Bar count todays High Low

[ivctrader]

Hello everyone!
I would be very thankful for any help with the WATCHLIST script.
This script should show, in a watchlist column after Market Close: How many 1min bars from Market Open(9:30) was to the High of day and in another column how many 1min bars to the Low of day.
I was planing then converting this numbers to time in a excel for statistical purpose.


Example https://ibb.co/sgd0W1p

 

[mashume]

I don't do much with watchlist scripts, but the basic idea would look like this:

def new_high = if HIGH > new_high[1] then 1 else 0;
def count = if new_high == 1 then 0 else count[1] + 1;
plot bars_since_high = count;

to break this down, the first line writes a series of 1s and 0s to indicate whether the bar has set a new high. (you could also SUM(new_high) and find out how many bars have set new highs through the day -- might be interesting.) The next line defines our count so that if the new_high is 1 then we reset the counter to 0 (you did say bars since the high, so the high doesn't count. change this line to 1 if you want the high to count as the first bar since). The last line plots it.

Hope that gets you started in the right direction.
Trade Happy,
mashume

 

[ivctrader]

I don't do much with watchlist scripts, but the basic idea would look like this:

def new_high = if HIGH > new_high[1] then 1 else 0;
def count = if new_high == 1 then 0 else count[1] + 1;
plot bars_since_high = count;

to break this down, the first line writes a series of 1s and 0s to indicate whether the bar has set a new high. (you could also SUM(new_high) and find out how many bars have set new highs through the day -- might be interesting.) The next line defines our count so that if the new_high is 1 then we reset the counter to 0 (you did say bars since the high, so the high doesn't count. change this line to 1 if you want the high to count as the first bar since). The last line plots it.

Hope that gets you started in the right direction.
Trade Happy,
mashume

Hello mashume!
Thank you for a quick response and for tips!
I am sorry but I think you misunderstood me.
Basically, this script should count 1min bars To The High of Day from Market Open, and 1min bars To The Low of day.
For example after the market closed(16:00) we can see:
TSLA made high of day on 17s bar from open, and made low of day on 253 1min bar from open.

 

[SleepyZ]

Hello mashume!
Thank you for a quick response and for tips!
I am sorry but I think you misunderstood me.
Basically, this script should count 1min bars To The High of Day from Market Open, and 1min bars To The Low of day.
For example after the market closed(16:00) we can see:
TSLA made high of day on 17s bar from open, and made low of day on 253 1min bar from open.

Try this

def bn = BarNumber();

def openbn  = if GetDay() == GetLastDay() and GetTime() crosses above RegularTradingStart(GetYYYYMMDD()) then bn else openbn[1];

def newhigh = if GetDay() == GetLastDay() and GetTime() crosses above RegularTradingStart(GetYYYYMMDD())
              then high
              else if GetTime() <= RegularTradingEnd(GetYYYYMMDD())
              then Max(high, newhigh[1])
              else newhigh[1];

def newlow  = if GetDay() == GetLastDay() and GetTime() crosses above RegularTradingStart(GetYYYYMMDD())
              then low
              else if GetTime() <= RegularTradingEnd(GetYYYYMMDD())
              then Min(low, newlow[1])
              else newlow[1];

def hct = if high == HighestAll(newhigh) then bn else hct[1];
def lct = if low == LowestAll(newlow) then bn else lct[1];

AddLabel(1, "H: " + (hct - openbn ) + "; L: " + (lct - openbn ), Color.YELLOW);

 

[ivctrader]

Try this

Hello Sleepy Z!
Wow thank you very much!
The High count working very good(some counts a little of like 2-5 bars, but I will double check it)
But Low count stands 0.

 

[SleepyZ]

Hello Sleepy Z!
Wow thank you very much!
The High count working very good(some counts a little of like 2-5 bars, but I will double check it)
But Low count stands 0.

High or Low will be zero if the first 0930 bar is the High or Low, as you said to count from open. If you want to count the first bar as part of the count then add + 1 to the counts. This scriipt only works during the regular trading session. If you have other issues, provide symbol info so I can see what is happening. Otherwise it seems to work on what I tested in OnDemand

 

[mashume]

@SleepyZ
Nice code -- so clean and easy to read. I often forget about the RegularTradingStart(GetYYYYMMDD()) function and brute force it with SecondsTill or SecondsFrom.

-mashume

 

[ivctrader]

High or Low will be zero if the first 0930 bar is the High or Low, as you said to count from open. If you want to count the first bar as part of the count then add + 1 to the counts. This scriipt only works during the regular trading session. If you have other issues, provide symbol info so I can see what is happening. Otherwise it seems to work on what I tested in OnDemand

Hello SleepyZ!
High of day count works great. But low of day stands all 0.
example: https://ibb.co/t3nJgbK

What do you think about counting 1min bars/closes from high/low of day to market close(16:00), maybe it is simpler to do?

 

[SleepyZ]

Hello SleepyZ!
High of day count works great. But low of day stands all 0.
example: https://ibb.co/t3nJgbK

What do you think about counting 1min bars/closes from high/low of day to market close(16:00), maybe it is simpler to do?

The screenshot you provided is 11/25/2021, which is I believe is a non-trading day, so I am not sure what you were expecting and I cannot reproduce it in Ondemand. Again, if the low of the day is the open of regular trading, then the count will be 0, as I programmed it that way because I interpreted that you wanted the count to be since (after) the low, not including the low. Things look ok to me with the code on the charts. Make sure your watchlist code has extended hours checked as the code relies upon that be the case.

 

[ivctrader]

The screenshot you provided is 11/25/2021, which is I believe is a non-trading day, so I am not sure what you were expecting and I cannot reproduce it in Ondemand. Again, if the low of the day is the open of regular trading, then the count will be 0, as I programmed it that way because I interpreted that you wanted the count to be since (after) the low, not including the low. Things look ok to me with the code on the charts. Make sure your watchlist code has extended hours checked as the code relies upon that be the case.

I apologize ! I did not checked extended trading hours..... now everything works perfect!
Thank you again for the help!
https://ibb.co/sQrV2K2