Finding lowest high in dictionary

alexander.n.fedorov
02 Nov 2018, 13:06 ( Updated at: 21 Dec 2023, 09:20 )

RE:

alexander.n.fedorov said:

Dear Panagiotis, hi!

This much I was able to achieve:

But I still cannot find programmaticaly the closest upper price (or lover) even if print them on a screen

please, find the code

 

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;
using System.Collections.Generic;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.RussianStandardTime, AccessRights = AccessRights.FullAccess)]
    public class SandDTrader3 : Robot
    {
        [Parameter("Source")]
        public DataSeries Source { get; set; }

        [Parameter("LookBackDays", DefaultValue = 800)]
        public int LookBackDays { get; set; }

        private Dictionary<int, double> highsDict = new Dictionary<int, double>();
        private int index, _index;
        private double high, low, value, _high, _low;
        private Colors color;

        protected override void OnStart()
        {
            _index = MarketSeries.Close.Count;
            for (int k = 1; k < 100; k++)
            {
                high = MarketSeries.High.Last(0);
                low = MarketSeries.Low.Last(0);
                for (int i = 0; i < LookBackDays + 1 - k; i++)
                {
                    if (MarketSeries.High.Last(i) > high)
                    {
                        high = value = MarketSeries.High.Last(i);
                        index = i;
                    }

                    if (MarketSeries.Low.Last(i) < low)
                    {
                        low = value = MarketSeries.Low.Last(i);
                        index = i;
                    }
                    else
                    {
                        continue;
                    }
                }
                LookBackDays = index - 1;

                try
                {
                    highsDict.Add(index, value);
                } catch (ArgumentException)
                {
                    Print("An element with Key = {0} already exists.", index);
                }
                var _high = highsDict.OrderByDescending(v => v.Value).First();
                foreach (var v in highsDict.OrderByDescending(x => x.Value).Take(100))
                {
                    _high = v.Value < _high && v.Value>MarketSeries.Close.Last(0) ? _high = v.Value: _high;
                    color = (v.Value < MarketSeries.Close.Last(0) ? color = Colors.Red : Colors.Aqua);
                    Print("Index: " + v.Key + " Value: " + v.Value + " lookBackDays: " + LookBackDays);
                    ChartObjects.DrawLine("High" + v.Key, MarketSeries.OpenTime.Last(v.Key), v.Value, MarketSeries.OpenTime.Last(0), v.Value, color, 1, LineStyle.Solid);
                    ChartObjects.DrawText(v.Key.ToString(), "Price = " + v.Value,  _index , v.Value, VerticalAlignment.Top, HorizontalAlignment.Right, Colors.DarkGray);
                }

            }

        }
    }
}

 

 

Please , help

Regards, 

Alexander

PanagiotisCharalampous
02 Nov 2018, 14:43

Hi Alexander,

The code you posted does not build. What help do you need? To fix the error?

Best Regards,

Panagiotis

alexander.n.fedorov
02 Nov 2018, 14:47

Thank you for reply, Panagiotis!

The code will bild if you take away the underscored row

That will give me the picture I posted

but I was trying to find it programmatically out of dictionary, and so far I could not

If you can, please help find programmatically the first price above (on a blue  line) and below (on a red line)

Regards,

Alexander

alexander.n.fedorov
02 Nov 2018, 15:13

highsDict.Where(x => x.Value > MarketSeries.Close.Last(0)).OrderByDescending(x => x.Value).Last();

This one builds, but I do not know what to do with it. I need to find value (1.155)

I am not even concerned about the key

PanagiotisCharalampous
02 Nov 2018, 15:19

Hi Alexander,

Can you please confirm that what you are looking for is the highest and lowest values for a number of bars? It is hard to understand from the code what are you trying to do.

Best Regards,

Panagiotis

alexander.n.fedorov
02 Nov 2018, 15:25

Current price is (bid or ask - does not matter)

The blue line gives you the price (which is written on a chart) above the current price

The red line gives you the price below.

I am tryiing to find them programmatically, as well as there keys, as the are a part of dictionary

alexander.n.fedorov
02 Nov 2018, 15:28

When I look at the chart, I know the prices. The the cBot does not

I have to tell him some how

alexander.n.fedorov
02 Nov 2018, 15:29

RE:

alexander.n.fedorov said:

When I look at the chart, I know the prices. The the cBot does not

I have to tell him some how

The first blue and the first red

PanagiotisCharalampous
02 Nov 2018, 15:39

Is it this what you need?

using cAlgo.API;
using cAlgo.API.Internals;
using System;
using System.Collections.Generic;
using System.Linq;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.RussianStandardTime, AccessRights = AccessRights.FullAccess)]
    public class SandDTrader3 : Robot
    {
        [Parameter("Source")]
        public DataSeries Source { get; set; }

