Can anyone explain how to use time with iBarShift? | Forex Factory

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Can anyone explain how to use time with iBarShift?

  • #1
  • First Post: Mar 7, 2012 12:44pm Mar 7, 2012 12:44pm
Suppose I want data from a bar of a certain open time every day. How do I go about this? It seems I could go for timecurrent() and calculate how far past in seconds the open time is from the bar I want the info on and use timecurrent()-seconds past.

This seems like a big workaround for what is essentially a damn easy calculation: If the chart is 1M and I want to know the bar that starts at 58 minutes, then how hard can it be to just get that frigging bar every hour? Can I just use datetime in 58 minutes? Because in datetime the help file states that it will use compile date, which to me seems to indicate it would work once that same hour and then no longer if I only specify the number of minutes at 58 and nothing else.

edit: I suppose an easier calculation would be to use Minute() and calculate how many minutes past it was, but by using that I'm just using my own loop instead of using ibarshift.
  • #2
  • Mar 7, 2012 1:30pm Mar 7, 2012 1:30pm
Inserted Code
int MyBarNr;
double MyBarClose

MyBarNr=iBarShift(Symbol(), 1, StrToTime("2012.3.6 10:58"),True);
MyBarClose=Close[MyBarNr];

// with the current date
MyBarNr=iBarShift(Symbol(), 1, StrToTime("10:58"),True);
MyBarClose=Close[MyBarNr];
The above code returns the bar in M1 that corresponds to the given time.

As there can be bars missing in a chart (no tick during a given bar = no bar on chart), the last parameter decides if the function returns the nearest bar if the bar is missing or -1. Dealing with missing bars and weekends across various timezones can be a major task.
  • #3
  • Mar 7, 2012 2:14pm Mar 7, 2012 2:14pm
Thanks for the reply. I was under the impression that ibarshift didn't count weekends as bars. So I might aswell use my own loop to find bars with a certain time?

Also, your second example will work on every day? So it will always find the bar 10:58 from that same day? And same day would be server time?

What if I want to find the bar at 58 minutes for every hour? 10:58, 11:58, 12:58, etc so that I can do calculations based on that every hour? Or how to find 13:00 every day?

Inserted Code
for {i=1;i<=stop;i++)
  {
   if (iTime(Symbol(),PERIOD_H1,i) == StrToTime("13:00") ) {shift = i;break;} 
  }
Any idea how to add in a check for weekends?
  • #4
  • Edited 3:00pm Mar 7, 2012 2:45pm | Edited 3:00pm
Quoting Pipsgeek
Thanks for the reply. I was under the impression that ibarshift didn't count weekends as bars. So I might aswell use my own loop to find bars with a certain time?
ibarshift() returns bar positions given a specific time. It takes no consideration as to the time of the week. Like I stated you can set it to return the nearest bar or -1 if the bar is not found.

Quote
Also, your second example will work on every day? So it will always find the bar 10:58 from that same day? And same day would be server time?
Yes

Quote
What if I want to find the bar at 58 minutes for every hour? 10:58, 11:58, 12:58, etc so that I can do calculations based on that every hour? Or how to find 13:00 every day?
You will have to manufacture the correct time for each call using StrToTime(). Ex:
Inserted Code
int i, iMyBar;
string sTime;
datetime tMyTime;

for (i=0;i<24;i++) {
  if (i<10) 
    sTime="0"+i+":58";
  else
    sTime=i+":58";
  tMyTime=StrToTime(sTime);
  iMyBar=iBarShift(Symbol(), 1, tMyTime);
  Comment("Bar Time="+Time[iMyBar]+"  MyTime="+tMyTime);
}
Quote
Any idea how to add in a check for weekends?
Like I stated, reliably checking for weekends can be non-trivial depending on your needs. Use the date & time functions. It depends on what level you want to do it. You have to decide:
- what time-frames will be supported.
- what time zones will be supported.
- how you will handle the change over from DST.
  • #5
  • Mar 7, 2012 3:17pm Mar 7, 2012 3:17pm
I will be putting in the time needed in an external int and calculate everything from that, so with DST this external int can be simply changed and it should work correctly.

