How to get daily high and low of a moving average? | Forex Factory

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How to get daily high and low of a moving average?

  • #1
  • First Post: Apr 25, 2013 6:01am Apr 25, 2013 6:01am
Hi,

is there a function to get the high and low of a moving average?

I have a 15M candlestick chart with a moving average and want to find the daily high and low of this MA (the highlighted blue zones)

I looked at the iHigh/iLow and iHighest/iLowest functions but it looks like it can be applied just to price

Attached Image (click to enlarge)
Click to Enlarge Name: MA HighLow.png Size: 31 KB
  • #2
  • Apr 25, 2013 8:16am Apr 25, 2013 8:16am
Do you mean this :

Attached Image (click to enlarge)
Click to Enlarge Name: moving average.jpg Size: 107 KB
It never gets easier, you just get better
  • #3
  • Apr 25, 2013 8:24am Apr 25, 2013 8:24am
Hi Shabs19,

no..

I mean I want to find the daily highest and lowest values of the moving average applied to the chart.

for example in the screenshot I posted during the 1st of april the highest and lowest values are highlighted by the blue zones

I want to get for each day a maximum and a minimum value
  • #4
  • Apr 25, 2013 8:30am Apr 25, 2013 8:30am
this screenshot maybe explain it better
Attached Image (click to enlarge)
Click to Enlarge Name: MA highlow2.png Size: 15 KB
  • #5
  • Apr 25, 2013 9:44am Apr 25, 2013 9:44am
This is the nearest that I could find, maybe you can adapt this:

Attached File(s)
File Type: mq4 HH_LL.mq4   2 KB | 604 downloads
It never gets easier, you just get better
  • #6
  • Apr 25, 2013 9:52am Apr 25, 2013 9:52am
thanks Shabs19,

I'll see if I can adapt it
  • #7
  • Apr 25, 2013 10:08am Apr 25, 2013 10:08am
I have also found this:

Quote
Ok I have found a way to calculate the highest high or lowest low for an indicator over a specified period.

If you wanted to find the highest high or lowest low for an indicator like the simple moving average you have to declare an array and fill a "for" loop with the calculated values for each bar of the period you are testing.
Then you have to use ArrayMaximum and ArrayMinimum to find the position of the high or low in the array and then find the value of that position using iHigh() and iLow().

//calculate the highest high of the moving average
int malookback=5; //4+1 - the number of bars to calc the value of the ma
int madailyPERIOD = 30; //moving average period
double madaily[5];//declare an array
double dhhv,dllv;

for(int i = 0; i < malookback; i++)
{
madaily[i]=iMA(NULL,PERIOD_D1,madailyPERIOD,0,MODE_SMA,PRICE _CLOSE,i);
dhhv=iHigh("EURUSD", PERIOD_D1,(ArrayMaximum(madaily,4, 1))) ;

//calculate the lowest low of the moving average

dllv=iLow("EURUSD", PERIOD_D1,(ArrayMinimum(madaily,4, 1))) ;
}
It never gets easier, you just get better
  • #8
  • Apr 25, 2013 10:17am Apr 25, 2013 10:17am
thanks! this is closer to what I want to achieve.

the problem using a "for" loop is that I can go back n° bars (malookback)

for example I can find the highest and lowest value of the last 24 bars but i have no idea how to get the highest and lowest
value for each single day (I would need a calculation from first bar of the day until last bar of the day)
  • #9
  • Apr 25, 2013 10:25am Apr 25, 2013 10:25am
I am not a programmer, simple stuff I can get by.
There some good coders on this forum that might be able to help you further.
It never gets easier, you just get better
  • #10
  • Apr 25, 2013 10:32am Apr 25, 2013 10:32am
that snippet of code is definitely a good starting point

Now I have to find a way to have the "for" loop starting at the beginning of the day and ending at the last bar of the day
  • #11
  • Apr 25, 2013 12:57pm Apr 25, 2013 12:57pm
Use IBarShift() together with TimeCurrent() or iTime() to find the index of the first bar of the day. From there you know how many bars to go back to the first bar of the previous day and so on. Do this calculation in the Init() function and then once per new bar to cut down on processing.
  • #12
  • Apr 25, 2013 1:14pm Apr 25, 2013 1:14pm
Hi,

below is a function I wrote just now that walks through the previous day (#1) and checks
the ma on TF M15. There is a print to check the results, I copied the log also below.
PERIOD_D1 is used to find the previous day, PERIOD_M15 is the TF on which the ma is calculated.
the result is in mamin, mamax variables.
change the iMA as you need.

