Get Time of High and Low of the day

[yuv98]

Hello,

Im trying to get the time of high and low points in my day to determined which one happend first.

How can I do it?

I know I can get the high and low rates of let's say yesterday by this code:

 MqlRates rates[2]; 
 CopyRates(_Symbol,PERIOD_D1,0,2,rates); 
 Print(rates[0].high,rates[0].low);

But how do I know which one happend first?

thank you! 

[Anthony Garot]

yuv98:

Hello,

Im trying to get the time of high and low points in my day to determined which one happend first.

How can I do it?

I know I can get the high and low rates of let's say yesterday by this code:

But how do I know which one happend first?

thank you! 

Keep track of high and low files in the OnTick() event. That gives the finest granularity.

Reset the high/low values each period, which you say is each day.

[nicholish en]

yuv98:

Hello,

Im trying to get the time of high and low points in my day to determined which one happend first.

How can I do it?

I know I can get the high and low rates of let's say yesterday by this code:

But how do I know which one happend first?

thank you! 

void OnStart()
  {
//---' '
   datetime high = HighOfDayTime(), low = LowOfDayTime();
   Print("High of day = ",high," - Low of day = ",low);
   Print(high>low?"Low happened first":"High happened first");
  }
//+------------------------------------------------------------------+


datetime HighOfDayTime()
{
   MqlRates r[];
   //ArraySetAsSeries(r,true);
   MqlDateTime time_struct;
   TimeCurrent(time_struct);
   time_struct.hour=0;
   time_struct.min=0;
   time_struct.sec=0;
   int total = CopyRates(_Symbol,PERIOD_M1,TimeCurrent(),StructToTime(time_struct),r);
   datetime time = 0;
   double highest = DBL_MIN;
   for(int i=0;i<total;i++)
   {
      if(r[i].high > highest)
      {
         highest = r[i].high;
         time = r[i].time;
      }
   }
   return time;
}

datetime LowOfDayTime()
{
   MqlRates r[];
   //ArraySetAsSeries(r,true);
   MqlDateTime time_struct;
   TimeCurrent(time_struct);
   time_struct.hour=0;
   time_struct.min=0;
   time_struct.sec=0;
   int total = CopyRates(_Symbol,PERIOD_M1,StructToTime(time_struct),TimeCurrent(),r);
   datetime time = 0;
   double lowest = DBL_MAX;
   for(int i=0;i<total;i++)
   {
      if(r[i].low < lowest)
      {
         lowest = r[i].low;
         time = r[i].time;
      }
   }
   return time;
}

[yuv98]

nicholishen:

Thanks that's awesome! But I still need to ask.

What if the high and low are in the same 1min candle?

How do I know which one happened first, the high point or low point?

And to Anthony Garot,

Do you mean to check every tick?

But what if I need to use it on history data, let's say 2 weeks ago? 

[Anthony Garot]

yuv98:

Do you mean to check every tick?

If you need it to be that granular.

// Pseudo code in OnTick()
        static double highest = 0.0;
        static double lowest = 9999999999.99;           // ridiculously large #
        static datetime highestTime;
        static datetime lowestTime;

        double curHigh = . . . 
        double curLow = . . . 
        
        if ( curHigh > highest )
        {
                highest = curHigh;
                highestTime = TimeCurrent();
        }
        if ( curLow < lowest )
        {
                lowest = curLow;
                lowestTime = TimeCurrent();
        }
        if ( TimeCurrent() % 86400 == 0 )               // 86400 = # seconds in a day
        {
                highest = 0.0;
                lowest = 9999999999.99;
        }

yuv98:

But what if I need to use it on history data, let's say 2 weeks ago? 

My method would give you a way to store highs / lows over time. You could store these in an array; store them in a file; however you want to use it.

If you need to pull from historical data that you didn't create yourself, you probably want to use something like @nicholishen suggested, but your granularity is limited by the data you pull.

[yuv98]

Thank you!