I'm trying to make something similar to an Average Daily True Range indicator, so if the Hi and Lo is returned on saturday and sunday it would eff up the indicator values.
edit: I mean one that only calculates parts of the day, not a real Average Daily True Range. The weekend values would definately mess it up.

Is there something that returns DayOfWeek for a bar? As far as I can tell this can't be calculated in the same way with StrToTime unless I put in all the weekend dates...
  • #6
  • Mar 7, 2012 3:32pm Mar 7, 2012 3:32pm
Quote
I'm trying to make something similar to an Average Daily True Range indicator, so if the Hi and Lo is returned on saturday and sunday it would eff up the indicator values.
edit: I mean one that only calculates parts of the day, not a real Average Daily True Range. The weekend values would definately mess it up.
It is not an easy task if you want to support bars lower than the daily time-frame and many(all?) time-zones.

Quote
Is there something that returns DayOfWeek for a bar? As far as I can tell this can't be calculated in the same way with StrToTime unless I put in all the weekend dates...

http://docs.mql4.com/dateandtime
  • #7
  • Mar 7, 2012 3:40pm Mar 7, 2012 3:40pm
TimeDayOfWeek. Thanks.

Edit: And it's only really going to have any use on the daily chart.
  • #8
  • Mar 7, 2012 5:24pm Mar 7, 2012 5:24pm
Inserted Code
 
  double hsum=0;
  double lsum=0;
  string starttime;
  int SessionOpenHour = 8;
  int closetime = SessionOpenHour+8;
  if ((closetime) <10) {starttime = "0"+closetime+":00";}
  else {starttime = closetime+":00";}
  
  int i;
  int stop = NumberofDays*24;
  for (i=1;i<=stop;i++)
    {
     if (iTime(pair,PERIOD_H1,i) == StrToTime(starttime) 
         && TimeDayOfWeek(iTime(pair,PERIOD_H1,i)) != 0
         && TimeDayOfWeek(iTime(pair,PERIOD_H1,i)) != 6
        )
       {hsum = hsum+iHighest(pair,PERIOD_H1,MODE_HIGH,9,i);
        lsum = lsum+iLowest(pair,PERIOD_H1,MODE_LOW,9,i);}       
    }
  double havg = hsum / NumberofDays;
  double lavg = lsum / NumberofDays;
  double pipdiff = NormalizeDouble((havg - lavg),dig);
  double DisplayPips = pipdiff * 10000; 
  if (dig == 2 || dig == 3) {DisplayPips = pipdiff * 100;}
 
  Comment("Average Daily Range: ",DisplayPips," pips"," over ",NumberofDays," days");
If I comment out the weekend checks it returns 0 pip difference, if I leave it in it returns weird values like -666 pips. Did satan hack my computer or did I do something weird?

The first problem seems to be that it adds to lsum somewhere but not to hsum due to the weekend checks. Isn't that impossible since both calculate over the exact same period, only one takes the highest and the other the lowest value?

The other problem is that without weekend checks neither sum changes. So I'm guessing starttime is funked up, but I have no idea why.
  • #9
  • Mar 7, 2012 5:38pm Mar 7, 2012 5:38pm
You will need to learn to debug code without a debugger.

-Print out input data before the start of the loop to verify it is correct. starttime, closetime etc.
-Print out relevant data from each iteration of the loop and verify it is as expected.

Tools:
DebugView:
http://www.forexfactory.com/showthread.php?t=245303

commentList:
http://forum.mql4.com/16962
http://www.forexfactory.com/showthre...29#post4485429
  • #10
  • Mar 7, 2012 7:32pm Mar 7, 2012 7:32pm
Interesting. starttime is 16:00. 16:00 march 8 2012 to be exact.

Anyone got a Tardis?

Anyway this is a problem...how do I create a non-infinite loop that checks each day at 16:00?

