yesterday?

if you want to store a specific price at a specific time...

var:

specific.price(0),

specific.time(0);



if time = specific.time then special.price = close;

The above will hold the value for a day... until you encounter 9:00 again the next day. At which time the variable will be replenished with the current price.

If you need to access multiple day's historic data, you will need to create an ARRAY.

clonardo · Postby **clonardo** » 11 Oct 2013

Bars.TimeValue gives you what you need. Example:

Code: Select all

if ((Bars.TimeValue.Month == 9) && (Bars.TimeValue.Year == 2011)) {do whatever}

you can set this for hours, minutes, date, etc.

edit- sorry, I seem to have wandered over from the MC.NET forum. This is the C# answer.

elvis1984 · Postby **elvis1984** » 12 Oct 2013

Bars.TimeValue gives you what you need. Example:
Code: Select all
if ((Bars.TimeValue.Month == 9) && (Bars.TimeValue.Year == 2011)) {do whatever}
you can set this for hours, minutes, date, etc.

edit- sorry, I seem to have wandered over from the MC.NET forum. This is the C# answer.

Would you give me a example using array to solve this problem? Since in the above answer, you still cant quote the price efficiently. special.price will be(0,0,0...,close[1],0,..0,close,0,0,...) how to save to (...,close_900_[1],close_900...)
Thanks

clonardo · Postby **clonardo** » 12 Oct 2013

Here, I've done it with ArrayList and printing the close price from 2 days ago in the Output window of the PL.NET editor-

Code: Select all

using System;

using System.Drawing;

using System.Linq;

using System.Collections;

using PowerLanguage.Function;

using ATCenterProxy.interop;



namespace PowerLanguage.Strategy {

	public class bars2daysback : SignalObject {

		public bars2daysback(object _ctx):base(_ctx){}

		public ArrayList closeprices = new ArrayList();

		public double closepr;

		protected override void Create() {

			// create variable objects, function objects, order objects etc.

	

		}

		protected override void StartCalc() {

			Output.Clear();

		}

		protected override void CalcBar(){

			if (Bars.TimeValue.Hour == 16)

			{

				Output.WriteLine(Bars.TimeValue.ToString()+ " close: "+ Bars.CloseValue.ToString());

				closeprices.Add(Bars.CloseValue);

			

				if (closeprices.Count >3 )

				{

					Output.WriteLine("close 2 days ago: "+closeprices[(closeprices.Count-3)].ToString());

				}

			}

		}

	}

}

Bars.TimeValue gives you what you need. Example:
Code: Select all
if ((Bars.TimeValue.Month == 9) && (Bars.TimeValue.Year == 2011)) {do whatever}
you can set this for hours, minutes, date, etc.

edit- sorry, I seem to have wandered over from the MC.NET forum. This is the C# answer.
Would you give me a example using array to solve this problem? Since in the above answer, you still cant quote the price efficiently. special.price will be(0,0,0...,close[1],0,..0,close,0,0,...) how to save to (...,close_900_[1],close_900...)
Thanks

clonardo · Postby **clonardo** » 12 Oct 2013

To further clarify, that's just printing out the price from 2 days ago in output. If you want to use the lagged price, set a variable = closeprices[(closeprices.Count-3)].

Sample output using the code that I posted is as follows:

note: format is date/time, day's close, (newline) 2 day ago's close.

9/30/2013 4:00:00 PM close: 105.23
close 2 days ago: 113.79
10/1/2013 4:00:00 PM close: 108.72
close 2 days ago: 109.18
10/2/2013 4:00:00 PM close: 105.39
close 2 days ago: 105.23
10/3/2013 4:00:00 PM close: 101.27
close 2 days ago: 108.72
10/4/2013 4:00:00 PM close: 101.97
close 2 days ago: 105.39
10/7/2013 4:00:00 PM close: 94.18
close 2 days ago: 101.27

Henry MultiСharts · Postby **Henry MultiСharts** » 05 Nov 2013

Please keep in mind that clonardo's replies are referring to MultiCharts .Net.
If you are still unable to implement your logic with PowerLanguage – please let me know the particular difficulty you have.

How to store the price at daily specific time?

How to store the price at daily specific time?

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