I am trying to get the HHV and LLV of the previous 3 Days, I am working on Intraday timeframe.
I use the formula to get PREV day but cant' find anything for a different Day range.
I only came up with two options, one not so elegant
myH = Max(Max(TimeFrameGetPrice("H",inDaily,-3), TimeFrameGetPrice("H",inDaily,-2)), TimeFrameGetPrice("H",inDaily,-1));
myL = Min(Min(TimeFrameGetPrice("L",inDaily,-3), TimeFrameGetPrice("L",inDaily,-2)), TimeFrameGetPrice("L",inDaily,-1));
Another method I can think of is to use HighestSince() and LowestSinc() in combination with the first bar of 3 Days ago, but I can't figure out how to find the first bar of three days ago.
Any suggestion is welcome.
Thanks @awilson for the suggestion.
I've figure out two ways to get what I want.
One is with TimeFrameSet()
TimeFrameSet( inDaily );
prevThreeDayHHV = Ref(HHV(H,3), -1);
expandPrevThreeDayHHV = TimeFrameExpand(prevThreeDayHHV, inDaily, expandFirst);
Plot( expandPrevThreeDayHHV, "expandPrevThreeDayHHV", colorAqua, styleLine );
The second method with HHV with a period worth three days bars (15min RTH only in my case)
barSinceNewDay = BarsSince(Day()!=Ref(Day(),-1))+1;
prevThreeDaysHHV = Ref(HHV(H, 27*3),-barSinceNewDay);
prevThreeDaysLLV= Ref(LLV(L, 27*3), -barSinceNewDay);
These two methods give the same result.
I also tried to use TimeframeCompress but does not work, I can't figure out why , maybe I misunderstood how to use it
// This does not work
dayH = TimeFrameCompress(H, inDaily);
dailyHighInDaily = Ref(HHV(dayH, 3), -1);
dailyHigh = TimeFrameExpand(dailyHighInDaily, inDaily);
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