How to Get Daily Range?

[yameen.forex]

Hi,

Maybe, this question was asked previously and I have also searched the thread but without much success. A help would be appreciated.

I would like to calculate only the Daily Range, for that I need to know the High and Low price. I'm writing the following code and trying two methods. Which one is more efficient? I find Range function is cleaner but throws an error. Am I doing something wrong?

for (int Loop = 1; Loop <= 10; Loop++) {
if (Bars.GetDayBar(Loop) != null) {
if (Bars.GetDayBar(Loop).High > Bars.GetDayBar(Loop).Low) { //bear day
_ADR = Bars.GetDayBar(Loop).High - Bars.GetDayBar(Loop).Low;
}
elseif (Bars.GetDayBar(Loop).High < Bars.GetDayBar(Loop).Low) { //bull day
_ADR = Bars.GetDayBar(Loop).Low - Bars.GetDayBar(Loop).High;
}


_DebugStr = "#" + Loop.ToString() + " Date: " + Bars.GetDayBar(Loop).Time.ToString("DD-MMM-YYYY") + " High:" + Bars.GetDayBar(Loop).High.ToString() +
" Low:" + Bars.GetDayBar(Loop).Low.ToString();

Print(_DebugStr);


_DebugStr = Range(Closes[1])[Loop].ToString();
//throws an error Error on calling 'OnBarUpdate' method for indicator 'IndicatorName' on bar 24: Index was outside the bounds of the array.
Print(_DebugStr);
}
}

Also, I would like to know about the possibility of writing some code based on Session Change instead of OnBarUpdate() event? Because, my calculation is based on Daily Bar and I doesn't need to calculate on every tick. If this is not possible any other ideas would be appreciated. I may be plotting this indicator on 5 minute chart or 1 minute.

Cheers
YFx

[koganam]

Hi,

Maybe, this question was asked previously and I have also searched the thread but without much success. A help would be appreciated.

I would like to calculate only the Daily Range, for that I need to know the High and Low price. I'm writing the following code and trying two methods. Which one is more efficient? I find Range function is cleaner but throws an error. Am I doing something wrong?

for (int Loop = 1; Loop <= 10; Loop++) {
if (Bars.GetDayBar(Loop) != null) {
if (Bars.GetDayBar(Loop).High > Bars.GetDayBar(Loop).Low) { //bear day
_ADR = Bars.GetDayBar(Loop).High - Bars.GetDayBar(Loop).Low;
}
elseif (Bars.GetDayBar(Loop).High < Bars.GetDayBar(Loop).Low) { //bull day
_ADR = Bars.GetDayBar(Loop).Low - Bars.GetDayBar(Loop).High;
}


_DebugStr = "#" + Loop.ToString() + " Date: " + Bars.GetDayBar(Loop).Time.ToString("DD-MMM-YYYY") + " High:" + Bars.GetDayBar(Loop).High.ToString() +
" Low:" + Bars.GetDayBar(Loop).Low.ToString();

Print(_DebugStr);


_DebugStr = Range(Closes[1])[Loop].ToString();
//throws an error Error on calling 'OnBarUpdate' method for indicator 'IndicatorName' on bar 24: Index was outside the bounds of the array.
Print(_DebugStr);
}
}

Also, I would like to know about the possibility of writing some code based on Session Change instead of OnBarUpdate() event? Because, my calculation is based on Daily Bar and I doesn't need to calculate on every tick. If this is not possible any other ideas would be appreciated. I may be plotting this indicator on 5 minute chart or 1 minute.

Cheers
YFx

The Range() is cleaner and probably faster. You need to validate the DataSeries though,

 
if (CurrentBars[1] > -1) _DebugStr = Range(Closes[1])[Loop].ToString();

[tradesmart]

In your first example, isn't High always > Low by definition?

In your second example, because you are attempting to inspect a Close value of 1 bar ago, Ninja will throw an error on bar 0, since there is no bar before it. You need something like this in OnBarUpdate()

if (CurrentBars[0] < 1) return;

[yameen.forex]

Thanks for the response, Konganam.

I'm still unable to print the values, and am getting the error (Commented in the code). This is how my code looks like now.

string _DebugStr = string.Empty;

for (int Loop = 1; Loop <= 10; Loop++) {
if (Bars.GetDayBar(Loop) != null) {
if (CurrentBars[1] > -1)
_DebugStr = Range(Closes[1])[Loop].ToString();

//Error on calling 'OnBarUpdate' method for indicator 'IndicatorName' on bar 24: Index was outside the bounds of the array.
Print(_DebugStr);
}
}


Can you please take a look.. I just need to know the range of the last N days based on Daily candle. I should be able to print in any Timeframe chart.

[koganam]

Thanks for the response, Konganam.

