Login Page - Create Account

Support Board


Date/Time: Sun, 05 May 2024 14:58:15 +0000



Last time price was seen

View Count: 724

[2015-12-13 02:57:14]
cazeek - Posts: 33
Hello,

I need to perform calculations in my code based on the last time the security traded at the close price. So for example:

12/1: price range is 89 - 91
12/2 - 12/15: price always above 90
12/16: price closes at 90

On 12/16, I want to look back to find the last date that the price traded at 90 (12/1). Then I want to perform calculations on the subsection of sc.BaseDataIn from the dates 12/1-12/16.

In other words, I need the max(date) where the Low Price <= 90 before today, and I want to perform calculations on only the range of bars between then and today.

Would you be able to assist?

Thank you very much
[2015-12-14 02:16:38]
cazeek - Posts: 33
I just tried something like this to at least get the index number of the last time the price traded above today's high, but it just freezes SierraChart when I try to load the study:

        int LastTimePriceIndexNumber;        
        int DaysAgo = 1;
        float LastTimeHighPrice;
        float TodayHigh = sc.BaseDataIn[SC_HIGH][sc.Index];
        
        do {        
          LastTimeHighPrice = sc.BaseDataIn[SC_HIGH][sc.Index - DaysAgo];
          SCDateTime LastTimePriceDate = sc.GetTradingDayStartDateTimeOfBar(sc.BaseDateTimeIn[sc.Index - DaysAgo]);
          LastTimePriceIndexNumber = sc.GetContainingIndexForSCDateTime(sc.ChartNumber, LastTimePriceDate);
          DaysAgo++;
        } while (LastTimeHighPrice < TodayHigh);
[2015-12-14 22:37:23]
cazeek - Posts: 33
Can someone assist with this please?

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account