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Date/Time: Fri, 29 Mar 2024 00:32:49 +0000



[User Discussion] - Spreadsheet

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[2019-08-02 20:27:19]
AndreyPoroshin - Posts: 102
the link does not work
[2019-08-02 23:44:50]
Sawtooth - Posts: 3952
You want to say that it is possible to implement this in ACSIL?
Even if it is possible with ACSIL, your intrabar concept will likely become more complex/complicated than you realize.

What will the formula look like, determining that within one minute the price movement has passed 5 points? Timeframe 1 second.
You could do a rolling 1 sec HL range with a 60 sec lookback with a formula like this:
=MAX(C3:C62)-MIN(D3:D62)
Date Time Of Last Edit: 2019-08-03 01:40:06
[2019-08-06 14:54:33]
Sawtooth - Posts: 3952
the link does not work
You can contact me here:
https://www.sawtoothtrade.com/contact.html
[2019-09-25 18:36:29]
AndreyPoroshin - Posts: 102
Hello, I tried to find a solution, but did not find it. If you tell me, I will be very grateful.
When a buy order is executed, I need to determine the Low of the bar on which the transaction took place. It is easy- = IF (K3> 0, D3, AC4). The price level that is calculated by this formula is needed for me to set a limit stop order
The question is what is used in the formula (K3> 0) and, accordingly, if another trigger to buy occurs on the next bar, the formula works again and the stop price level changes to a new level corresponding to the last price. I would rather stay at the old level from which my trade lasts. How can I do this?
I also tried the options, = IF (FRACTIME (A3) = (FRACTIME (J42), D3, AC4) but this does not work.
Maybe there is a calculation formula for Last Entry Fill Price, based on which it will be possible to find other prices in the Fill Price area?
[2019-09-25 22:13:13]
Sawtooth - Posts: 3952
In another Formula Column, create a persistent variable of the Buy Entry, then find the transitions in K3:

P3:
=IF(YourBuyEntryConditions,1,IF(YourSellEntryConditions,0,P4))
K3:
=AND(P4=0,P3)

This is the basic concept. You might need to modify for your needs.

There are examples of this here:
Spreadsheet Example Formulas and Usage
[2019-09-26 13:28:29]
AndreyPoroshin - Posts: 102
I managed to enter your site through a proxy. A lot of interesting, thanks. I will contact
[2019-09-26 13:36:47]
AndreyPoroshin - Posts: 102
While I was waiting for the answer to my question, I temporarily did this:
AC =IF(AND(FRACTIME($J$42)>FRACTIME(A3),K3>0),D3,0)
AE =IF(AND(FRACTIME($J$42)>FRACTIME(A3),M3>0),C3,0)
this formula eliminates zeros
=MOSTRECENTNONZEROVALUE(AC@3:AC@100)
=MOSTRECENTNONZEROVALUE(AE@3:AE@100)
[2019-09-26 14:49:21]
AndreyPoroshin - Posts: 102
=SUM(INDEX(F$3:F$1002,MATCH($H$3,Z$3:Z$1002,-1),1)
:INDEX(F$3:F$1002,MATCH($H$4,Z$3:Z$1002,-1),1))

The formula for calculating the volume from your site. It is not clear what she is showing. First in cell H6 #REF? Secondly, if I disassemble it into components in columns V X, the result AA is not corresponding to the sum of the volume in the interval between 08:25:00 - 14:40:00. Maybe I did not understand the functionality correctly?
Date Time Of Last Edit: 2019-09-26 14:51:20
Private File
[2019-09-26 16:30:11]
Sawtooth - Posts: 3952
Use this formula instead:
=SUM(INDEX(F$3:F$1002,MATCH($H$4,Z$3:Z$1002,-1),1):INDEX(F$3:F$1002,MATCH($H$3,Z$3:Z$1002,-1),1))

Note: H3 must be earlier than H4.

The original formula does not work in the New Spreadsheets.
The webpage has been updated.
[2019-11-21 17:03:23]
AndreyPoroshin - Posts: 102
Hello, which of the formula operators can be used to solve my problem?
X- for example, the average delta curve
= MAX (X3: X7) I calculate the maximum delta value for the period from 3 to 7

I need the value 7 in (X7) to be dynamic, and to be substituted from another cell, for example (Y3) - that is, I always know this value. It is calculated in column (Y)
As a result, I want to apply this dynamic value, but I don’t know with which operator this can be done correctly?

= MAX (X3: X7)

= MAX (X3: X (Y3))
simply put, instead of seven you need a value from column Y
Date Time Of Last Edit: 2019-11-21 17:05:48
[2019-11-21 23:13:16]
Sawtooth - Posts: 3952
If you don't want to include X7:
=MAX(X3:X6,$Y$3)

Or if you do want to include X7:
=MAX(X3:X7,$Y$3)

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