the day parameter is set to 1 by default, it means the previous (last closed) day.


void MAminmax(int day=1)
{
int ma_period=14;
int sh0=iBarShift(Symbol(), PERIOD_M15, iTime(Symbol(), PERIOD_D1, day), false);
int sh1=iBarShift(Symbol(), PERIOD_M15, iTime(Symbol(), PERIOD_D1, day-1), false);
double mamin=0;
double mamax=0;
for (int sh=sh0;sh>sh1;sh--)
{
double ma1 = iMA(Symbol(), PERIOD_M15, ma_period, 0, MODE_EMA, PRICE_CLOSE, sh);
if (mamin==0) { mamin=ma1; }
if (mamax==0) { mamax=ma1; }
mamin=MathMin(mamin, ma1);
mamax=MathMax(mamax, ma1);

string t0=TimeToStr(iTime(Symbol(), PERIOD_M15, sh), TIME_DATE|TIME_MINUTES);

Print("shift: ", sh, " time: ", t0, " ma: ", DoubleToStr(ma1,Digits), " ma min: ", DoubleToStr(mamin, Digits), " ma max: ", DoubleToStr(mamax, Digits));
}
}



shift: 180 time: 2013.04.24 00:00 ma: 1.29999 ma min: 1.29999 ma max: 1.29999
shift: 179 time: 2013.04.24 00:15 ma: 1.30000 ma min: 1.29999 ma max: 1.30000
shift: 178 time: 2013.04.24 00:30 ma: 1.30001 ma min: 1.29999 ma max: 1.30001
shift: 177 time: 2013.04.24 00:45 ma: 1.30002 ma min: 1.29999 ma max: 1.30002
shift: 176 time: 2013.04.24 01:00 ma: 1.30000 ma min: 1.29999 ma max: 1.30002
shift: 175 time: 2013.04.24 01:15 ma: 1.29999 ma min: 1.29999 ma max: 1.30002
shift: 174 time: 2013.04.24 01:30 ma: 1.30000 ma min: 1.29999 ma max: 1.30002
shift: 173 time: 2013.04.24 01:45 ma: 1.30002 ma min: 1.29999 ma max: 1.30002
shift: 172 time: 2013.04.24 02:00 ma: 1.30006 ma min: 1.29999 ma max: 1.30006
shift: 171 time: 2013.04.24 02:15 ma: 1.30008 ma min: 1.29999 ma max: 1.30008
shift: 170 time: 2013.04.24 02:30 ma: 1.30003 ma min: 1.29999 ma max: 1.30008
shift: 169 time: 2013.04.24 02:45 ma: 1.29995 ma min: 1.29995 ma max: 1.30008
shift: 168 time: 2013.04.24 03:00 ma: 1.29995 ma min: 1.29995 ma max: 1.30008
shift: 167 time: 2013.04.24 03:15 ma: 1.30000 ma min: 1.29995 ma max: 1.30008
shift: 166 time: 2013.04.24 03:30 ma: 1.30002 ma min: 1.29995 ma max: 1.30008
shift: 165 time: 2013.04.24 03:45 ma: 1.30001 ma min: 1.29995 ma max: 1.30008
shift: 164 time: 2013.04.24 04:00 ma: 1.30002 ma min: 1.29995 ma max: 1.30008
shift: 163 time: 2013.04.24 04:15 ma: 1.29999 ma min: 1.29995 ma max: 1.30008
shift: 162 time: 2013.04.24 04:30 ma: 1.29990 ma min: 1.29990 ma max: 1.30008
shift: 161 time: 2013.04.24 04:45 ma: 1.29985 ma min: 1.29985 ma max: 1.30008
shift: 160 time: 2013.04.24 05:00 ma: 1.29977 ma min: 1.29977 ma max: 1.30008
shift: 159 time: 2013.04.24 05:15 ma: 1.29967 ma min: 1.29967 ma max: 1.30008
shift: 158 time: 2013.04.24 05:30 ma: 1.29959 ma min: 1.29959 ma max: 1.30008
shift: 157 time: 2013.04.24 05:45 ma: 1.29956 ma min: 1.29956 ma max: 1.30008
shift: 156 time: 2013.04.24 06:00 ma: 1.29952 ma min: 1.29952 ma max: 1.30008
shift: 155 time: 2013.04.24 06:15 ma: 1.29962 ma min: 1.29952 ma max: 1.30008
