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nissane
Posted : Monday, July 2, 2007 10:07:48 AM
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Right now the count% new highs/lows indicator uses a set number of bars to determine if new highs or lows are being made. Is it possible to change so that it is more dynamic? so that it calculates if new intraday high or lows are being made? I am using it intraday...along with other time frames, I like to be able to see how many are making new intraday high/lows...Thanks, Eric
Craig_S
Posted : Monday, July 2, 2007 3:37:25 PM


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If you QuickEdit the indicator you can change the time period being used. If you have Mega Minute you can use QuickEdit to have it plot stocks making 10-hour lows or highs.

- Craig
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nissane
Posted : Monday, July 2, 2007 4:05:36 PM
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I have that...I have it set to 30 min high-lows, but I also want it to be dynamic, to show new day high, lows, not a set time.
nissane
Posted : Monday, July 2, 2007 4:06:16 PM
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10 hour high lows, will include the previous days data, won't it?
Craig_S
Posted : Monday, July 2, 2007 4:15:22 PM


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I'm missing something...

You say you want it to be dynamic. Do you mean you want several plots that show new highs/lows for different periods?

Yes, 10-hours would include two trading days. Do you see the time-frame selection in the QuickEdit to change the time period of the bars?

- Craig
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StockGuy
Posted : Monday, July 2, 2007 4:16:20 PM

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I have a study for this that will find what you want, but for some reason it's not plotting. Checking with development to see why.
nissane
Posted : Monday, July 2, 2007 5:25:31 PM
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Craig, I don't want it to show 2 days, only the current trading days new highs/ or lows. so during the first 1/2 or trading it shoudl only show 1/2 new highs, after 3 hours into the trading day, only show 3 hour new highs/lows, etc...got it?
Craig_S
Posted : Monday, July 2, 2007 5:55:15 PM


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Gotcha... so % of stocks making new highs just for the day... so far. So for every list, it will be 100% in the first minute?

- Craig
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nissane
Posted : Monday, July 2, 2007 6:00:31 PM
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yes...
nissane
Posted : Thursday, July 5, 2007 11:21:52 AM
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I don't mean to be a bother on this...you all have been so helpful on this board. Just checking in...has there been any progress on a solution to this? is it possible?
Thanks,
Eric
StockGuy
Posted : Thursday, July 5, 2007 11:24:09 AM

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As I mentioned above on my July 2 post, I have a study put together but it's not working like it should. As soon as the developers can take a look at it and get it working I'll post it.
nissane
Posted : Friday, August 17, 2007 3:17:20 PM
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Just curious...were you ever able to get this working? Is there a solution available?
Bruce_L
Posted : Friday, August 17, 2007 3:40:51 PM


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nissane,
They don't quite work the way I want yet, but you may wish to save the attached .pane files to:

My Documents\Blocks Files\Tool Parts\Chart

You can add them to any chart using the ADD STUDY button and then selecting Add Study | My Computer.

You can use QuickEdit to adjust the settings or view the Block Diagrams.

The Bar version makes its comparisons to the Daily High or Low up until that point in the day. The True version uses the previous Day's Close to allow comparisons to the True High or True Low instead.

I will warn you that they can be quite slow to calculate (especially for large Watchlists). You may want to limit yourself to small Watchlists and possibly limit the number of Bars in either the Studies themselves or under System | Blocks Data Manager.

Attachments:
Intraday High Low Percentage (Bar).pane - 23 KB, downloaded 828 time(s).
Intraday High Low Percentage (True).pane - 27 KB, downloaded 820 time(s).



-Bruce
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nissane
Posted : Wednesday, September 19, 2007 10:48:07 AM
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thank you ver much...that is much appreciated... Do you have any updates on this. It is as you say, very computer intensive.

I wish there was a block that outputs the number of minutes since the open and that way I could just connect to that block instead of a fixed time block. I think that would solve it...

Thanks,
Eric
nissane
Posted : Wednesday, September 19, 2007 11:38:54 AM
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actually that sounds like a good idea...I am going to create a code block that outputs an integer the number of minutes from the open.

so I have a question about that. when I select new block code, I want to create a code block with no input and just outputs an integer, but I don't see that option...

how do I do that?
Bruce_L
Posted : Wednesday, September 19, 2007 11:48:05 AM


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nissane,
You will probably want to use Line to Line as the basis for your Custom Code Block. That will allow you to sync the count with the data against which you want to provide the number of minutes from the Open. Without this input your Custom Code Block would not know either the bar frequency or amount of history required for its output.

