Ant: Is there any way to improve this indicator?

[nasdaq5048 10]

I wrote this to show all the prices that has been repeated in the previous few bars. I wrote each array to be high - 1 tick until the low.

1) How did you write your array in your market profile to show all the prices that traded in a bar?

 

2)I also wrote the EL to look at how many bars back did the same price traded? All i can do is to: did price X traded in bar[1], if yes, did price X traded in bar[1] and bar[2], and so on. Is there a way to improve this.

 

Here is my code, please make a little suggestion, thanks a lot in advance!

 

Input:TickSize(0.25);

 

Array: SidewayArray[ 12 ](0);

 

var: aprint(0),bprint(0),Cprint(0),dprint(0),eprint(0), fprint(0),gprint(0),hprint(0),Iprint(0),JPrint(0),KPrint(0),barsback(0);

 

if ((Range /TickSize)-1) *TickSize >= 0 then aprint = ((Range /TickSize)-1) *TickSize else aprint = h;

if ((Range /TickSize)-2) *TickSize >= 0 then bprint = ((Range /TickSize)-2) *TickSize else bprint = h;

if ((Range /TickSize)-3) *TickSize >= 0 then cprint = ((Range /TickSize)-3) *TickSize else cprint = h;

if ((Range /TickSize)-4) *TickSize >=0 then dprint = ((Range /TickSize)-4) *TickSize else dprint = h;

if ((Range /TickSize)-5) *TickSize >=0 then eprint = ((Range /TickSize)-5) *TickSize else eprint = h;

if ((Range /TickSize)-6) *TickSize >=0 then fprint = ((Range /TickSize)-6) *TickSize else fprint = h;

if ((Range /TickSize)-7) *TickSize >=0 then gprint = ((Range /TickSize)-7) *TickSize else gprint = h;

if ((Range /TickSize)-8) *TickSize >=0 then hprint = ((Range /TickSize)-8) *TickSize else hprint = h;

if ((Range /TickSize)-9) *TickSize >=0 then iprint = ((Range /TickSize)-9) *TickSize else iprint = h;

if ((Range /TickSize)-10) *TickSize >=0 then Jprint = ((Range /TickSize)-10) *TickSize else Jprint = h;

if ((Range /TickSize)-11) *TickSize >=0 then Kprint = ((Range /TickSize)-11) *TickSize else Kprint = h;

 

 

 

SidewayArray[1] = high-(Range /TickSize)*(TickSize);

SidewayArray[2] = high-aprint;

SidewayArray[3] = high-bprint;

SidewayArray[4] = high-cprint;

SidewayArray[5] = high-dprint;

SidewayArray[6] = high-eprint;

SidewayArray[7] = high-fprint;

SidewayArray[ 8 ] = high- gprint ;

SidewayArray[ 9] = high- hprint ;

SidewayArray[10] = high- iprint ;

SidewayArray[11] = high- jprint ;

SidewayArray[12] = high- Kprint ;

 

 

 

 

 

 

if SidewayArray[1] <= high[1] and SidewayArray[1] >= low[1] and SidewayArray[1] <= high[2] and SidewayArray[1] >= low[2] and SidewayArray[1] <= high[3] and SidewayArray[1] >= low[3] then begin plot3(highest(h,Barsback)[1],"High[3]");plot4(lowest(l,Barsback)[1],"Low[3]");end;

if SidewayArray[2] <= high[1] and SidewayArray[2] >= low[1] and SidewayArray[2] <= high[2] and SidewayArray[2] >= low[2] and SidewayArray[2] <= high[3] and SidewayArray[2] >= low[3] then begin plot3(highest(h,Barsback)[1],"High[3]");plot4(lowest(l,Barsback)[1],"Low[3]");end;

if SidewayArray[3] <= high[1] and SidewayArray[3] >= low[1] and SidewayArray[3] <= high[2] and SidewayArray[3] >= low[2] and SidewayArray[3] <= high[3] and SidewayArray[3] >= low[3] then begin plot3(highest(h,Barsback)[1],"High[3]");plot4(lowest(l,Barsback)[1],"Low[3]");end;

if SidewayArray[4] <= high[1] and SidewayArray[4] >= low[1] and SidewayArray[4] <= high[2] and SidewayArray[4] >= low[2] and SidewayArray[4] <= high[3] and SidewayArray[4] >= low[3] then begin plot3(highest(h,Barsback)[1],"High[3]");plot4(lowest(l,Barsback)[1],"Low[3]");end;

