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Coding Forum Thread, Previous Day OHLC in OEC Via Easylanguage in Trading Resources; Since everyone was so helpful the last time, I have one other question. I am trying to plot the Open, ...
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Previous Day OHLC in OEC Via Easylanguage  

  #1  
Old 03-23-2009, 10:17 AM
trader273
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Since everyone was so helpful the last time, I have one other question. I am trying to plot the Open, High, Low, Close of the previous day via the following code from MC:
Code:
variables:
	Counter( 0 ),
	YestOpen( 0 ),
	TodaysOpen( 0 ),
	YestHigh( 0 ),
	TodaysHigh( 0 ),
	YestLow( 0 ),
	TodaysLow( 0 ),
	YestClose( 0 ),
	TodaysClose( 0 ) ;
	
if Date <> Date[1] then
	begin
	{ increment Counter to be sure enough data is processed - see comment below }
	Counter = Counter + 1 ;
	YestOpen = TodaysOpen ;
	YestHigh = TodaysHigh ;
	YestLow = TodaysLow ;
	YestClose = Close[1] ;
	TodaysOpen = Open ;
	TodaysHigh = High ;
   	TodaysLow = Low ;
	end
else
	begin
	if High > TodaysHigh then
		TodaysHigh = High ;
	if Low < TodaysLow then
		TodaysLow = Low ;
	end ;

if Counter >= 2 and BarType < 3 then { if at least one full day's data has been
 processed and chart bar interval is daily, intra-day, or tick bar, then plot }
	begin
	Plot1( YestOpen, "YestOpen" ) ;
	Plot2( YestHigh, "YestHigh" ) ;
	Plot3( YestLow, "YestLow" ) ;
	Plot4( YestClose, "YestClose" ) ;
	end ;
However, in OEC (not sure if other data vendors are like this) products that trade on sunday (eg Bonds and Notes) the sunday trading is treated like an entire day. I want to use the information from friday, not sunday. I came across a pivot indicator that ignored the weekends, but when i tried to mesh that code with what I was using, I couldnt get it to compile. Once again, thanks for any help.
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Re: Previous Day OHLC in OEC Via Easylanguage  

  #2  
Old 03-23-2009, 10:53 AM
Frank
 
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there are simple reserved words for this:

highd(0) = todays high
highd(1) = yesterdays high
highd(2) = high of 2 days ago

opend(0) = todays open
opend(1) = yesterdays open


etc.....
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Re: Previous Day OHLC in OEC Via Easylanguage  

  #3  
Old 03-23-2009, 10:53 AM
Harlequin's Avatar
Harlequin
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Does OEC support the ELCollections.dll

This is how I do it in Multicharts. You have a daily chart or scanner window with one indicator to save the values from the previous trading day and then another indicator reads the values on your intraday chart.
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Re: Previous Day OHLC in OEC Via Easylanguage  

  #4  
Old 03-23-2009, 11:10 AM
Tams's Avatar
Tams
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Originally Posted by Frank View Post
there are simple reserved words for this:
highd(0) = todays high
highd(1) = yesterdays high
highd(2) = high of 2 days ago
opend(0) = todays open
opend(1) = yesterdays open
etc.....
these are functions, not reserved words.

ie. someone wrote a script/"program" that perform those operations.
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Re: Previous Day OHLC in OEC Via Easylanguage  

  #5  
Old 03-23-2009, 11:50 AM
Frank
 
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I admit I do not know enough about programming to know what exactly they are --- but I use Open Ecry and calling functions in the code editor on the OEC platform requires an extra step vs the seamless way EasyLanguage does it. On the OEC platform -- to the coder anyway -- there is no extra step needed so there is no effective difference between whatever they are labeled vs the label 'reserved words'. Just trying to help the original poster, not trying to argue semantics.
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Re: Previous Day OHLC in OEC Via Easylanguage  

  #6  
Old 03-23-2009, 12:26 PM
Tams's Avatar
Tams
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I did not mean to be picky. Please do not take it as a challenge. I merely wanted to clarify.


A reserved word (also called keyword) is a "command/operation" that is built-in to the program.

eg. High, print, array, text, etc.


A function is a little "program", written with the reserved words, to perform certain operation.

eg. MACD, stochastic, RSI, average, etc.



A function might, or might not be residing in your program.
If you haven't got it in your computer, you can get the code and install it.

However a reserved word is built-in to your program.
If your program haven't got that keyword, then that means your program does not support that keyword. There is no way to get that into your computer.

e.g. some of the keywords in MultiCharts are not available in Tradestation or OEC.
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Re: Previous Day OHLC in OEC Via Easylanguage  

  #7  
Old 03-23-2009, 12:30 PM
Frank
 
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Tams,

I am just curious -- is there a way to tell if its a keyword or a function? I mean, you do you know opend(0) is not just a keyword in the world of Open Ecry? thx in advance.
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Re: Previous Day OHLC in OEC Via Easylanguage  

  #8  
Old 03-23-2009, 12:33 PM
Frank
 
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I am interested because I noted this in another thread (note that I am a programming ignoramus so I just have to figure things out without really knowing what is going on under the hood)

http://www.traderslaboratory.com/for...n-ts-5513.html
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Re: Previous Day OHLC in OEC Via Easylanguage  

  #9  
Old 03-23-2009, 12:38 PM
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Tams
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Originally Posted by Frank View Post
Tams,
I am just curious -- is there a way to tell if its a keyword or a function? I mean, you do you know opend(0) is not just a keyword in the world of Open Ecry? thx in advance.

