Support Board
Date/Time: Tue, 18 Mar 2025 22:13:30 +0000
[User Discussion] - How to Specify an Event that Happened During a Prior Time Range in Spreadsheets
View Count: 341
| [2022-09-25 02:31:25] |
| bradyfans - Posts: 16 |
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I'm trying to figure out how to initiate a trade in spreadsheet for trading system with one of the conditions being that price broke an indicator's subgraph during a certain time period (0830-1000, 0900-1000, etc.) I have figured out how to initiate a trade only during certain hours, but I'm not sure how to state a previous time condition (using VWAP as an example): =AND(price opened below VWAP at 0830, price crossed VWAP after 0830, price is currently above VWAP, an inside bar or bearish engulfing pattern prints, current time is 1000-1200) Most of this I can figure out. It's the part that specifies an occurrence that happened during a previous time period that I don't know how to express. Whether it's just stating price broke the line (crossedfrombelow) or is simply above the line, I don't know how to specify that this happened between the open and 10 am, but that I don't want to open a trade until a later time period. Any help is welcome. Thanks! |
| [2022-09-25 04:03:18] |
| Sawtooth - Posts: 4186 |
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You'll need to use Formula Columns to create persistent TRUEs of price below VWAP at 08:30, and price above VWAP after 08:30. At 08:30, in P3: =IF(AND(E3<ID1.SG1@3,FRACTIME($J$41)>=TIME(8,30,0),FRACTIME($J$41)<TIME(8,31,0)),1,IF(INT(A3)>INT(A4),0,P4)) where ID1 is the VWAP study. This finds where the Close price is less than VWAP between 08:30 and 08:31, and if it's TRUE, it makes it persistent until the date changes) Between 08:30 and 10:00, in Q3: =IF(AND(E3>ID1.SG1@3,FRACTIME($J$41)>TIME(8,30,0),FRACTIME($J$41)<=TIME(10,0,0)),1,IF(INT(A3)>INT(A4),0,Q4)) This finds where the Close price is greater than VWAP between 08:30 and 10:00, and if it's TRUE, it makes it persistent until the date changes) Then reference P3, Q3 in your entry formula: =AND(P3,Q3,E3>ID1.SG1@3,FRACTIME($J$41)>=TIME(10,0,0),FRACTIME($J$41)<TIME(12,0,0),PricePatternCondition) These are untested examples; feel free to tweak them. Here are some other examples of persistent variables: Spreadsheet Example Formulas and Usage: Persistent and Incrementing Variables |
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