Need help tracking high and low of day within strategy

[nrok2118]

I made a simple moving average crossover strategy that I just realized isn't accurate on my backtest. I have a condition that the daily low must be over yesterdays low for the long, and the daily high must be under yesterdays high for the short. For the current day's low, I simply used "low(period=aggregationPeriod.DAY)" but found out today after Powell's pump and dump (and pump) it entered a trade in real time, but when we took out yesterday's low of day the trade it no longer met the conditions, since for the backtesting its looking at the entire day, not the low at the time of condition.

Long story short, Im not the best at coding and ChatGpt isnt giving me anything that's working, how can I code a variable that captures the lowest price of the day at any given point? I assume I have to do something with time and reset it everyday so it can be used in a backtest.

 

[halcyonguy]

I made a simple moving average crossover strategy that I just realized isn't accurate on my backtest. I have a condition that the daily low must be over yesterdays low for the long, and the daily high must be under yesterdays high for the short. For the current day's low, I simply used "low(period=aggregationPeriod.DAY)" but found out today after Powell's pump and dump (and pump) it entered a trade in real time, but when we took out yesterday's low of day the trade it no longer met the conditions, since for the backtesting its looking at the entire day, not the low at the time of condition.

Long story short, Im not the best at coding and ChatGpt isnt giving me anything that's working, how can I code a variable that captures the lowest price of the day at any given point? I assume I have to do something with time and reset it everyday so it can be used in a backtest.

as long as you use a longer 2nd aggregation for data, that overlaps the current candle, you will have signals repaint, come and go.
you would have to read the previous candle data, from yesterdays 'day' data , to have unchanging data ( yesterday candle has closed, and is not changing)

 

[nrok2118]

as long as you use a longer 2nd aggregation for data, that overlaps the current candle, you will have signals repaint, come and go.
you would have to read the previous candle data, from yesterdays 'day' data , to have unchanging data ( yesterday candle has closed, and is not changing)

I'm not sure I understand. My problem is I need to find a way to use the lowest/highest point of the current day at the time my strategy has an entry condition intra day. I cant look at the entire day's high/low using the day aggregation which can give missing signals during the back testing.

 

[nrok2118]

I still can't figure this out. I thought a good work around would be to use the Lowest/Highest function with a length but I get an error? Is there another way to do this?

def condition = if SecondsFromTime(0930) == 0 && SecondsTillTime(0930) == 0 then barNumber() else 0;
def StartBar = condition;
def Barnumber = if barNumber() == StartBar then 1 else Barnumber[1]+1;

def LOD = lowest(low, barnumber);

I get "Only constants expected here: barnumber CL constant function parameter 'length' at 38:23"

 

[halcyonguy]

I'm not sure I understand. My problem is I need to find a way to use the lowest/highest point of the current day at the time my strategy has an entry condition intra day. I cant look at the entire day's high/low using the day aggregation which can give missing signals during the back testing.

i misunderstood . what i said wasn't quite right.
if you want to compare todays high to other data , the output of that comparison can possibly change , until the day is over.

as time progresses through the current day, there may be bars that set a higher high or lower low, which may trigger your condition. there is no getting around this.
not until the day closes will there be final unchanging values.


here is something similar, compare a signal to a signal from yesterday
https://usethinkscript.com/threads/scan-for-5ema-crossing-previous-day-high-low.14370/#post-119570