Plotting Globex High and Low

[brownsfan019 17]

Here's the code from this thread that will plot the Globex High and Low in OEC.

 

Inputs: Session_Start(930), Session_End(1615); 

vars: G_H(0), G_L(0), Globex(false); 

If Globex and Time >= Session_Start and time < Session_End 
then Globex = false; 

if Globex = false and Time >= Session_End then begin // Should only execute first tick of Globex session 

G_H=High; G_L=Low; 
Globex = True; end; 

If Globex then begin 
If High>G_H then G_H=High; 
if Low< G_L then G_L=low; 
end; 

Plot1(G_H,"G-High"); 
Plot2(G_L,"G-Low");

 

 

Note - as the code stands currently, it will include data from Sunday, which means your Mon charts will actually be off if comparing the high/low to what the CME is reporting. Another post made to see if there's a workaround to this by trader273.

Globex High and Low.txt

[Trendup_ 10]

Hi, can't compile the coding, got the following error (attached).

Any ideas?

Thanks

 

 

 

Here's the code from this thread that will plot the Globex High and Low in OEC.

 

Inputs: Session_Start(930), Session_End(1615); 

vars: G_H(0), G_L(0), Globex(false); 

If Globex and Time >= Session_Start and time < Session_End 
then Globex = false; 

if Globex = false and Time >= Session_End then begin // Should only execute first tick of Globex session 

G_H=High; G_L=Low; 
Globex = True; end; 

If Globex then begin 
If High>G_H then G_H=High; 
if Low< G_L then G_L=low; 
end; 

Plot1(G_H,"G-High"); 
Plot2(G_L,"G-Low");

 

 

Note - as the code stands currently, it will include data from Sunday, which means your Mon charts will actually be off if comparing the high/low to what the CME is reporting. Another post made to see if there's a workaround to this by trader273.

[Frank 10]

Alternative Code:

 

vars: firstbar(0), length(0);

if date>date[1] then begin

firstbar=currentbar;

end;

 

length=(currentbar-firstbar);

 

if time<630 then value1=highest(h,length);

if time<630 then value2=lowest(l,length);

 

 

plot1(value1);

plot2(value2);

 

 

value3=highest(h,length);

value4=lowest(l,length);

 

plot3(value3);

plot4(value4);

 

 

---------------------------------------

 

Note, my time is 630 for West Coast time, adjust as necessary.

 

Plots 1 and 2 Holds Globex Values

Plots 3 and 4 adjust for new Highs and Lows of pit session (holds globex value if not or until violated)

Just delete the plot statements you don't want.

 

 

 

[BlowFish 10]

Good job Frank. Another small programmers tip using the highest and lowest functions will iterate through all the bars each time you run through the code. The construct you used previously comparing the high now with the highest high previously is a more efficient way of doing things (not a big deal in this instance but a good programming habit to avoid loops if possible). Thats the fun thing about coding, many ways of doing things. Not trying to be critical just a 'top tip' to pass on. You could use your date/time logic with your previous high low logic (or not) if you so desired. Interestingly the code will look a little longer but will run tighter.

 

On another topic I wonder why one would exclude Sunday Night (or even Monday morning) from out of hours calculations? They still represent a level where the tide turned.

Edited March 26, 2009 by BlowFish