Inserted Code
string starttime = StrToTime("16:00");
if(iTime(pair,PERIOD_H1,0) <= starttime) {starttime = starttime - 86400;}
for (i=1;i<=stop;i++)
  {
     if (iTime(pair,PERIOD_H1,i) == starttime
        //&& TimeDayOfWeek(iTime(pair,PERIOD_H1,i)) != 0
        //&& TimeDayOfWeek(iTime(pair,PERIOD_H1,i)) != 6
        )
       {hsum = hsum+iHighest(pair,PERIOD_H1,MODE_HIGH,9,i);
        lsum = lsum+iLowest(pair,PERIOD_H1,MODE_LOW,9,i);
        starttime = starttime - 86400;}
  }

02:29:00 AverageDailyRange EURGBP,H1: i: 4 hsum: 9 lsum: 11
02:29:00 AverageDailyRange EURGBP,H1: i: 28 hsum: 40 lsum: 46
02:29:00 AverageDailyRange EURGBP,H1: i: 52 hsum: 100 lsum: 104

Why is i not going further then 52 despite stop being 720?
Why is hsum lower then lsum? Highest = lower then lowest? How is that possible?
  • #11
  • Mar 7, 2012 7:50pm Mar 7, 2012 7:50pm
Quoting Pipsgeek
Anyway this is a problem...how do I create a non-infinite loop that checks each day at 16:00?
Inserted Code
  for (int i=0; i<Bars; i++)  {
    if (TimeToStr(Time[i],TIME_MINUTES) == "16:00")  {
//    do stuff
  } }
or
Inserted Code
  for (int i=0; i<Bars; i++)  {
    if (MathMod(Time[i],86400) == 16*60*60)  {
//    do stuff
  } }
  • #12
  • Edited 8:19pm Mar 7, 2012 7:52pm | Edited 8:19pm
Quoting Pipsgeek
Interesting. starttime is 16:00. 16:00 march 8 2012 to be exact. Anyone got a Tardis?
It is doing exactly as you instructed. You did not specify the date so it is using the current date. The same day as the server time reports. You have to check the current time and adjust your start/stop time accordingly.

Quote
02:29:00 AverageDailyRange EURGBP,H1: i: 4 hsum: 9 lsum: 11
02:29:00 AverageDailyRange EURGBP,H1: i: 28 hsum: 40 lsum: 46
02:29:00 AverageDailyRange EURGBP,H1: i: 52 hsum: 100 lsum: 104

Why is i not going further then 52 despite stop being 720?
Why is hsum lower then lsum? Highest = lower then lowest? How is that possible?
Edit: I was a bit confused.
iHighest/iLowest returns the index of a bar. You will need to read the bar data from that.
ex:
Inserted Code
session_high=High[iHighest(pair,PERIOD_H1,MODE_HIGH,9,i)];
  • #13
  • Edited 8:19pm Mar 7, 2012 8:03pm | Edited 8:19pm
Yea, I did that with
if(iTime(pair,PERIOD_H1,0) <= starttime) {starttime = starttime - 86400;}
and
starttime = starttime - 86400;

So it decreases it by 24 hours if it's bigger or equal then the current bar open time (I don't want or need the values from the current day, which is why i=1 instead of 0) and it decreases by 24 hours if it succeeds in finding the correct bar.

Edit: Of course. Oh god. It works like iBarShift. How insanely stupid of me.

Edit2: Uhm...Does iTime ignore weekends? It doesn't return a time then. So uhm...it was as I thought before? Neither iBarShift nor iTime need weekend checks simply because they ignore it? And i only goes to 52 (54 now) because it doesn't find the starttime because the starttime was in the weekend. It just skips over and never finds it. So I need to add a check if it's weekend and if it is just remove another 24 hours off of starttime until it's no longer TimeDayOfWeek 0 or 6.
  • #14
  • Mar 7, 2012 8:18pm Mar 7, 2012 8:18pm
Quoting Pipsgeek
Yea, I did that with
if(iTime(pair,PERIOD_H1,0) <= starttime) {starttime = starttime - 86400;}
and
starttime = starttime - 86400;

