NexusFi: Find Your Edge


Home Menu

 





difference between prevclose and close of 1 day ago??


Discussion in EasyLanguage Programming

Updated
    1. trending_up 4,365 views
    2. thumb_up 3 thanks given
    3. group 1 followers
    1. forum 3 posts
    2. attach_file 0 attachments




 
Search this Thread

difference between prevclose and close of 1 day ago??

(login for full post details)
  #1 (permalink)
adam081527
Hong Kong
 
Posts: 10 since Feb 2012
Thanks Given: 7
Thanks Received: 4

hi there,

i have a question on easylanguage, could anyone pls tell me what's the difference between prevclose and close of 1 day ago for ES??

it looks like they give different value as well as backtest results,

many thanks,

bgds,

A

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Volume profile TradeStation
EasyLanguage Programming
The space time continuum and the dynamics of a financial …
Emini and Emicro Index
Trader Dale [email protected] or Scammer Dale
Trading Reviews and Vendors
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
IQFeed MBO data experience
The Elite Circle
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
GFIs1 1 DAX trade per day journal
28 thanks
Supertradersams Thread Journal on NQ/MNQ
26 thanks
Tao te Trade: way of the WLD
24 thanks
Just another trading journal: PA, Wyckoff & Trends
12 thanks
1% Risk Journal
11 thanks

(login for full post details)
  #3 (permalink)
 
Jura's Avatar
 Jura   is a Vendor
 
Posts: 775 since Apr 2010
Thanks Given: 2,352
Thanks Received: 690



adam081527 View Post
i have a question on easylanguage, could anyone pls tell me what's the difference between prevclose and close of 1 day ago for ES??

PrevClose is a quote field that cannot be referenced historically. In other words, PrevClose is only available with real-time data, and you can't say something like "PrevClose[2]" of two bars ago.

Close is the closing price which can be referenced historically (for example with Close[2]).

Monday morning, on the first bar of the day for ES, the following will be true*:
 
Code
Close[1] = PrevClose
However, for the next bars this won't be true any more, since Close[1] will then refer to the previous bar, and not to Friday's last bar.


*: Might depend on your RTH / ETH setting for the chart.

Reply With Quote
The following 2 users say Thank You to Jura for this post:
(login for full post details)
  #4 (permalink)
adam081527
Hong Kong
 
Posts: 10 since Feb 2012
Thanks Given: 7
Thanks Received: 4


Jura View Post
PrevClose is a quote field that cannot be referenced historically. In other words, PrevClose is only available with real-time data, and you can't say something like "PrevClose[2]" of two bars ago.

Close is the closing price which can be referenced historically (for example with Close[2]).

Monday morning, on the first bar of the day for ES, the following will be true*:
 
Code
Close[1] = PrevClose
However, for the next bars this won't be true any more, since Close[1] will then refer to the previous bar, and not to Friday's last bar.


*: Might depend on your RTH / ETH setting for the chart.

got it, thanks Jura

Reply With Quote
The following user says Thank You to adam081527 for this post:





Last Updated on June 30, 2012


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts