Library "DailyLevels" Functions for acquiring daily timeframe data by number of prior days.
openD(daysPrior, spec, res) Gets the open for the number of days prior. Parameters: daysPrior: Number of days back to get the open from. spec: session.regular (default), session.extended or other time spec. res: The resolution (default = '1440'). Returns: The open for the number of days prior.
highD(daysPrior, extraForward, spec, res) Gets the highest value for the number of days prior. Parameters: daysPrior: Number of days back to get the high from. extraForward: Number of extra days forward to include. spec: session.regular (default), session.extended or other time spec. res: The resolution (default = '1440'). Returns: The high for the number of days prior.
lowD(daysPrior, extraForward, spec, res) Gets the lowest value for the number of days prior. Parameters: daysPrior: Number of days back to get the low from. extraForward: Number of extra days forward to include. spec: session.regular (default), session.extended or other time spec. res: The resolution (default = '1440'). Returns: The low for the number of days prior.
closeD(daysPrior, spec, res) Gets the close for the number of days prior. Parameters: daysPrior: Number of days back to get the open from. 0 produces the current close spec: session.regular (default), session.extended or other time spec. res: The resolution (default = '1440'). Returns: The close for the number of days prior.
hlc3D(daysPrior, extraForward, spec, res) Gets the HLC3 value for the number of days prior. Parameters: daysPrior: Number of days back to get the HLC3 from. extraForward: Number of extra days forward to include. Determines the closing value. spec: session.regular (default), session.extended or other time spec. res: The resolution (default = '1440'). Returns: The HLC3 for the number of days prior.
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v2: Ability to get daily high or daily low of any series.
Added: highOfD(src, daysPrior, extraForward, spec, res) Gets the highest value for the number of days prior. Parameters: src: The series to use for values. daysPrior: Number of days back to get the high from. extraForward: Number of extra days forward to include. spec: session.regular (default), session.extended or other time spec. res: The resolution (default = '1440'). Returns: The high for the number of days prior.
lowOfD(src, daysPrior, extraForward, spec, res) Gets the lowest value for the number of days prior. Parameters: src: The series to use for values. daysPrior: Number of days back to get the low from. extraForward: Number of extra days forward to include. spec: session.regular (default), session.extended or other time spec. res: The resolution (default = '1440'). Returns: The low for the number of days prior.
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v3 Fixed issues with calculation.
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v4 Added 'array' functions for getting daily values and caching them in your own scripts for reuse.
Added: openDValues(daysPrior, spec, res) Gets all the open values for the number of days prior. Parameters: daysPrior: Number of days back to get the open from. spec: session.regular (default), session.extended or other time spec. res: The resolution (default = '1440'). Returns: An array of the previous open values.
closeDValues(daysPrior, spec, res) Gets all the close values for the number of days prior. Parameters: daysPrior: Number of days back to get the close from. spec: session.regular (default), session.extended or other time spec. res: The resolution (default = '1440'). Returns: An array of the previous close values.
highOfDValues(src, daysPrior, spec, res) Gets the highest value for the number of days prior for each day as an array. Parameters: src: The series to use for values. daysPrior: Number of days back to get the high from. spec: session.regular (default), session.extended or other time spec. res: The resolution (default = '1440'). Returns: An array of the values.
highDValues(daysPrior, spec, res) Gets the highest value for the number of days prior for each day as an array. Parameters: daysPrior: Number of days back to get the high from. spec: session.regular (default), session.extended or other time spec. res: The resolution (default = '1440'). Returns: An array of the values.
lowOfDValues(src, daysPrior, spec, res) Gets the lowest value for the number of days prior for each day as an array. Parameters: src: The series to use for values. daysPrior: Number of days back to get the high from. spec: session.regular (default), session.extended or other time spec. res: The resolution (default = '1440'). Returns: An array of the values.
lowDValues(daysPrior, spec, res) Gets the lowest value for the number of days prior for each day as an array. Parameters: daysPrior: Number of days back to get the high from. spec: session.regular (default), session.extended or other time spec. res: The resolution (default = '1440'). Returns: An array of the values.
hlc3DValues(daysPrior, spec, res) Gets the hlc3 value for the number of days prior for each day as an array. Parameters: daysPrior: Number of days back to get the high from. spec: session.regular (default), session.extended or other time spec. res: The resolution (default = '1440'). Returns: An array of the values.
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v5 eliminated while loop for improved performance
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v6 Now works with 1 second time-frame.
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v7 Updated demo to show flexible use.
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v8 API change (simplification)
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v9 Improved accuracy and added input levels to allow for indicator use.
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v10
Added: HL(daysPrior, spec, res) Gets the high and low values for the number of days prior. Parameters: daysPrior: Number of days back to get the high and low from. spec: session.regular (default), session.extended or other time spec. res: The resolution (default = '1440'). Returns: The high and low for the number of days prior.
OHLC(daysPrior, spec, res) Gets the OHLC values for the number of days prior. Parameters: daysPrior: Number of days back to get the OHLC from. spec: session.regular (default), session.extended or other time spec. res: The resolution (default = '1440'). Returns: The OHLC for the number of days prior.
HighLow Simple type for holding high and low values. Fields: high low
OpenHighLowClose Simple type for holding OHLC values. Fields: open high low close