when writing a strategy. how do i make a condition that low is the lowest of the day (or x periods)?

fiki 

when writing a strategy. how do i make a condition that low is the lowest of the day (or x periods)?

If you are using intraday time sizes (ie: 6 range, 5m, anything not 1 day) then the easiest way is to just track it yourself bar by bar.

You need to then reset it each day.

Something like:

 

Code

#var double dayhigh; double daylow; #onbarupdate if (Bars.SessionBreak) { dayhigh = 0; daylow = 0; } if (High[0] > dayhigh) dayhigh = High[0]; if (Low[0] < daylow || daylow = 0) daylow = Low[0];

Now the day low and day high are available in the daylow and dayhigh variables.

Mike

I had a small error which I corrected now. daylow would never be less than 0, so now we check to see if it is zero.

 

Code

if (Low[0] < daylow || daylow = 0) daylow = Low[0];

Mike

thanx. i managed to get it to work.

This might be helpful too:

CurrentDayOHL().CurrentLow[0];

The value inside the [ ] is the barsAgo value.