Get high and low price between a specific timeframe

Created at 27 Dec 2022, 04:10
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ctid2434759

Joined 02.08.2022

Get high and low price between a specific timeframe
27 Dec 2022, 04:10


Hi there,

I'm trying to get the high and low price between a specific set timeframe.

Any help with what I've got so far would be appreciated.

 

using cAlgo.API;
using cAlgo.API.Internals;
using System;

[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class HighAndLowPriceBot : Robot
{
  [Parameter("Symbol", DefaultValue = "USDJPY")]
  public string Symbol { get; set; }

  [Parameter("TimeFrame", DefaultValue = TimeFrame.Minute)]
  public TimeFrame TimeFrame { get; set; }

  [Parameter("Start Time (UTC)", DefaultValue = "15:00:00")]
  public DateTime StartTime { get; set; }

  [Parameter("End Time (UTC)", DefaultValue = "15:10:00")]
  public DateTime EndTime { get; set; }

  protected override void OnStart()
  {
    // get the candles between the specified start and end times
    var candles = MarketData.GetBars(TimeFrame);
    var filtered_candles = candles.where(x => x.CloseTime >= StartTime && x.CloseTime <= EndTime);

    // get the high and low prices from the candles
    var high = filtered_candles.Max(x => x.High);
    var low = filtered_candles.Min(x => x.Low);

    Print("High: {0}", high);
    Print("Low: {0}", low);
  }
}

 


@ctid2434759
Replies

ctid2434759
27 Dec 2022, 05:28 ( Updated at: 02 Jan 2023, 04:33 )

Ignore

Ignore this, not sure how to delete the above post.


@ctid2434759