DailyLevels

2 בנוב׳ 2021

Library "DailyLevels"
Functions for acquiring daily timeframe data by number of prior days.

openD(daysPrior, spec, res) Gets the open for the number of days prior.
  Parameters:
    daysPrior: Number of days back to get the open from.
    spec: session.regular (default), session.extended or other time spec.
    res: The resolution (default = '1440').
  Returns: The open for the number of days prior.

highD(daysPrior, extraForward, spec, res) Gets the highest value for the number of days prior.
  Parameters:
    daysPrior: Number of days back to get the high from.
    extraForward: Number of extra days forward to include.
    spec: session.regular (default), session.extended or other time spec.
    res: The resolution (default = '1440').
  Returns: The high for the number of days prior.

lowD(daysPrior, extraForward, spec, res) Gets the lowest value for the number of days prior.
  Parameters:
    daysPrior: Number of days back to get the low from.
    extraForward: Number of extra days forward to include.
    spec: session.regular (default), session.extended or other time spec.
    res: The resolution (default = '1440').
  Returns: The low for the number of days prior.

closeD(daysPrior, spec, res) Gets the close for the number of days prior.
  Parameters:
    daysPrior: Number of days back to get the open from. 0 produces the current close
    spec: session.regular (default), session.extended or other time spec.
    res: The resolution (default = '1440').
  Returns: The close for the number of days prior.

hlc3D(daysPrior, extraForward, spec, res) Gets the HLC3 value for the number of days prior.
  Parameters:
    daysPrior: Number of days back to get the HLC3 from.
    extraForward: Number of extra days forward to include. Determines the closing value.
    spec: session.regular (default), session.extended or other time spec.
    res: The resolution (default = '1440').
  Returns: The HLC3 for the number of days prior.

2 בנוב׳ 2021

הערות שחרור

v2: Ability to get daily high or daily low of any series.

Added:
highOfD(src, daysPrior, extraForward, spec, res) Gets the highest value for the number of days prior.
  Parameters:
    src: The series to use for values.
    daysPrior: Number of days back to get the high from.
    extraForward: Number of extra days forward to include.
    spec: session.regular (default), session.extended or other time spec.
    res: The resolution (default = '1440').
  Returns: The high for the number of days prior.

lowOfD(src, daysPrior, extraForward, spec, res) Gets the lowest value for the number of days prior.
  Parameters:
    src: The series to use for values.
    daysPrior: Number of days back to get the low from.
    extraForward: Number of extra days forward to include.
    spec: session.regular (default), session.extended or other time spec.
    res: The resolution (default = '1440').
  Returns: The low for the number of days prior.

3 בנוב׳ 2021

הערות שחרור

v3 Fixed issues with calculation.

4 בנוב׳ 2021

הערות שחרור

v4 Added 'array' functions for getting daily values and caching them in your own scripts for reuse.

Added:
openDValues(daysPrior, spec, res) Gets all the open values for the number of days prior.
  Parameters:
    daysPrior: Number of days back to get the open from.
    spec: session.regular (default), session.extended or other time spec.
    res: The resolution (default = '1440').
  Returns: An array of the previous open values.

closeDValues(daysPrior, spec, res) Gets all the close values for the number of days prior.
  Parameters:
    daysPrior: Number of days back to get the close from.
    spec: session.regular (default), session.extended or other time spec.
    res: The resolution (default = '1440').
  Returns: An array of the previous close values.

highOfDValues(src, daysPrior, spec, res) Gets the highest value for the number of days prior for each day as an array.
  Parameters:
    src: The series to use for values.
    daysPrior: Number of days back to get the high from.
    spec: session.regular (default), session.extended or other time spec.
    res: The resolution (default = '1440').
  Returns: An array of the values.

highDValues(daysPrior, spec, res) Gets the highest value for the number of days prior for each day as an array.
  Parameters:
    daysPrior: Number of days back to get the high from.
    spec: session.regular (default), session.extended or other time spec.
    res: The resolution (default = '1440').
  Returns: An array of the values.

lowOfDValues(src, daysPrior, spec, res) Gets the lowest value for the number of days prior for each day as an array.
  Parameters:
    src: The series to use for values.
    daysPrior: Number of days back to get the high from.
    spec: session.regular (default), session.extended or other time spec.
    res: The resolution (default = '1440').
  Returns: An array of the values.

lowDValues(daysPrior, spec, res) Gets the lowest value for the number of days prior for each day as an array.
  Parameters:
    daysPrior: Number of days back to get the high from.
    spec: session.regular (default), session.extended or other time spec.
    res: The resolution (default = '1440').
  Returns: An array of the values.

hlc3DValues(daysPrior, spec, res) Gets the hlc3 value for the number of days prior for each day as an array.
  Parameters:
    daysPrior: Number of days back to get the high from.
    spec: session.regular (default), session.extended or other time spec.
    res: The resolution (default = '1440').
  Returns: An array of the values.

4 בנוב׳ 2021

הערות שחרור

v5 eliminated while loop for improved performance

5 בנוב׳ 2021

הערות שחרור

v6 Now works with 1 second time-frame.

5 בנוב׳ 2021

הערות שחרור

v7 Updated demo to show flexible use.

5 בנוב׳ 2021

הערות שחרור

v8 API change (simplification)

5 בנוב׳ 2021

הערות שחרור

v9 Improved accuracy and added input levels to allow for indicator use.

24 בינו׳ 2023

הערות שחרור

v10

Added:
HL(daysPrior, spec, res)
  Gets the high and low values for the number of days prior.
  Parameters:
    daysPrior: Number of days back to get the high and low from.
    spec: session.regular (default), session.extended or other time spec.
    res: The resolution (default = '1440').
  Returns: The high and low for the number of days prior.

OHLC(daysPrior, spec, res)
  Gets the OHLC values for the number of days prior.
  Parameters:
    daysPrior: Number of days back to get the OHLC from.
    spec: session.regular (default), session.extended or other time spec.
    res: The resolution (default = '1440').
  Returns: The OHLC for the number of days prior.

HighLow
  Simple type for holding high and low values.
  Fields:
    high
    low

OpenHighLowClose
  Simple type for holding OHLC values.
  Fields:
    open
    high
    low
    close

28 בינו׳

הערות שחרור

Fix max_bars_back limit.

28 בינו׳

הערות שחרור

v12 Fixed early morning high/low capture.

7 בנוב׳

הערות שחרור

v13 Updated reference to SessionInfo