Highest / HighestAll problem in my little script

[lolo]

Hello everyone,

I wanted to create a script that calculates the percentage difference between the Pre Market high preferably 04:00 a.m until 09:29 a.m. editable.

An error appeared, the text HighestAll (Period is highlighted in red.

Can someone fix this problem?

input period_Type = AggregationPeriod.DAY;
input PrestartTime = 0400;
input PreendTime = 0929;

def begin = Highest(period = period_Type);
def end = close(period = period_Type);
def NetChg = begin - end;
def PctChg = (begin / end) - 1;

AddLabel(yes, Concat("%PM High to open = " , end), color.white);

Thanks a lot.

 

[rad14733]

@lolo A quick review of the Highest() function in the Thinkscript Learning Center will answer your question... Bookmark the Learning Center as you'll spend plenty of time there... I have a browser tab open there 24/7... Hint: period is part of price...

 

[lolo]

@lolo A quick review of the Highest() function in the Thinkscript Learning Center will answer your question... Bookmark the Learning Center as you'll spend plenty of time there... I have a browser tab open there 24/7... Hint: period is part of price...

Thanks for your hint, I found it.
Now I tried to put it in percentage, I can't do it with AsPercent there is an error so in this code I remove it and
he shows it to me in Net Change.
I think there is an error in the NetChg result

input period_Type = AggregationPeriod.DAY;
input PrestartTime = 0400;
input PreendTime = 0929;

def begin = Highest(high, period_Type);
def end = close(period = period_Type);
def NetChg = begin - end;
def PctChg = (begin / end) -1 ;

AddLabel(yes, Concat("%PM High to open = " , end), color.white);

 

[rad14733]

@lolo Shouldn't it be:

def PctChg = NetChg / begin;

 

[lolo]

@lolo Shouldn't it be:

def PctChg = NetChg / begin;

@rad14733 Yes thanks but the label is not visible the label is not visible since I changed End to PctChg in AddLabel

input period_Type = AggregationPeriod.DAY;
input PrestartTime = 0400;
input PreendTime = 0929;

def begin = Highest(high, period_Type);
def end = close(period = period_Type);
def NetChg = begin - end;
def PctChg = ((NetChg / begin) * 100);

AddLabel(yes, Concat("%PM High to open = " , PctChg), color.white);

 

[rad14733]

@lolo The issue was that you didn't follow the parameter syntax for Highest() as I pointed out earlier... Unfortunately, the parser was unable to throw the error experienced within the function itself... The Learning Center is your friend... When in doubt, Copy & Paste code from there and edit as needed... You may need to adjust the length parameter...

input period_Type = AggregationPeriod.DAY;
input length = 12;
input PrestartTime = 0400;
input PreendTime = 0929;

def begin = Highest(high(period = period_Type), length);
def end = close(period = period_Type);
def NetChg = begin - end;
def PctChg = ((NetChg / begin) * 100);

AddLabel(yes, Concat("%PM High to open = " , PctChg), color.white);

 

[lolo]

My code works, but it doesn't give me the right result and I don't know why. I would like him to calculate the difference between the highest in premarket and the current price included in the timetables 04:00 a.m until 09:29 a.m

If you can look at the problem I would be very grateful

Thank you in advance

#Label

#% Change PreMarket High to Open

#27-07-2021 from Lolo

input period_Type = AggregationPeriod.DAY;
input PrestartTime = 0400;
input PreendTime = 0929;

def begin = Highest(high(period = period_Type),1);
def end = close(period = period_Type);
def NetChg = end - begin;
def PctChg = (end / begin) - 1;

AddLabel(yes, "%PM high to open: " + NetChg + " (" + AsPercent(PctChg) + ")", if NetChg > 0 then Color.GREEN else if NetChg < 0 then color.WHITE else color.LIGHT_GRAY);

 

[rad14733]

@lolo The Day aggregation period only looks at Open, High, Low, Close for regular trading hours... So you may need to rethink your overall logic...

 

[lolo]

@lolo The issue was that you didn't follow the parameter syntax for Highest() as I pointed out earlier... Unfortunately, the parser was unable to throw the error experienced within the function itself... The Learning Center is your friend... When in doubt, Copy & Paste code from there and edit as needed... You may need to adjust the length parameter...

input period_Type = AggregationPeriod.DAY;
input length = 12;
input PrestartTime = 0400;
input PreendTime = 0929;

def begin = Highest(high(period = period_Type), length);
def end = close(period = period_Type);
def NetChg = begin - end;
def PctChg = ((NetChg / begin) * 100);

AddLabel(yes, Concat("%PM High to open = " , PctChg), color.white);

yes i know it is "missing length" i guess it is bar count. But precisely, I want this code to work as well at 04:30 as at 08:40 for example, that's why I don't want to define a number of bars by default

 

[lolo]

@lolo The Day aggregation period only looks at Open, High, Low, Close for regular trading hours... So you may need to rethink your overall logic...

ok thanks, I will look at it

 

[lolo]

Here is the new structure but it does not work yet there is no error reported

#Label

#% Change PreMarket High to Open

#27-07-2021 from Lolo

input OpenTime          = 0400;
input CloseTime         = 0929;
def secondsFromOpen     = SecondsFromTime( OpenTime );
def secondsTillClose    = SecondsTillTime( CloseTime );
def marketOpen          = secondsFromOpen >= 0 and secondsTillClose >= 0;

def begin = Highest(high(period = marketOpen),1);
def end = close(period = marketOpen);
def NetChg = end - begin;
def PctChg = (NetChg / begin);

AddLabel(yes, "%PM high to open: " + NetChg + " (" + AsPercent(PctChg) + ")", if NetChg > 0 then Color.GREEN else if NetChg < 0 then color.WHITE else color.LIGHT_GRAY);

 

[rad14733]

@lolo Your code probably won't work because your new var, marketOpen can only be a valid aggregation period... I don't have time to look deeper into this at the moment but, as I stated, you probably need to rethink your overall logic... To be honest, I don't do much with the whole premarket/aftermarket thing, only some minor time constraints... My trading style doesn't require much time or barcount manipulation... However, we do have a few members who excel in those areas and perhaps one of them will have time to step in and assist - otherwise I will try to delve deeper once I am caught up...

 

[_Merch_Man_]

This works on 30 min chart.

input prestartTime = 0400;

# Use 5 in next statement as on 30 min chart there are 5 bars between 0400 and 0930

def preMarketHigh = if SecondsFromTime(preStartTime) == 5.5 * 60 * 60 then Highest(high, 5) else preMarketHigh[1];
def marketOpen = if secondsFromTime(0930) == 0 then open else marketOpen[1];

addlabel(1,"%PM High to Bar Open:"+(100*((marketOpen-premarketHigh)/marketOpen))+"%");

 

[lolo]

@lolo Your code probably won't work because your new var, marketOpen can only be a valid aggregation period... I don't have time to look deeper into this at the moment but, as I stated, you probably need to rethink your overall logic... To be honest, I don't do much with the whole premarket/aftermarket thing, only some minor time constraints... My trading style doesn't require much time or barcount manipulation... However, we do have a few members who excel in those areas and perhaps one of them will have time to step in and assist - otherwise I will try to delve deeper once I am caught up...

@rad14733 thank you for you Help. I would have learned things thanks to you, I am starting on TOS. Good luck and thank you

 

[lolo]

This works on 30 min chart.

input prestartTime = 0400;

# Use 5 in next statement as on 30 min chart there are 5 bars between 0400 and 0930

def preMarketHigh = if SecondsFromTime(preStartTime) == 5.5 * 60 * 60 then Highest(high, 5) else preMarketHigh[1];
def marketOpen = if secondsFromTime(0930) == 0 then open else marketOpen[1];

addlabel(1,"%PM High to Bar Open:"+(100*((marketOpen-premarketHigh)/marketOpen))+"%");

@_Merch_Man_ thank you very much for this script, i will try it out and surely try to modify it to work on any type of time unit from the different charts.

 

[lolo]

I tested this code, the result is not the right one by a few percent which is still important as a deviation.

I would like to create a script that continuously calculates the percentage difference between the high of the premarket and the current market price until the open is 09:30 a.m. Can be used on a 1 min or 5 min charts.

If anyone has any ideas, I'm interested.

Thanks in advance,

Lolo

 

[lolo]

I continued my research and restructured my script. But the result is still not the right one

# % Change Pre Market to Open

#  28-07-2021

# Created by Lolo

def PreMktOpen = GetYYYYMMDD() != GetYYYYMMDD()[1];
def PreMktHrs = GetTime() < RegularTradingStart(GetYYYYMMDD());
def RegMktHrs = (GetTime() >= RegularTradingStart(GetYYYYMMDD())) and (GetTime() < RegularTradingEnd(GetYYYYMMDD()));

def pHigh = if PreMktOpen and PreMktHrs then high
            else if PreMktOpen and RegMktHrs then Double.NaN
            else if PreMktHrs and high > pHigh[1] then high
            else pHigh[1];
def lastPrice = close(priceType = PriceType.LAST);
def NetChg = pHigh - lastPrice;
def PctChg = (NetChg / pHigh);

AddLabel(yes, "%PM high to open: " + NetChg + " (" + AsPercent(PctChg) + ")", if NetChg > 0 then Color.WHITE else if NetChg < 0 then color.WHITE else color.LIGHT_GRAY);

 

[_Merch_Man_]

@lolo in the last version of your script, what are you seeing that makes you think that the result is not the right one?

 

[lolo]

@_Merch_Man_ I made a mistake during the test, it works perfectly and exactly as I want it to. thank you for your help @rad14733 and @_Merch_Man_

 

[tatl]

i need a way to get the median of a var for all the bars on the chart.

something like medianAll doesn't exist
highestAll exists.

you can get "averageAll" by doing totalSum(var)/barnumber()
that gets you the average for all the bars

but i dont know how to get the median for all the bars.