Support Board
Date/Time: Wed, 26 Feb 2025 12:02:57 +0000
Highest High / Lowest Low over N days?
View Count: 2641
| [2016-01-29 20:44:51] |
| User22396 - Posts: 191 |
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I would like to plot the highest high/low over N-days on a 60 min chart but can only find an indicator to plot highest high over N-bars or over a specific intraday time period. If one does not exist can you modify the N bars study and create an N Days one? Thanks
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| [2016-01-30 00:51:33] |
| Sawtooth - Posts: 4175 |
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You could use the Highest High/Lowest Low Over N Bars study on a daily chart, then use the Study/Price Overlay study on the 60 min chart. Be sure to set the Fill Blanks With Last Value to Yes.
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| [2016-01-30 03:55:55] |
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Use this study: https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s294 Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-01-30 16:04:18] |
| User22396 - Posts: 191 |
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that study does not show the proper N-day high or low. for example using the ES globex session coming into trade date friday jan 29 the 3day high would be 1910 and the 3 day low 1851.25...the 3 days referenced would be tues jan 26, wens jan 27, and thurs jan 28. |
| [2016-02-01 17:40:28] |
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Now that we understand more what you want to do, the study referred to in post #3 is not actually designed to do what you need. It functions differently. Follow the instructions here which describes the suggestion given in post #2: https://www.sierrachart.com/index.php?page=doc/doc_StudyPriceOverlayStudy.php Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-02-01 17:41:01
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| [2016-02-02 01:32:54] |
| User22396 - Posts: 191 |
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How much would it cost to have a custom study built?
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| [2016-02-02 02:08:31] |
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These kinds of studies are always very complicated because they involve time. Probably about 150 USD. But we have to see when we have some time to do it.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-02-02 02:08:39
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| [2016-02-03 22:38:41] |
| Infinite - Posts: 134 |
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There is a "Weekly HL" study that I use. I only use 2 of the 4 parameters. just for the week being traded
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| [2021-05-18 08:25:04] |
| Marion2025 - Posts: 13 |
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I tried implementing this and was unable to. Here is what I want: On an intraday chart, I want to plot the previous N-day High/Low. I can set up the N-day High/Low study on a daily chart, and bring that into my intraday chart, but that study includes the High/Low of the current day, so is of no use for me. There is no obvious way to lag it. I tried lagging it in my spreadsheet by conditioning on the open time to pull the previous study value but this doesn't populate the correct values historically, and resolves to zeros This is fairly common study, simply looking back at previous N-day highs and lows. Many traders use these levels in their intraday trading. Is there any example or way to do this? |
| [2021-05-18 11:46:47] |
| User196369 - Posts: 41 |
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You can create a simple lagged/offset study along these lines: ID1.SG1 - study to offset ID2.SG1 - Spreadsheet Formula study to offset copy of ID1 ID2.SG1 Spreadsheet Formula: IF(ID1.SG1[-1]<>ID1.SG1[0], ID1.SG1[-1], ID2.SG1[-1]) |
| [2021-05-19 04:09:09] |
| Marion2025 - Posts: 13 |
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I tried exactly that formula and it will only populate values on the chart for the last 2 days, and zeros before that.
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| [2021-05-19 07:04:15] |
| User196369 - Posts: 41 |
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Works fine for me using the Spreadsheet Formula Study. I don't use the Spreadsheet Study so can't help there. Do ensure that ID2 is being calculated after ID1 (the source study) - ID2 has to be lower down in the study list. Having them calculate in the wrong order will result in only the first few values appearing. Hit Ctrl + Ins to force a recalc. If the remaining values show up then that's likely your problem. |
| [2021-05-20 05:57:45] |
| Marion2025 - Posts: 13 |
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Thanks for the suggestions, using the SpreadSheeet Formula as described allows me to plot the correct values on the chart. However, the values are showing up as blank in the spreadsheet. But I was able to do it manually with a formula in the spreadsheet as before, I just needed my Spreadsheet row length to be as long as my chart length, that's why it wasn't showing up for the full history before. Unfortunately, this slows down my already painfully slow backtest to a complete stop, rendering it useless Date Time Of Last Edit: 2021-05-20 05:59:50
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