So it decreases it by 24 hours if it's bigger or equal then the current bar open time (I don't want or need the values from the current day, which is why i=1 instead of 0) and it decreases by 24 hours if it succeeds in finding the correct bar.
Not sure why it does not work. It looks like it should. It is not clear where you checked the start time. You could also try iterating through the data with the method hanover suggested.
  • #15
  • Mar 7, 2012 9:02pm Mar 7, 2012 9:02pm
Quoting Pipsgeek
Uhm...Does iTime ignore weekends? It doesn't return a time then. So uhm...it was as I thought before? Neither iBarShift nor iTime need weekend checks simply because they ignore it? And i only goes to 52 (54 now) because it doesn't find the starttime because the starttime was in the weekend. It just skips over and never finds it. So I need to add a check if it's weekend and if it is just remove another 24 hours off of starttime until it's no longer TimeDayOfWeek 0 or 6.
None of the functions ignore weekends. They operate on the bar data available and there are no bars for most of the weekend so yes, it can seem they are skipped.

The challenge is that some brokers sometimes have ticks during the weekend, and also if the servers timezone is far enough away from gmt you get quite a bit of overlap into the weekend. So you cannot rely on there being no data during the weekends.

Yes you will have to check for weekends and remove 24hours as you suggest above.
  • #16
  • Edited 9:20pm Mar 7, 2012 9:09pm | Edited 9:20pm
I was totally overcomplicating it. I now know what ibarshift is for.

Inserted Code
  int i;
  string starttime;
  int closetime = SessionOpenHour+8;
  if ((closetime) <10) {starttime = "0"+closetime+":00";}
  else {starttime = closetime+":00";}
  datetime start = StrToTime(starttime);
  int stop = (NumberofDays*24)+iBarShift(pair,PERIOD_H1,start,true);
  double hsum=0;
  double lsum=0;
  if(iTime(pair,PERIOD_H1,0) <= start) {start = start - 86400;}

  for (i=iBarShift(pair,PERIOD_H1,start,true);i<stop;i=i+24)
    {
     //Print("i: ",i,"   iTime: ",TimeToStr(iTime(pair,PERIOD_H1,i),TIME_DATE)," ",TimeToStr(iTime(pair,PERIOD_H1,i),TIME_MINUTES));   
     hsum = hsum+iHigh(pair,PERIOD_H1,iHighest(pair,PERIOD_H1,MODE_HIGH,9,i));
     lsum = lsum+iLow(pair,PERIOD_H1,iLowest(pair,PERIOD_H1,MODE_LOW,9,i));
     //Print("i: ",i,"   hsum: ",hsum,"   lsum: ",lsum);      
    }
Find out the barshift to find the first bar at 16:00. Start the loop at this, add 24 (because it's on an hourly chart and because we want to know the highs between specific times (08:00 and 16:00 in this case), a day chart can't be used) each cycle. Now you have the correct sum of the high and low of that time.
No need to check for time, no need to check for weekends because both ibarshift and itime ignore weekends.

Thanks a ton for all the help, now I know how and why to use ibarshift, lol...

