Display condition and condition count

[pine]

Hello,

I am on an hourly chart. I would like to gather the statistics of specific conditions at specific times throughout the day. Currently I have a script to capture the condition once at market open at 9:30am, then use AddLabel to display the stats. I would like to have the stats displayed on every hour, above the bar, perhaps using AddChartBubble.

The current code I have is below:

condition = if SecondsFromTime(0930) == 0 and [some condition criteria] then 1 else 0;
conditioncnt = if condition then conditioncnt[1] + 1 else conditionct[1];
AddLabel(1, condition + "-" + conditioncnt, Color.white);

Is there an efficient way to do this or creating a separate condition variable for each hour is the only way to go? Also what if I need to flip to another time frame, like 30 min? I think I don't want to remove the 'SecondsFromTime(0930) == 0', because it will not capture the count correctly.

Appreciate any help in advance.

 

[SleepyZ]

Hello,

I am on an hourly chart. I would like to gather the statistics of specific conditions at specific times throughout the day. Currently I have a script to capture the condition once at market open at 9:30am, then use AddLabel to display the stats. I would like to have the stats displayed on every hour, above the bar, perhaps using AddChartBubble.

The current code I have is below:

condition = if SecondsFromTime(0930) == 0 and [some condition criteria] then 1 else 0;
conditioncnt = if condition then conditioncnt[1] + 1 else conditionct[1];
AddLabel(1, condition + "-" + conditioncnt, Color.white);

Is there an efficient way to do this or creating a separate condition variable for each hour is the only way to go? Also what if I need to flip to another time frame, like 30 min? I think I don't want to remove the 'SecondsFromTime(0930) == 0', because it will not capture the count correctly.

Appreciate any help in advance.

This should get you started:

def x = if secondsfromTime(0930)==0 or
          (SecondsFromTime(0) / 3600) - Round(SecondsFromTime(0) / 3600, 0) == 0
        then BarNumber()
        else x[1];

AddChartBubble(BarNumber() == x,
               high,
               if secondsfromTime(0930)==0
               then "9:30"
               else SecondsFromTime(0)/3600 + ":00");

 

[pine]

Referencing this thread

A condition is met within x bars, how do I count this condition within x bars only once?

I have the code below and the stats labels seem to show higher success/failure counts than possible count.

buy = condition;

def buyCount = if buy then buyCount[1] + 1 else buyCount[1];
def buyPrice = if buy then price else buyPrice[1];
def buySuccess = if buy within withinBars bars then if (price - buyPrice) >= pointsDiffSuccess then 1 else 0 else 0;
def buySuccessCount = if buySuccess then buySuccessCount[1] + 1 else buySuccessCount[1];
def buyFailure = if buy within withinBars bars then if (price - buyPrice) <= -pointsDiffFailure then 1 else 0 else 0;
def buyFailureCount = if buyFailure then buyFailureCount[1] + 1 else buyFailureCount[1];

AddLabel(show_stats, "buySuccess " + buySuccessCount + "/" + buyCount + " " + aspercent(buySuccessCount/buyCount), color.white);
AddLabel(show_stats, "buyFailure " + buyFailureCount + "/" + buyCount + " " + aspercent(buyFailureCount/buyCount), color.white);

 

[SleepyZ]

Referencing this thread

A condition is met within x bars, how do I count this condition within x bars only once?

I have the code below and the stats labels seem to show higher success/failure counts than possible count.

buy = condition;

def buyCount = if buy then buyCount[1] + 1 else buyCount[1];
def buyPrice = if buy then price else buyPrice[1];
def buySuccess = if buy within withinBars bars then if (price - buyPrice) >= pointsDiffSuccess then 1 else 0 else 0;
def buySuccessCount = if buySuccess then buySuccessCount[1] + 1 else buySuccessCount[1];
def buyFailure = if buy within withinBars bars then if (price - buyPrice) <= -pointsDiffFailure then 1 else 0 else 0;
def buyFailureCount = if buyFailure then buyFailureCount[1] + 1 else buyFailureCount[1];

AddLabel(show_stats, "buySuccess " + buySuccessCount + "/" + buyCount + " " + aspercent(buySuccessCount/buyCount), color.white);
AddLabel(show_stats, "buyFailure " + buyFailureCount + "/" + buyCount + " " + aspercent(buyFailureCount/buyCount), color.white);

Without the whole code to test, I would recommend replacing in both addlabels, buycount with (buySuccesssCount + buyFailureCount).

As the latter two use 'within' then there are likely more buys being counted than the buycount which only counts one buy per condition.

 

[halcyonguy]

Referencing this thread

A condition is met within x bars, how do I count this condition within x bars only once?

I have the code below and the stats labels seem to show higher success/failure counts than possible count.

buy = condition;

def buyCount = if buy then buyCount[1] + 1 else buyCount[1];
def buyPrice = if buy then price else buyPrice[1];
def buySuccess = if buy within withinBars bars then if (price - buyPrice) >= pointsDiffSuccess then 1 else 0 else 0;
def buySuccessCount = if buySuccess then buySuccessCount[1] + 1 else buySuccessCount[1];
def buyFailure = if buy within withinBars bars then if (price - buyPrice) <= -pointsDiffFailure then 1 else 0 else 0;
def buyFailureCount = if buyFailure then buyFailureCount[1] + 1 else buyFailureCount[1];

AddLabel(show_stats, "buySuccess " + buySuccessCount + "/" + buyCount + " " + aspercent(buySuccessCount/buyCount), color.white);
AddLabel(show_stats, "buyFailure " + buyFailureCount + "/" + buyCount + " " + aspercent(buyFailureCount/buyCount), color.white);

here is a test code to check if a signal occured in the previous x bars. if it did, then ignore current signal.