I'm still unable to print the values, and am getting the error (Commented in the code). This is how my code looks like now.

string _DebugStr = string.Empty;

for (int Loop = 1; Loop <= 10; Loop++) {
if (Bars.GetDayBar(Loop) != null) {
if (CurrentBars[1] > -1)
_DebugStr = Range(Closes[1])[Loop].ToString();

//Error on calling 'OnBarUpdate' method for indicator 'IndicatorName' on bar 24: Index was outside the bounds of the array.
Print(_DebugStr);
}
}


Can you please take a look.. I just need to know the range of the last N days based on Daily candle. I should be able to print in any Timeframe chart.

Maybe I am not understanding what you are trying to achieve? Do you have more than one bar series?

[yameen.forex]

I need to get the range of Daily Candle for the last 8 days. How to achieve this?

[koganam]

I need to get the range of Daily Candle for the last 8 days. How to achieve this?

One way is to add a daily bars data stream and take the Range off of it, which is why I was asking if you have more than one bar series. You can loop through this if you want.

[FONT=Courier New][COLOR=#0000ff][FONT=Courier New][COLOR=#0000ff]protected [/COLOR][/FONT][/COLOR][/FONT][FONT=Courier New][COLOR=#0000ff][FONT=Courier New][COLOR=#0000ff]override [/COLOR][/FONT][/COLOR][/FONT][FONT=Courier New][COLOR=#0000ff][FONT=Courier New][COLOR=#0000ff]void[/COLOR][/FONT][/COLOR][/FONT][FONT=Courier New] Initialize()[/FONT]
[FONT=Courier New]{[/FONT]
 [FONT=Courier New]Add(PeriodType.Day, [/FONT][FONT=Courier New][COLOR=#800080][FONT=Courier New][COLOR=#800080]1[/COLOR][/FONT][/COLOR][/FONT][FONT=Courier New]);[/FONT]
[FONT=Courier New]}[/FONT]

[FONT=Courier New][COLOR=#0000ff][FONT=Courier New][COLOR=#0000ff][FONT=Courier New][COLOR=#0000ff][FONT=Courier New][COLOR=#0000ff]protected [/COLOR][/FONT][/COLOR][/FONT][FONT=Courier New][COLOR=#0000ff][FONT=Courier New][COLOR=#0000ff]override [/COLOR][/FONT][/COLOR][/FONT][FONT=Courier New][COLOR=#0000ff][FONT=Courier New][COLOR=#0000ff]void[/COLOR][/FONT][/COLOR][/FONT][FONT=Courier New] [COLOR=black]OnBarUpdate()[/COLOR][/FONT]
[FONT=Courier New][COLOR=black]{[/COLOR][/FONT]
if[/COLOR][/FONT][/COLOR][/FONT][FONT=Courier New] (CurrentBars[[/FONT][FONT=Courier New][COLOR=#800080][FONT=Courier New][COLOR=#800080]1[/COLOR][/FONT][/COLOR][/FONT][FONT=Courier New]] > -[/FONT][FONT=Courier New][COLOR=#800080][FONT=Courier New][COLOR=#800080]1[/COLOR][/FONT][/COLOR][/FONT][FONT=Courier New] && BarsInProgress == [/FONT][FONT=Courier New][COLOR=#800080][FONT=Courier New][COLOR=#800080]1[/COLOR][/FONT][/COLOR][/FONT][FONT=Courier New]) Print([/FONT][FONT=Courier New][COLOR=#800000][FONT=Courier New][COLOR=#800000]" Daily Range: "[/COLOR][/FONT][/COLOR][/FONT][FONT=Courier New] + Range(BarsArray[[/FONT][FONT=Courier New][COLOR=#800080][FONT=Courier New][COLOR=#800080]1[/COLOR][/FONT][/COLOR][/FONT][FONT=Courier New]])[[/FONT][FONT=Courier New][COLOR=#800080][FONT=Courier New][COLOR=#800080]0[/COLOR][/FONT][/COLOR][/FONT][FONT=Courier New]]);[/FONT]
[FONT=Courier New]}[/FONT]

The other way is to use the GetDayBar() as you have used it.

[yameen.forex]

Thanks for your answer.

Is there a way, not to perform calculation on every tick but calculate only on session change over or something like that? Previous day's candle values will not change. I think calculation on every tick would add up burden to the CPU. Any thoughts/ideas would be greatly apprecaited!

[koganam]

Thanks for your answer.

Is there a way, not to perform calculation on every tick but calculate only on session change over or something like that? Previous day's candle values will not change. I think calculation on every tick would add up burden to the CPU. Any thoughts/ideas would be greatly apprecaited!

NT natively provides that. Look up FirstTickOfBar and FirstBarOfSession.

 
if (FirstTickOfBar && Bars.FirstBarOfSession)
{
//Do all the stuff that you want to do only once per session
}

[yameen.forex]

Thank you very much again. I will try this and post the results.

Cheers

[asto222]

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