        [Parameter("LookBackDays", DefaultValue = 800)]
        public int Bars { get; set; }

        private Dictionary<int, double> highsDict = new Dictionary<int, double>();
        private Dictionary<int, double> lowsDict = new Dictionary<int, double>();
        private int index, _index;
        private double high, low, value, _high, _low;
        private Colors color;

        protected override void OnStart()
        {
            for (int k = 1; k < Bars; k++)
            {
                highsDict.Add(k, MarketSeries.High.Last(k));
                lowsDict.Add(k, MarketSeries.Low.Last(k));
            }          

            var high = highsDict.OrderByDescending(x => x.Value).First();          
            ChartObjects.DrawLine("High" + high.Key, MarketSeries.OpenTime.Last(high.Key), high.Value, MarketSeries.OpenTime.Last(0), high.Value, Colors.Aqua, 1, LineStyle.Solid);
            ChartObjects.DrawText(high.Key.ToString(), "Price = " + high.Value, _index, high.Value, VerticalAlignment.Top, HorizontalAlignment.Right, Colors.DarkGray);

            var low = lowsDict.OrderBy(x => x.Value).First();           
            ChartObjects.DrawLine("Low" + low.Key, MarketSeries.OpenTime.Last(low.Key), low.Value, MarketSeries.OpenTime.Last(0), low.Value, Colors.Red, 1, LineStyle.Solid);
            ChartObjects.DrawText(low.Key.ToString(), "Price = " + low.Value, _index, low.Value, VerticalAlignment.Top, HorizontalAlignment.Right, Colors.DarkGray);
        }
    }
}

Best Regards,

Panagiotis

alexander.n.fedorov
02 Nov 2018, 15:48

RE:

Panagiotis Charalampous said:

Is it this what you need?

using cAlgo.API;
using cAlgo.API.Internals;
using System;
using System.Collections.Generic;
using System.Linq;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.RussianStandardTime, AccessRights = AccessRights.FullAccess)]
    public class SandDTrader3 : Robot
    {
        [Parameter("Source")]
        public DataSeries Source { get; set; }

        [Parameter("LookBackDays", DefaultValue = 800)]
        public int Bars { get; set; }

        private Dictionary<int, double> highsDict = new Dictionary<int, double>();
        private Dictionary<int, double> lowsDict = new Dictionary<int, double>();
        private int index, _index;
        private double high, low, value, _high, _low;
        private Colors color;

        protected override void OnStart()
        {
            for (int k = 1; k < Bars; k++)
            {
                highsDict.Add(k, MarketSeries.High.Last(k));
                lowsDict.Add(k, MarketSeries.Low.Last(k));
            }          

            var high = highsDict.OrderByDescending(x => x.Value).First();          
            ChartObjects.DrawLine("High" + high.Key, MarketSeries.OpenTime.Last(high.Key), high.Value, MarketSeries.OpenTime.Last(0), high.Value, Colors.Aqua, 1, LineStyle.Solid);
            ChartObjects.DrawText(high.Key.ToString(), "Price = " + high.Value, _index, high.Value, VerticalAlignment.Top, HorizontalAlignment.Right, Colors.DarkGray);

            var low = lowsDict.OrderBy(x => x.Value).First();           
            ChartObjects.DrawLine("Low" + low.Key, MarketSeries.OpenTime.Last(low.Key), low.Value, MarketSeries.OpenTime.Last(0), low.Value, Colors.Red, 1, LineStyle.Solid);
            ChartObjects.DrawText(low.Key.ToString(), "Price = " + low.Value, _index, low.Value, VerticalAlignment.Top, HorizontalAlignment.Right, Colors.DarkGray);
        }
    }
}

Best Regards,

Panagiotis

I tried. It is not what I need

I will have to do mo homework, myabe then I write again

Regards

Alexander

alexander.n.fedorov
04 Nov 2018, 11:25 ( Updated at: 21 Dec 2023, 09:20 )

I solved the issue

The screen looks like that :

alexander.n.fedorov
04 Nov 2018, 11:28

A little bit too congested, still helpfull,

And it works only on 3.3

The next quesion of mine is in my next thread.

As far as this on is concerned it is that: will it be difficult to convert to indicator?

And how can I achieve transparancy on the yellow cubes?

Regards,

Alexander

PanagiotisCharalampous
05 Nov 2018, 10:43

Hi Alexander,

It should be easy to convert it to an Indicator. Regarding the trasparency, you can use FromARGB and adjust the alpha of your color. 

Best Regards,

Panagiotis

alexander.n.fedorov
05 Nov 2018, 10:52

Well, thank you again. There is so much to learn! Will never have enough time.
I made a cBot from this

What it does, it tries to locate Demand & Suplly zones, the ones where the institutions are trading.

Then I start the bot and with hands place pending order, stoploss & takeprofit.
The bot substitutes hard stops with bot line (OnTimer())

And if I have to stop the bot it updates the order (or the position by then) with an SL and TP

Could be interesting 

If it will be, I'll let you know

Regards, 

Sasha