How to get high and low prices in specified time(bar) range

amusleh
29 Sep 2021, 10:18

Hi,

Try this:

using System;
using cAlgo.API;

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class NewIndicator : Indicator
    {
        protected override void Initialize()
        {
        }

        public override void Calculate(int index)
        {
            if (!IsLastBar) return;

            // Returns the min/max of last 10 bars
            var minMax = GetMinMax(Bars.OpenTimes[index - 10], Bars.OpenTimes[index]);

            Print("Min: {0} | Max: {1}", minMax.Item1, minMax.Item2);
        }

        /// <summary>
        /// Returns the minimum/maximum prices levels during an specific time period
        /// </summary>
        /// <param name="startTime">Start Time (Inclusive)</param>
        /// <param name="endTime">End Time (Inclusive)</param>
        /// <returns>Tuple<double, double> (Item1 will be minimum price and Item2 will be maximum price)</returns>
        private Tuple<double, double> GetMinMax(DateTime startTime, DateTime endTime)
        {
            var min = double.MaxValue;
            var max = double.MinValue;

            for (int barIndex = 0; barIndex < Bars.Count; barIndex++)
            {
                var bar = Bars[barIndex];

                if (bar.OpenTime < startTime || bar.OpenTime > endTime)
                {
                    if (bar.OpenTime > endTime) break;

                    continue;
                }

                min = Math.Min(min, bar.Low);
                max = Math.Max(max, bar.High);
            }

            return new Tuple<double, double>(min, max);
        }
    }
}

You have the full historical bars data of your chart time frame, and you can iterate over it to find highs/lows.

v.fiodorov83
29 Sep 2021, 14:19 ( Updated at: 29 Sep 2021, 17:13 )

RE:

amusleh said:

Hi,

Try this:

using System;
using cAlgo.API;

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class NewIndicator : Indicator
    {
        protected override void Initialize()
        {
        }

        public override void Calculate(int index)
        {
            if (!IsLastBar) return;

            // Returns the min/max of last 10 bars
            var minMax = GetMinMax(Bars.OpenTimes[index - 10], Bars.OpenTimes[index]);

            Print("Min: {0} | Max: {1}", minMax.Item1, minMax.Item2);
        }

        /// <summary>
        /// Returns the minimum/maximum prices levels during an specific time period
        /// </summary>
        /// <param name="startTime">Start Time (Inclusive)</param>
        /// <param name="endTime">End Time (Inclusive)</param>
        /// <returns>Tuple<double, double> (Item1 will be minimum price and Item2 will be maximum price)</returns>
        private Tuple<double, double> GetMinMax(DateTime startTime, DateTime endTime)
        {
            var min = double.MaxValue;
            var max = double.MinValue;

            for (int barIndex = 0; barIndex < Bars.Count; barIndex++)
            {
                var bar = Bars[barIndex];

                if (bar.OpenTime < startTime || bar.OpenTime > endTime)
                {
                    if (bar.OpenTime > endTime) break;

                    continue;
                }

                min = Math.Min(min, bar.Low);
                max = Math.Max(max, bar.High);
            }

            return new Tuple<double, double>(min, max);
        }
    }
}

You have the full historical bars data of your chart time frame, and you can iterate over it to find highs/lows.

Thanks for your example. But it looks like an indicator. How can I use this class or data type MyIndicator in the body of my cBot? For example - use the obtained min, max values for opening positions from these levels?

amusleh
30 Sep 2021, 11:21

Hi,

You have to copy the method GetMinMax to your cBot and use it the same way I did in above indicator.