With MultiCharts, there is a dictionary in the PowerEditor.
If I right click on a word, it will tell me whether it is a keyword, function, or a variable.

I have never used OEC. You might have to check the OEC manual for a list of keywords.

For Tradestation, you can download this free book:
EasyLanguage® Functions & Reserved Words Reference
It lists (and explains) all the keywords, plus all the functions that are already loaded in the program.
https://www.tradestation.com/support...x#easylanguage

Last edited by Tams; 03-23-2009 at 12:45 PM.
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Re: Previous Day OHLC in OEC Via Easylanguage  

  #10  
Old 03-24-2009, 03:36 AM
Sherlock
 
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yesterday high & low, last weeks high and low, this weeks open and todays open in EL TS2000i:

If changing the value of weeknumberhighlow from 1 to 0 then it will be the high and low of the current week up until today (handy after Christmas)

set it up as an indicator, you'll need 10 days history

prcescale the same as the symbol and update it not at every tick: so'll you will have to wait until the first bar is completed. Otherwise with every tick you get some annoying screenflicker.

Make sure to have a bit of space on the right side of your prices that's where the lines will appear.

enjoy

Sherlock

paste=====>


Inputs:
lineColorOpenDay(darkGree n), {yesterdays close}
lineColorHighDay(Blue), {yesterdays high}
lineColorLowDay(Red), {yesterdays low}
lineStyleDay(tool_Solid), {Tool_Solid,Tool_Dotted, Tool_Dashed, Tool_Dashed2, Tool_Dashed3}
lineSizeDay(0), {thickness of line 0 - 6, if larger than 0 then dotted, dashed etc will not work}
lineColorOpenWeek(darkGre en), {this weeks open}
lineColorHighWeek(darkBlu e), {this weeks high}
lineColorLowWeek(darkRed) , {this weeks low}
lineStyleWeek(tool_Dotted ), {Tool_Solid,Tool_Dotted, Tool_Dashed, Tool_Dashed2, Tool_Dashed3}
lineSizeWeek(0), {thickness of line 0 - 6, if larger than 0 then dotted, dashed etc will not work}
weekNumberHighLow(1), {when history is short last week is no good, 1 = last week, 0 = this week}
displaceLine(1); {displacing will only work on minute and daily charts, not on tick charts :-( }

Variables:
maxpts(6),
count(0),
dateOK(True),
lastDisplayTime (2359);

Arrays:
level[6](0),
lineID[6](0),
lineColor[6](0),
lineStyle[6](0),
lineSize[6](0);

If lastBarOnChart then
begin
{delete the lines - they are overlapping the old bars}
for count = 1 to maxpts
begin
if Level[Count] <> 0 then
begin
TL_delete(LineID[Count]);
end;
end;
{initialise values - unfortunately they'll have to be re-initialised}
Level[1] = OpenD(0);
Level[2] = LowD(1);
Level[3] = HighD(1);
Level[4] = OpenW(0);
Level[5] = LowW(weekNumberHighLow);
Level[6] = HighW(weekNumberHighLow);

LineColor[1] = lineColorOpenDay;
LineColor[2] = lineColorLowDay;
LineColor[3] = lineColorHighDay;
LineColor[4] = lineColorOpenWeek;
LineColor[5] = lineColorLowWeek;
LineColor[6] = lineColorHighWeek;

LineStyle[1] = lineStyleDay;
LineStyle[2] = lineStyleDay;
LineStyle[3] = lineStyleDay;
LineStyle[4] = lineStyleWeek;
LineStyle[5] = lineStyleWeek;
LineStyle[6] = lineStyleWeek;

LineSize[1] = lineSizeDay;
LineSize[2] = lineSizeDay;
LineSize[3] = lineSizeDay;
LineSize[4] = lineSizeWeek;
LineSize[5] = lineSizeWeek;
LineSize[6] = lineSizeWeek;

{if the bar is minutes then the trednlines do not have to go back all the way to the price bar.}
{unfortunately this only works with minute bars and not with tick bars}
if dataCompression = 1 then
value1 = displaceLine * barInterval
else
value1 = 0;
value2 = calctime(lastCalcTime , value1);

{need to check if the bar gets displaced beyond 2400 because then it plots on YESTERDAY's bars}
if value2 >= 2358 then value2 = 2358 ;

{now draw the lines}
for Count = 1 to maxpts
begin
{ fill the array with the TL parameters for deleting it later and plot the new trendline at the same time}
LineID[Count] = TL_New( Date,value2 , Level[count], Date, lastDisplayTime, Level[count]);
{complete the TL: set the trendline display parameters}
TL_SetColor(LineID[Count], LineColor[count]);
TL_SetStyle(LineID[Count], LineStyle[count]);
TL_SetSize(LineID[Count],lineSize[Count]);
TL_SetExtRight(LineID[Count], true );
end;
end;

<=======end paste
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