if SidewayArray[5] <= high[1] and SidewayArray[5] >= low[1] and SidewayArray[5] <= high[2] and SidewayArray[5] >= low[2] and SidewayArray[5] <= high[3] and SidewayArray[5] >= low[3] then begin plot3(highest(h,Barsback)[1],"High[3]");plot4(lowest(l,Barsback)[1],"Low[3]");end;

if SidewayArray[6] <= high[1] and SidewayArray[6] >= low[1] and SidewayArray[6] <= high[2] and SidewayArray[6] >= low[2] and SidewayArray[6] <= high[3] and SidewayArray[6] >= low[3] then begin plot3(highest(h,Barsback)[1],"High[3]");plot4(lowest(l,Barsback)[1],"Low[3]");end;

if SidewayArray[7] <= high[1] and SidewayArray[7] >= low[1] and SidewayArray[7] <= high[2] and SidewayArray[7] >= low[2] and SidewayArray[7] <= high[3] and SidewayArray[7] >= low[3] then begin plot3(highest(h,Barsback)[1],"High[3]");plot4(lowest(l,Barsback)[1],"Low[3]");end;

if SidewayArray[8] <= high[1] and SidewayArray[8] >= low[1] and SidewayArray[8] <= high[2] and SidewayArray[8] >= low[2] and SidewayArray[8] <= high[3] and SidewayArray[8] >= low[3] then begin plot3(highest(h,Barsback)[1],"High[3]");plot4(lowest(l,Barsback)[1],"Low[3]");end;

if SidewayArray[9] <= high[1] and SidewayArray[9] >= low[1] and SidewayArray[9] <= high[2] and SidewayArray[9] >= low[2] and SidewayArray[9] <= high[3] and SidewayArray[9] >= low[3] then begin plot3(highest(h,Barsback)[1],"High[3]");plot4(lowest(l,Barsback)[1],"Low[3]");end;

if SidewayArray[10] <= high[1] and SidewayArray[10] >= low[1] and SidewayArray[10] <= high[2] and SidewayArray[10] >= low[2] and SidewayArray[10] <= high[3] and SidewayArray[10] >= low[3] then begin plot3(highest(h,Barsback)[1],"High[3]");plot4(lowest(l,Barsback)[1],"Low[3]");end;

if SidewayArray[11] <= high[1] and SidewayArray[11] >= low[1] and SidewayArray[11] <= high[2] and SidewayArray[11] >= low[2] and SidewayArray[11] <= high[3] and SidewayArray[11] >= low[3] then begin plot3(highest(h,Barsback)[1],"High[3]");plot4(lowest(l,Barsback)[1],"Low[3]");end;

if SidewayArray[12] <= high[1] and SidewayArray[12] >= low[1] and SidewayArray[12] <= high[2] and SidewayArray[12] >= low[2] and SidewayArray[12] <= high[3] and SidewayArray[12] >= low[3] then begin plot3(highest(h,Barsback)[1],"High[3]");plot4(lowest(l,Barsback)[1],"Low[3]");end;

 

 

 

if SidewayArray[1] <= high[1] and SidewayArray[1] >= low[1] and SidewayArray[1] <= high[2] and SidewayArray[1] >= low[2] and SidewayArray[1] <= high[3] and SidewayArray[1] >= low[3] then barsback =3;

if SidewayArray[2] <= high[1] and SidewayArray[2] >= low[1] and SidewayArray[2] <= high[2] and SidewayArray[2] >= low[2] and SidewayArray[2] <= high[3] and SidewayArray[2] >= low[3] then barsback =3;

if SidewayArray[3] <= high[1] and SidewayArray[3] >= low[1] and SidewayArray[3] <= high[2] and SidewayArray[3] >= low[2] and SidewayArray[3] <= high[3] and SidewayArray[3] >= low[3] then barsback =3;

if SidewayArray[4] <= high[1] and SidewayArray[4] >= low[1] and SidewayArray[4] <= high[2] and SidewayArray[4] >= low[2] and SidewayArray[4] <= high[3] and SidewayArray[4] >= low[3] then barsback =3;

if SidewayArray[5] <= high[1] and SidewayArray[5] >= low[1] and SidewayArray[5] <= high[2] and SidewayArray[5] >= low[2] and SidewayArray[5] <= high[3] and SidewayArray[5] >= low[3] then barsback =3;

if SidewayArray[6] <= high[1] and SidewayArray[6] >= low[1] and SidewayArray[6] <= high[2] and SidewayArray[6] >= low[2] and SidewayArray[6] <= high[3] and SidewayArray[6] >= low[3] then barsback =3;

if SidewayArray[7] <= high[1] and SidewayArray[7] >= low[1] and SidewayArray[7] <= high[2] and SidewayArray[7] >= low[2] and SidewayArray[7] <= high[3] and SidewayArray[7] >= low[3] then barsback =3;