-Bruce
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nissane
Posted : Wednesday, September 19, 2007 11:55:41 AM
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The line to line returns a date number. I want to just return an integer...so that instead of having a fixed integer pointing the the minimum or maximum block, it can calculate the number of minutes from the open. Is there anything that returns an integer? for now I am ok with assuming I am looking at minute charts...so I don't need an input...
Bruce_L
Posted : Wednesday, September 19, 2007 12:08:50 PM


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nissane,
All of the currently available Custom Code Block types return a Date & Number Series or TrueFalse Series with the exception of Text to Text which outputs Text. The Pre-Release Version has a Custom Code Block type that outputs Number & Number (but that's not what you want either).

Really the closest thing I can think of using the currently available Custom Code Block types would be Line to Line. You could have it process just the last value in the Date & Number Series if desired. It would be more versatile to create a version that processes the entire Date & Number Series input and limit the results using a Length Limit on the original data series however. You would need to use the Last Value in Series Block to get the desired value in either case (assuming you only want a single value).

-Bruce
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nissane
Posted : Wednesday, September 19, 2007 12:13:33 PM
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I am still not seeing that will work. I might be looking at 400 bars of data...but i want this thing to start from the beginning of the day. the entier Date & number series won't always correlate to where I want it to start from, will it?

Bruce_L
Posted : Wednesday, September 19, 2007 12:51:57 PM


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nissane,
The following Custom Code Block (created as Line to Line) assumes a 9:30am Open. It displays the number of minutes since the open for each InputDate in the Series (you will need to copy and paste using Firefox as IE does not seem to do this correctly):

<WBIGuid("642b1075-52a2-4226-bb8f-238cb54c5ec9"),FriendlyName("Minutes Since Open")> _
Public Class Minutes_Since_Open
inherits BaseTemplateDLStoDLS
Public Overrides Sub calculate()
For bar As Integer = 0 To InputCount-1
AddToOutput(InputDate(bar),InputDate(bar).TimeOfDay.TotalMinutes-570)
Next
End Sub
End Class

I'm sure it, or something similar, could be used to find the current number of minutes in the day when using the Last Number in Series Block on Price set to a Streaming 1 Minute Time Frame.

-Bruce
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nissane
Posted : Wednesday, September 19, 2007 12:55:44 PM
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thanks...but how do I connect this to the minimum or maximum block?
Bruce_L
Posted : Wednesday, September 19, 2007 3:35:07 PM


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nissane,
If you wish to try versions using the Custom Code Blocks (which must be created first), you may wish to save the attached .pane files to:

My Documents\Blocks Files\Tool Parts\Chart

You can add them to any chart using the ADD STUDY button and then selecting Add Study | My Computer.

You can use QuickEdit to adjust the settings or view the Block Diagrams.

They should be the same as the originals except that they check for the Minutes Since Open to decrease to detect the start of a new day instead of using the Interpolate Block method used in the originals. While they seem to be a bit quicker than the originals, they are still a fairly slow.

Attachments:
Intraday High Low Percentage (Bar-CCB).pane - 20 KB, downloaded 715 time(s).
Intraday High Low Percentage (True-CCB).pane - 24 KB, downloaded 714 time(s).



-Bruce
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nissane
Posted : Wednesday, September 19, 2007 3:45:24 PM
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I'll check it out...I was there was an easier way to subtract 2 dates and get the number of minutes...

Thanks for all your time...
Bruce_L
Posted : Wednesday, September 19, 2007 3:49:08 PM


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nissane,
You may want to take a look at the TimeSpan (Date Subtract) and TimeSpan Parser Blocks.

-Bruce
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nissane
Posted : Wednesday, September 19, 2007 3:54:54 PM
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ok I think I got it...shouldn't the below diagram calc the number of minutes since the open?
just one question about the TimeSpan parser block. It has several outputs...minute, hour, etc...I just want the minute...but how do I know which is the minute? nothing is labeled...also, is it possible to test it and see the results of just this diagram so I know that it is returning the correct values?

thanks...



