DailyLevels

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.

Notas de Lançamento

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.

Notas de Lançamento

v3 Fixed issues with calculation.

Notas de Lançamento

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.

Notas de Lançamento

v5 eliminated while loop for improved performance

Notas de Lançamento

v6 Now works with 1 second time-frame.

Notas de Lançamento

v7 Updated demo to show flexible use.

Notas de Lançamento

v8 API change (simplification)

Notas de Lançamento

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

Notas de Lançamento

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

Notas de Lançamento

Fix max_bars_back limit.

Notas de Lançamento

v12 Fixed early morning high/low capture.

Notas de Lançamento

v13 Updated reference to SessionInfo

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