Previous Month/Year H/L/C

[Mark 44]

Hey guys, just wondering if we could have a previous Month/Year H/L/C indicator built.

I have enclosed my TOS script to give you an idea of what I had in mind.

Thanks

 

declare once_per_bar;
declare upper;
declare real_size;

input Pivots = {"Shadows", default "Normal"};
input showOnlyLast = no;
input ShowCloud = yes;
input showBubble = yes;
input ShiftBubble = 5;
def n1 = ShiftBubble + 1;

input timeFrame = { "DAY", "WEEK", "MONTH", "OPT EXP", default "YEAR"};

def cap = GetAggregationPeriod();

def errorInAggregation =
    timeFrame == timeFrame.YEAR and !(cap == AggregationPeriod.MONTH or cap == AggregationPeriod.DAY) or
    timeFrame == timeFrame.YEAR and cap == AggregationPeriod.DAY and BarNumber() < 510 or
    timeFrame == timeFrame.DAY and cap >= AggregationPeriod.WEEK or
    timeFrame == timeFrame.WEEK and cap >= AggregationPeriod.MONTH or
    timeFrame == timeFrame."OPT EXP" and cap >= AggregationPeriod.OPT_EXP;

AddLabel( errorInAggregation, "Agregation Error", Color.RED);

def IsNewYear = GetYear() != GetYear()[1];
#def IsNewFrame = GetYYYYMMDD(period = timeFrame);

def cBar = if IsNaN(close) then 0 else BarNumber();
def LastBar = HighestAll(cBar);
def isExtention = BarNumber() > LastBar;

def C_ ;
def H_ ;
def L_ ;

if  isExtention
then {

    C_   = C_[1];
    H_   = H_[1];
    L_   = L_[1];
} else

if timeFrame == timeFrame."YEAR"
then {

    C_ = if IsNewYear then close[1] else C_[1];
    H_ = if IsNewYear then high else Max(H_[1], high);
    L_ = if IsNewYear then low else Min(L_[1], low);
}
else {

    C_ = if BarNumber() <= 1 then open else close(period = timeFrame)[1];
    H_ = if BarNumber() <= 1 then open else high(period = timeFrame)[1];
    L_ = if BarNumber() <= 1 then open else low(period = timeFrame)[1];
}

def C ;
def H ;
def L ;

if timeFrame == timeFrame."YEAR"
then {

    C   = if IsNewYear then C_ else C[1];
    H   = if IsNewYear then H_[1] else H[1];
    L   = if IsNewYear then L_[1] else L[1];
}
else {

    C   = C_;
    H   = H_;
    L   = L_;
}

plot Cl;
plot Hi;
plot Lw;
if (showOnlyLast and !isExtention)
then {

    Cl = Double.NaN;
    Hi = Double.NaN;
    Lw = Double.NaN;
}
else {

    Cl = C;
    Hi = H;
    Lw = L;
}    

 

Cl.SetDefaultColor(Color.gray);
Hi.SetDefaultColor(Color.gray);
Lw.SetDefaultColor(Color.gray);

Cl.SetLineWeight(1);
Cl.SetStyle(Curve.SHORT_DASH);
Hi.SetLineWeight(1);
Hi.SetStyle(Curve.SHORT_DASH);
Lw.SetLineWeight(1);
Lw.SetStyle(Curve.SHORT_DASH);

def cond = showBubble and IsNaN(close[ShiftBubble]) and !IsNaN(close[n1]) ;

AddChartBubble(cond, Cl, Concat("m cl: ", Round(Cl)), Color.white);
AddChartBubble(cond, Hi, Concat("m hi: ", Round(Hi)), Color.white);
AddChartBubble(cond, Lw, Concat("m lo: ", Round(Lw)), Color.white);

Cl.HideBubble();
Hi.HideBubble();
Lw.HideBubble();

Edited August 14, 2016 by SPT

[Mike Medved]

Is this for hist chart or for intraday?

[Mark 44]

Hi Mike. We are using this script on the TOS Daily and Monthly, but can be adjusted to Weekly and Intraday h/l/c also. Very nice script and especially useful as price likes to gravitate to these areas.

[Mike Medved]

Basically - in MT the Historical Charts' "Horizontal Line" can show monthly/weekly/yearly O/H/L/C. I could put an option there to "show next period" - which would show the previous month's close/low etc. in the next month... Would that do it?

[Mark 44]

Not sure, I'm not completely familiar with you horizontal lines indi. Does that indi auto draw the lines? I'm not seeing that? I'm not seeing any user toggles that would display those lines.

[Mike Medved]

Open a historical chart (not intraday). Put up a horizontal line indicator. Edit its parameters. The second param is "Value" - it's a combo box (selection). I believe the "Prev Period" ones are the ones you want.

[Mark 44]

You got it, thanks for the help !

[Mark 44]

Mike, I'm new to the platform and we're still getting familiar with things but really like what I see so far. Last week on Twitter I pointed out that open interest was not displayed for Questrade data on the Medved option chain. Just wanted to follow up with you guys on that to see if there is any way to get that resolved. Thanks

[Jerry Medved]

@SPT - the Open Interest, Delta, etc fields do not get sent by Questrade over the streaming datafeed. For us to get that, we would have to poll the server for that data for every symbol.  I have it on the todo list to look into it.

[Mark 44]

That's good to know, Looking forward to a complete integration sometime in the future. Thanks