shift: 154 time: 2013.04.24 06:30 ma: 1.29966 ma min: 1.29952 ma max: 1.30008
shift: 153 time: 2013.04.24 06:45 ma: 1.29970 ma min: 1.29952 ma max: 1.30008
shift: 152 time: 2013.04.24 07:00 ma: 1.29971 ma min: 1.29952 ma max: 1.30008
shift: 151 time: 2013.04.24 07:15 ma: 1.29971 ma min: 1.29952 ma max: 1.30008
shift: 150 time: 2013.04.24 07:30 ma: 1.29975 ma min: 1.29952 ma max: 1.30008
shift: 149 time: 2013.04.24 07:45 ma: 1.29972 ma min: 1.29952 ma max: 1.30008
shift: 148 time: 2013.04.24 08:00 ma: 1.29973 ma min: 1.29952 ma max: 1.30008
shift: 147 time: 2013.04.24 08:15 ma: 1.29976 ma min: 1.29952 ma max: 1.30008
shift: 146 time: 2013.04.24 08:30 ma: 1.29986 ma min: 1.29952 ma max: 1.30008
shift: 145 time: 2013.04.24 08:45 ma: 1.29994 ma min: 1.29952 ma max: 1.30008
shift: 144 time: 2013.04.24 09:00 ma: 1.29998 ma min: 1.29952 ma max: 1.30008
shift: 143 time: 2013.04.24 09:15 ma: 1.30002 ma min: 1.29952 ma max: 1.30008
shift: 142 time: 2013.04.24 09:30 ma: 1.30004 ma min: 1.29952 ma max: 1.30008
shift: 141 time: 2013.04.24 09:45 ma: 1.30008 ma min: 1.29952 ma max: 1.30008
shift: 140 time: 2013.04.24 10:00 ma: 1.29999 ma min: 1.29952 ma max: 1.30008
shift: 139 time: 2013.04.24 10:15 ma: 1.29980 ma min: 1.29952 ma max: 1.30008
shift: 138 time: 2013.04.24 10:30 ma: 1.29971 ma min: 1.29952 ma max: 1.30008
shift: 137 time: 2013.04.24 10:45 ma: 1.29960 ma min: 1.29952 ma max: 1.30008
shift: 136 time: 2013.04.24 11:00 ma: 1.29931 ma min: 1.29931 ma max: 1.30008
shift: 135 time: 2013.04.24 11:15 ma: 1.29907 ma min: 1.29907 ma max: 1.30008
shift: 134 time: 2013.04.24 11:30 ma: 1.29915 ma min: 1.29907 ma max: 1.30008
shift: 133 time: 2013.04.24 11:45 ma: 1.29938 ma min: 1.29907 ma max: 1.30008
shift: 132 time: 2013.04.24 12:00 ma: 1.29961 ma min: 1.29907 ma max: 1.30008
shift: 131 time: 2013.04.24 12:15 ma: 1.29968 ma min: 1.29907 ma max: 1.30008
shift: 130 time: 2013.04.24 12:30 ma: 1.29988 ma min: 1.29907 ma max: 1.30008
shift: 129 time: 2013.04.24 12:45 ma: 1.30021 ma min: 1.29907 ma max: 1.30021
shift: 128 time: 2013.04.24 13:00 ma: 1.30045 ma min: 1.29907 ma max: 1.30045
shift: 127 time: 2013.04.24 13:15 ma: 1.30061 ma min: 1.29907 ma max: 1.30061
shift: 126 time: 2013.04.24 13:30 ma: 1.30075 ma min: 1.29907 ma max: 1.30075
shift: 125 time: 2013.04.24 13:45 ma: 1.30089 ma min: 1.29907 ma max: 1.30089
shift: 124 time: 2013.04.24 14:00 ma: 1.30096 ma min: 1.29907 ma max: 1.30096
shift: 123 time: 2013.04.24 14:15 ma: 1.30096 ma min: 1.29907 ma max: 1.30096
shift: 122 time: 2013.04.24 14:30 ma: 1.30099 ma min: 1.29907 ma max: 1.30099
shift: 121 time: 2013.04.24 14:45 ma: 1.30100 ma min: 1.29907 ma max: 1.30100
shift: 120 time: 2013.04.24 15:00 ma: 1.30096 ma min: 1.29907 ma max: 1.30100
shift: 119 time: 2013.04.24 15:15 ma: 1.30078 ma min: 1.29907 ma max: 1.30100