#did a signal occur within a range of x bars?
input bars = 5;
# whatever your signal formula is
# def s = signal....  true/false

# test signal
def r = random() * 20;
def s = ( r <= 3 );

# add up the signals over past x bars
def t = sum(s, bars);
# if a signal occured within x bars, ignore current signal
def s2 = if t > 0 then 0 else s;
def cnt = if barnumber() == 1 then 0 else cnt[1] + s2;

addchartbubble(1, low,
r + " r\n" +
s + " s\n" +
t + " t\n" +
s2 + " s2\n" +
cnt + " cnt"
, (if t>0 then color.gray else color.yellow), no);

 

[pine]

@SleepyZ
@halcyonguy

Thank you both for your assistance with my previous questions. I would like to follow up on the question I asked earlier.

My objectives are as follows:

1. Count the number of buy/sell signals and their corresponding winning/losing conditions. I believe I have implemented this correctly, as the winning/losing percentages are being displayed accurately as labels.
2. Ensure that the winning/losing conditions are being met and counted accurately, as there seems to be an issue with this. Specifically, after a buy/sell signal, I would like the code to wait for a certain number of bars, and within that timeframe, if the price difference between the current price and the buyPrice/sellPrice meets a specific threshold, then it should count it as a success or failure condition.

Here is the code I am currently using. Any assistance would be greatly appreciated. Thank you!

# stats

buy = buyCondition and !buyCondition[1];
sell = sellCondition and !sellCondition[1];

input price = open;
input show_stats = yes;
input show_bs_count = yes;
input withinBarsBuy = 5;
input withinBarsSell = 5;
input pointsDiffBuySuccess = 10;
input pointsDiffBuyFailure = 10;
input pointsDiffSellSuccess = 10;
input pointsDiffSellFailure = 10;

def buyCount = if buy then buyCount[1] + 1 else buyCount[1];
def buyPrice = if buy then price else buyPrice[1];
def buyDiffSuccess = if buy then highest(price - buyPrice, withinBarsBuy) else 0;
def buyDiffFailure = if buy then lowest(price - buyPrice, withinBarsBuy) else 0;
def buyFailure = if buyDiffFailure <= -pointsDiffBuyFailure then 1 else 0;
def buyFailureCount = if buyFailure then buyFailureCount[1] + 1 else buyFailureCount[1];
def buySuccess = if buyDiffSuccess >= pointsDiffBuySuccess and !buyFailure then 1 else 0;
def buySuccessCount = if buySuccess then buySuccessCount[1] + 1 else buySuccessCount[1];

def sellCount = if sell then sellCount[1] + 1 else sellCount[1];
def sellPrice = if sell then price else sellPrice[1];
def sellDiffSuccess = if sell then lowest(price - sellPrice, withinBarsSell) else 0;
def sellDiffFailure = if sell then highest(price - sellPrice, withinBarsSell) else 0;
def sellFailure = if sellDiffFailure >= pointsDiffSellFailure then 1 else 0;
def sellFailureCount = if sellFailure then sellFailureCount[1] + 1 else sellFailureCount[1];
def sellSuccess = if sellDiffSuccess <= -pointsDiffSellSuccess and !sellFailure then 1 else 0;
def sellSuccessCount = if sellSuccess then sellSuccessCount[1] + 1 else sellSuccessCount[1];

AddLabel(show_stats,
stratName + " buy " + GetSymbol() + " @ " + price + " and wait max " + withinBarsBuy + " bars then exit when "
+ GetSymbol() + " moved +" + pointsDiffBuySuccess + "pts for profit or when "
+ GetSymbol() + " moved -" + pointsDiffBuyFailure + "pts for loss",
if buy within withinBarsBuy bars then Color.GREEN else Color.WHITE);
AddLabel(show_stats,
stratName + " sell " + GetSymbol() + " @ " + price + " and wait max " + withinBarsSell + " bars then exit when "
+ GetSymbol() + " moved -" + pointsDiffSellSuccess + "pts for profit or when "
+ GetSymbol() + " moved +" + pointsDiffSellFailure + "pts for loss",
if sell within withinBarsSell bars then Color.RED else Color.WHITE);
AddLabel(show_stats, stratName + " buySuccess " + buySuccessCount + "/" + buyCount + " " + AsPercent(buySuccessCount / buyCount), Color.CYAN);
AddLabel(show_stats, stratName + " buyFailure " + buyFailureCount + "/" + buyCount + " " + AsPercent(buyFailureCount / buyCount), Color.ORANGE);
AddLabel(show_stats, stratName + " sellSuccess " + sellSuccessCount + "/" + sellCount + " " + AsPercent(sellSuccessCount / sellCount), Color.CYAN);
AddLabel(show_stats, stratName + " sellFailure " + sellFailureCount + "/" + sellCount + " " + AsPercent(sellFailureCount / sellCount), Color.ORANGE);