edit: maybe it's a broker thing, but it does seem to be ignoring weekends for MBT just perfectly for me:
03:58:39 AverageDailyRange EURGBP,H1: i: 293 iTime: 2012.02.20 16:00
03:58:39 AverageDailyRange EURGBP,H1: i: 293 hsum: 10.938 lsum: 10.8962
03:58:39 AverageDailyRange EURGBP,H1: i: 317 iTime: 2012.02.17 16:00
03:58:39 AverageDailyRange EURGBP,H1: i: 317 hsum: 11.7716 lsum: 11.726
03:58:39 AverageDailyRange EURGBP,H1: i: 341 iTime: 2012.02.16 16:00
03:58:39 AverageDailyRange EURGBP,H1: i: 341 hsum: 12.6034 lsum: 12.5537
03:58:39 AverageDailyRange EURGBP,H1: i: 365 iTime: 2012.02.15 16:00
03:58:39 AverageDailyRange EURGBP,H1: i: 365 hsum: 13.4391 lsum: 13.3853
03:58:39 AverageDailyRange EURGBP,H1: i: 389 iTime: 2012.02.14 16:00
03:58:39 AverageDailyRange EURGBP,H1: i: 389 hsum: 14.279 lsum: 14.2209
03:58:39 AverageDailyRange EURGBP,H1: i: 413 iTime: 2012.02.13 16:00
03:58:39 AverageDailyRange EURGBP,H1: i: 413 hsum: 15.118 lsum: 15.0552
03:58:39 AverageDailyRange EURGBP,H1: i: 437 iTime: 2012.02.10 16:00
03:58:39 AverageDailyRange EURGBP,H1: i: 437 hsum: 15.9558 lsum: 15.8902
03:58:39 AverageDailyRange EURGBP,H1: i: 461 iTime: 2012.02.09 16:00
03:58:39 AverageDailyRange EURGBP,H1: i: 461 hsum: 16.7959 lsum: 16.7255
03:58:39 AverageDailyRange EURGBP,H1: i: 485 iTime: 2012.02.08 16:00
03:58:39 AverageDailyRange EURGBP,H1: i: 485 hsum: 17.6347 lsum: 17.5598
03:58:39 AverageDailyRange EURGBP,H1: i: 509 iTime: 2012.02.07 16:00
03:58:39 AverageDailyRange EURGBP,H1: i: 509 hsum: 18.4699 lsum: 18.3888
03:58:39 AverageDailyRange EURGBP,H1: i: 533 iTime: 2012.02.06 16:00
03:58:39 AverageDailyRange EURGBP,H1: i: 533 hsum: 19.3002 lsum: 19.2151
03:58:39 AverageDailyRange EURGBP,H1: i: 557 iTime: 2012.02.03 16:00
03:58:39 AverageDailyRange EURGBP,H1: i: 557 hsum: 20.1341 lsum: 20.0441
03:58:39 AverageDailyRange EURGBP,H1: i: 581 iTime: 2012.02.02 16:00
03:58:39 AverageDailyRange EURGBP,H1: i: 581 hsum: 20.9672 lsum: 20.8717
03:58:39 AverageDailyRange EURGBP,H1: i: 605 iTime: 2012.02.01 16:00
03:58:39 AverageDailyRange EURGBP,H1: i: 605 hsum: 21.8003 lsum: 21.7021
03:58:39 AverageDailyRange EURGBP,H1: i: 629 iTime: 2012.01.31 16:00
03:58:39 AverageDailyRange EURGBP,H1: i: 629 hsum: 22.6359 lsum: 22.5301
03:58:39 AverageDailyRange EURGBP,H1: i: 653 iTime: 2012.01.30 16:00
03:58:39 AverageDailyRange EURGBP,H1: i: 653 hsum: 23.4729 lsum: 23.3652
03:58:39 AverageDailyRange EURGBP,H1: i: 677 iTime: 2012.01.27 16:00
03:58:39 AverageDailyRange EURGBP,H1: i: 677 hsum: 24.3138 lsum: 24.1991
03:58:39 AverageDailyRange EURGBP,H1: i: 701 iTime: 2012.01.26 16:00
03:58:39 AverageDailyRange EURGBP,H1: i: 701 hsum: 25.1536 lsum: 25.0339

edit: ok ok ok so then just add a simple check if itime is a timedayofweek 0 or 6, and only add to sum if this is false. This should guarantee it working with all brokers.
  • #17
  • Mar 8, 2012 8:29am Mar 8, 2012 8:29am
Quoting Pipsgeek
edit: ok ok ok so then just add a simple check if itime is a timedayofweek 0 or 6, and only add to sum if this is false. This should guarantee it working with all brokers.
Well, if you are certain there are no ticks on your broker during weekends or don't mind if there an error if there is you can ignore weekends. Less work.

Here is a char from Oanda:
A couple of ticks on saturday,
sunday ticks start at 12:00
Attached Image (click to enlarge)
Click to Enlarge Name: weekend oanda.png Size: 19 KB
  • #18
  • Last Post: Mar 8, 2012 10:35am Mar 8, 2012 10:35am
Probably only an issue with bucketshops.

Either way, it's only 1 extra line anyway so it isn't a big deal to include it just to be 100% safe. And it wouldn't cause an error in weekends, it would just screw up the values and any trading as a result so it's best to have everything 100% accurate.
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