shift: 118 time: 2013.04.24 15:30 ma: 1.30052 ma min: 1.29907 ma max: 1.30100
shift: 117 time: 2013.04.24 15:45 ma: 1.30028 ma min: 1.29907 ma max: 1.30100
shift: 116 time: 2013.04.24 16:00 ma: 1.30008 ma min: 1.29907 ma max: 1.30100
shift: 115 time: 2013.04.24 16:15 ma: 1.29992 ma min: 1.29907 ma max: 1.30100
shift: 114 time: 2013.04.24 16:30 ma: 1.29988 ma min: 1.29907 ma max: 1.30100
shift: 113 time: 2013.04.24 16:45 ma: 1.29977 ma min: 1.29907 ma max: 1.30100
shift: 112 time: 2013.04.24 17:00 ma: 1.29953 ma min: 1.29907 ma max: 1.30100
shift: 111 time: 2013.04.24 17:15 ma: 1.29969 ma min: 1.29907 ma max: 1.30100
shift: 110 time: 2013.04.24 17:30 ma: 1.29962 ma min: 1.29907 ma max: 1.30100
shift: 109 time: 2013.04.24 17:45 ma: 1.29962 ma min: 1.29907 ma max: 1.30100
shift: 108 time: 2013.04.24 18:00 ma: 1.29967 ma min: 1.29907 ma max: 1.30100
shift: 107 time: 2013.04.24 18:15 ma: 1.29964 ma min: 1.29907 ma max: 1.30100
shift: 106 time: 2013.04.24 18:30 ma: 1.29958 ma min: 1.29907 ma max: 1.30100
shift: 105 time: 2013.04.24 18:45 ma: 1.29958 ma min: 1.29907 ma max: 1.30100
shift: 104 time: 2013.04.24 19:00 ma: 1.29958 ma min: 1.29907 ma max: 1.30100
shift: 103 time: 2013.04.24 19:15 ma: 1.29967 ma min: 1.29907 ma max: 1.30100
shift: 102 time: 2013.04.24 19:30 ma: 1.29972 ma min: 1.29907 ma max: 1.30100
shift: 101 time: 2013.04.24 19:45 ma: 1.29983 ma min: 1.29907 ma max: 1.30100
shift: 100 time: 2013.04.24 20:00 ma: 1.30007 ma min: 1.29907 ma max: 1.30100
shift: 99 time: 2013.04.24 20:15 ma: 1.30028 ma min: 1.29907 ma max: 1.30100
shift: 98 time: 2013.04.24 20:30 ma: 1.30042 ma min: 1.29907 ma max: 1.30100
shift: 97 time: 2013.04.24 20:45 ma: 1.30059 ma min: 1.29907 ma max: 1.30100
shift: 96 time: 2013.04.24 21:00 ma: 1.30076 ma min: 1.29907 ma max: 1.30100
shift: 95 time: 2013.04.24 21:15 ma: 1.30092 ma min: 1.29907 ma max: 1.30100
shift: 94 time: 2013.04.24 21:30 ma: 1.30108 ma min: 1.29907 ma max: 1.30108
shift: 93 time: 2013.04.24 21:45 ma: 1.30122 ma min: 1.29907 ma max: 1.30122
shift: 92 time: 2013.04.24 22:00 ma: 1.30130 ma min: 1.29907 ma max: 1.30130
shift: 91 time: 2013.04.24 22:15 ma: 1.30137 ma min: 1.29907 ma max: 1.30137
shift: 90 time: 2013.04.24 22:30 ma: 1.30144 ma min: 1.29907 ma max: 1.30144
shift: 89 time: 2013.04.24 22:45 ma: 1.30146 ma min: 1.29907 ma max: 1.30146
shift: 88 time: 2013.04.24 23:00 ma: 1.30144 ma min: 1.29907 ma max: 1.30146
shift: 87 time: 2013.04.24 23:15 ma: 1.30147 ma min: 1.29907 ma max: 1.30147
shift: 86 time: 2013.04.24 23:30 ma: 1.30146 ma min: 1.29907 ma max: 1.30147
shift: 85 time: 2013.04.24 23:45 ma: 1.30146 ma min: 1.29907 ma max: 1.30147
  • #13
  • Last Post: Apr 25, 2013 3:05pm Apr 25, 2013 3:05pm
thanks to all for the help,


@szgy74, that is exactly what I needed, thank you very much
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