Bruce_L
Posted : Wednesday, September 19, 2007 4:21:15 PM


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nissane,
It appears that the Connector Style for your Block Diagram is currently set to None. Left-click where it says None to the right of where it says Connector Style and select something else (you may want to try out the different Connector Styles).

You would actually need to multiply the hours by 60 and add the result to the minutes to get the desired result. This would require using Convert: IntegerToSingle Blocks on the Hour and Minute outputs before you could use the Multiply and Add Blocks to actually do the math.

Actual testing should probably be done while the market is open.

-Bruce
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nissane
Posted : Wednesday, September 19, 2007 4:42:41 PM
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I just want to veryify that it is properly returning number of minutes from the open...can't I get this to plot seperately..just plot the current value...
nissane
Posted : Wednesday, September 19, 2007 4:43:43 PM
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oh I see the prlbme now...it is using the current time...but it needs to use the time of the bar instead...how do I get the time of the current bar instead of Date.Now?
Bruce_L
Posted : Wednesday, September 19, 2007 5:06:47 PM


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nissane,
If you really want to do experiments while the market is closed, you could try using Last Updated Date, Parameter: Date, Bar Chart.Start Date, Bar Chart.End Date or Bar Chart: Date Pointer.

That said, actual testing to see how the technique works while the market is open probably still needs to wait until the market is actually open.

-Bruce
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nissane
Posted : Wednesday, September 19, 2007 5:22:45 PM
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my chart updates every tick...so I don't think it will work realtime...only the most recent bar will be correct. but it will make back data wrongevery time it recalculates.

I thought I could get the current date of the current bar that is being calculated...

but I see now that that is not really possible because everything is calculated in their own individual loops...

so...

I guess after all this, I am back to square one...
nissane
Posted : Wednesday, September 19, 2007 5:31:27 PM
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Posts: 100
I think I have to recreated the maximum block with my own code block, so that as it calculates the maximum value over a period of prices, it dynamically knows what period to use...

how does that sound?
nissane
Posted : Wednesday, September 19, 2007 6:26:01 PM
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ok...I think I got it working...like I described in my last post...really thanks for all your time and help...

I can post the code if you like...

-Eric
Bruce_L
Posted : Thursday, September 20, 2007 8:26:22 AM


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nissane,
I would be interested in seeing the code and I'm sure other readers would be as well.

-Bruce
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nissane
Posted : Thursday, September 20, 2007 9:11:23 AM
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Posts: 100
This is the code for Maximum of Day...this replaces the Maximum block on the percent of stocks making new highs.

Public Class Maximum_Of_Day

inherits BaseTemplateDLBToDLS
Public Overrides Sub calculate()
Dim dayHigh As Integer
Dim currentDate As Date

For x As Integer=1 To inputcount-1
if (x=1) then
currentDate=inputdate(x)
End If


If (inputDate(x).Month=currentDate.Month And inputDate(x).Year=currentDate.Year And inputdate(x).Day=currentDate.Day)

dayHigh=System.Math.Max(dayHigh, inputlast(x))
Else
currentDate=inputdate(x)
dayHigh=inputlast(x)
End If

addtooutput(inputdate(x), dayHigh)
Next
End Sub
End Class


below is the Minimum of Day function that replaces the minimum blcok on the percent of stocks making new lows

Public Class Minimum_of_Day
inherits BaseTemplateDLBToDLS
Public Overrides Sub calculate()
Dim dayLow As Integer
Dim currentDate As Date

For x As Integer=1 To inputcount-1
If (x=1) Then
currentDate=inputdate(x)
dayLow=inputlast(x)
End If


If (inputDate(x).Month=currentDate.Month And inputDate(x).Year=currentDate.Year And inputdate(x).Day=currentDate.Day)
' If (inputdate(x)<=Date.Now)
dayLow=System.Math.Min(dayLow, inputlast(x))
Else
currentDate=inputdate(x)
dayLow=inputlast(x)
End If
' End If
addtooutput(inputdate(x), dayLow)
Next
End Sub
End Class
Bruce_L
Posted : Thursday, September 20, 2007 9:38:22 AM


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nissane,
Very nice. Thank you for posting your code.

-Bruce
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