Advanced Paintbar "Today High" / "Today Low" Horizontal Line values only reflect Entire Day

[Doug Hayman]

I noticed this while trading live versus reviewing a trade of mine via Advanced Paintbars:

When trading live, the PB Horizontal Line Intraday Values for "Today's High" and "Today's Low" display chart-wise and indicate value-wise the correct values to date.

However, I noticed that after reloading my symbol data, my Paintbar results (which sometimes are predicated on Today's High/Low values), indicated different results from my Live trade.

Upon examination, my historical paintbar used the High/Low values of the entire day in its calculation, as opposed to the what the actual High/Low value was at the time of my trade.

I tried enabling the "Reg. Session Values Only" flag in the Parameter setting for these 2 Variable declarations, but that didn't change anything.

[Mike Medved]

That's correct - the Today's High and Today's Low are actual Today's high/low - right now, not at the time of the candle.

If you wants a paintbar/scan to get the high and low for the day *at the time of the candle* you have to keep track of it yourself.

It is pretty easy to do

define

double DayHigh, DayLow;
int PrevDayNumber = -1;

then, inside the paintbar, at start, do:

    var info = GetTradingSessionInfo(Timestamp);
    if (info.DayNumber!=PrevDayNumber)
    {
        DayHigh = High; DayLow=Low; PrevDayNumber=info.DayNumber;
    }
    else
    {
        DayHigh = Math.Max(DayHigh, High);
        DayLow  = Math.Min(DayLow, Low);
    }

There ya go.

 

[Doug Hayman]

Excellent solution, Mike, thanks.   You gave me a homework assignment.