Number of times X happened - Trading Software

Number of times X happened

umair
2013-02-07 20:08:46

Opening price is less than closing price yesterday (Gapped down) and how many times it gapped down in the past 10 days?

a= sumif(histoprice(_open,0)<histoprice(_close,1);
b= barssince (day() !- ref(day(),10))+1;
c= iff(a>0, ref(a,b),10);

rule1= c/10

Help!

umair
2013-02-07 20:10:06

a=count(histoprice(_open,0)<histoprice(_close,1),10)
b=10
rule1= a/b

??

QuantShare
2013-02-08 10:59:56

a = histoprice(_open,0) < histoprice(_close,1);
b = day() != ref(day(), 1);
c = a and b;
d = sum(c, 8*10); // Number of past bars to look: In a hourly chart, there are 8 bars in a day

umair
2013-02-27 07:53:43

I'm trying to count how many times a cross happened between 9:30 to 16:00 on a 1 minute chart

rule = cross(c,a);
rule1 = sum(rule,390);

390 minutes in= 6.3 hours

but it seems to be not working properly. i think i need to figure out how to count crosses for the present day between 930 to 1600

help!

umair
2013-02-27 08:16:30

i came across an indicator that you guys created. YTimeSum(rule, 16,00);

this works and gives me the number of times the cross over occurred before 4pm. only problem is that when I create a pane to display this... i would expect the value to increase for everytime the cross over occured... but it does not. it stays constant to zero but right after 4pm.. it says "6" which is actually the total numbers of times cross over occured. anyway to make it add each time through out the day?

QuantShare
2013-02-27 12:32:02

This function returns the sum of the specified time series for every value that occurred before the specified time.
To get the total number of crossover, you can use "sum" function.

umair
2013-02-27 21:09:23

QS, I agree with you but the sum function gets the total number of crossover for the # of bars that you tell it. As time moves forward.. so does the range that you give the sum function.

for ex:
a= t1= 1, t2=2, t3=3
sum(a,2); solution at t2= 3, but solution at t3=5.

What I want to see is:
1, 3, 6

The YTimesum works..but it doesn't plot on pane properly.. and nor does it work in a filter.

Again, i'm trying to find the # of times a crossover occurs for ONE day (9:30-4pm) as they occur. So if before 10am the cross over occurred 10 times.. and then from 10am to 11am the crossover occurred 2 additional time.. at 11AM the value should be 12, and so on.

QuantShare
2013-02-27 21:20:40

The "YTimesum" does work correctly but it calculates the sum at the specified time only.

Here is how to calculate that:
a = crossover....
b = sumif(a, 1, barssince(day() != ref(day(), 1)));

umair
2013-02-28 03:22:42

You're the guru! thx!

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