High/low/close between specific times

PanagiotisChar
19 Jul 2023, 13:18

Hi there,

You need to get the bars for a timeframe that covers your timespan e.g. h1 and loop through them to get the info you need.

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graeme.j.nash
19 Jul 2023, 14:31

RE:

PanagiotisChar said:

Hi there,

You need to get the bars for a timeframe that covers your timespan e.g. h1 and loop through them to get the info you need.

Aieden Technologies

Need help? Join us on Telegram

 

Thanks for the reply - Sounds great, problem is I have no idea how to do that? :)

firemyst
19 Jul 2023, 14:41

Adding to what PanagiotisChar said, example of getting the H1 timeframe:

Bars myBars = MarketData.GetBars(TimeFrame.Hour);

graeme.j.nash
19 Jul 2023, 19:30

RE:

firemyst said:

Adding to what PanagiotisChar said, example of getting the H1 timeframe:

Bars myBars = MarketData.GetBars(TimeFrame.Hour);

Thanks for the guidance, it's just how to set specific time boundaries I'm not sure about. In MT4 it's done by finding the shift value of the specified date/time, but cTrader code is all new to me, not sure how to do it!

pick
20 Jul 2023, 12:51

With many things in programming, there are multiple ways this could be achieved. My route of choice would be something like this:

DayData getPrevDayValues(Bars bars, DateTime dt, int startHour = 8, int endHour = 20)
{
	DateTime prevTime = getStartPrevDay(dt);
	DateTime startTime = prevTime.AddHours(startHour);
	DateTime endTime = prevTime.AddHours(endHour);

	Bar[] usableBars = bars.Where(b => b.OpenTime >= startTime && b.OpenTime < endTime).ToArray();

	if (usableBars.Length <= 0)
		return null;

	double max = usableBars.Max(b => b.High);
	double min = usableBars.Min(b => b.Low);
	double close = usableBars[usableBars.Length - 1].Close;

	return new DayData(max, min, close);
}

DateTime getStartPrevDay(DateTime dt)
{
	DateTime prevStart = dt.Date.AddDays(-1);
	for (; prevStart.DayOfWeek == DayOfWeek.Sunday || prevStart.DayOfWeek == DayOfWeek.Saturday; prevStart = prevStart.AddDays(-1)) ;

	return prevStart;
}

internal class DayData
{
	public DayData(double h, double l, double c)
	{
        // Calculate in here
	}
}

I would also store the date as a key in a dictionary with the value being the DayData, so you'd only have to calculate it once per day.

graeme.j.nash
20 Jul 2023, 15:03

RE:

pick said:

Wow, that's really helpful, thanks very much! I will get to work! :)