if SidewayArray[8] <= high[1] and SidewayArray[8] >= low[1] and SidewayArray[8] <= high[2] and SidewayArray[8] >= low[2] and SidewayArray[8] <= high[3] and SidewayArray[8] >= low[3] then barsback =3;

if SidewayArray[9] <= high[1] and SidewayArray[9] >= low[1] and SidewayArray[9] <= high[2] and SidewayArray[9] >= low[2] and SidewayArray[9] <= high[3] and SidewayArray[9] >= low[3] then barsback =3;

if SidewayArray[10] <= high[1] and SidewayArray[10] >= low[1] and SidewayArray[10] <= high[2] and SidewayArray[10] >= low[2] and SidewayArray[10] <= high[3] and SidewayArray[10] >= low[3] then barsback =3;

if SidewayArray[11] <= high[1] and SidewayArray[11] >= low[1] and SidewayArray[11] <= high[2] and SidewayArray[11] >= low[2] and SidewayArray[11] <= high[3] and SidewayArray[11] >= low[3] then barsback =3;

if SidewayArray[12] <= high[1] and SidewayArray[12] >= low[1] and SidewayArray[12] <= high[2] and SidewayArray[12] >= low[2] and SidewayArray[12] <= high[3] and SidewayArray[12] >= low[3] then barsback =3;

 

 

 

if SidewayArray[1] <= high[1] and SidewayArray[1] >= low[1] and SidewayArray[1] <= high[2] and SidewayArray[1] >= low[2] and SidewayArray[1] <= high[3] and SidewayArray[1] >= low[3] and SidewayArray[1] <= high[4] and SidewayArray[1] >= low[4] then barsback =4;

if SidewayArray[2] <= high[1] and SidewayArray[2] >= low[1] and SidewayArray[2] <= high[2] and SidewayArray[2] >= low[2] and SidewayArray[2] <= high[3] and SidewayArray[2] >= low[3] and SidewayArray[2] <= high[4] and SidewayArray[2] >= low[4] then barsback =4;

if SidewayArray[3] <= high[1] and SidewayArray[3] >= low[1] and SidewayArray[3] <= high[2] and SidewayArray[3] >= low[2] and SidewayArray[3] <= high[3] and SidewayArray[3] >= low[3] and SidewayArray[3] <= high[4] and SidewayArray[3] >= low[4] then barsback =4;

if SidewayArray[4] <= high[1] and SidewayArray[4] >= low[1] and SidewayArray[4] <= high[2] and SidewayArray[4] >= low[2] and SidewayArray[4] <= high[3] and SidewayArray[4] >= low[3] and SidewayArray[4] <= high[4] and SidewayArray[4] >= low[4] then barsback =4;

if SidewayArray[5] <= high[1] and SidewayArray[5] >= low[1] and SidewayArray[5] <= high[2] and SidewayArray[5] >= low[2] and SidewayArray[5] <= high[3] and SidewayArray[5] >= low[3] and SidewayArray[5] <= high[4] and SidewayArray[5] >= low[4] then barsback =4;

if SidewayArray[6] <= high[1] and SidewayArray[6] >= low[1] and SidewayArray[6] <= high[2] and SidewayArray[6] >= low[2] and SidewayArray[6] <= high[3] and SidewayArray[6] >= low[3] and SidewayArray[6] <= high[4] and SidewayArray[6] >= low[4] then barsback =4;

if SidewayArray[7] <= high[1] and SidewayArray[7] >= low[1] and SidewayArray[7] <= high[2] and SidewayArray[7] >= low[2] and SidewayArray[7] <= high[3] and SidewayArray[7] >= low[3] and SidewayArray[7] <= high[4] and SidewayArray[7] >= low[4] then barsback =4;

if SidewayArray[8] <= high[1] and SidewayArray[8] >= low[1] and SidewayArray[8] <= high[2] and SidewayArray[8] >= low[2] and SidewayArray[8] <= high[3] and SidewayArray[8] >= low[3] and SidewayArray[8] <= high[4] and SidewayArray[8] >= low[4] then barsback =4;

if SidewayArray[9] <= high[1] and SidewayArray[9] >= low[1] and SidewayArray[9] <= high[2] and SidewayArray[9] >= low[2] and SidewayArray[9] <= high[3] and SidewayArray[9] >= low[3] and SidewayArray[9] <= high[4] and SidewayArray[9] >= low[4] then barsback =4;

if SidewayArray[10] <= high[1] and SidewayArray[10] >= low[1] and SidewayArray[10] <= high[2] and SidewayArray[10] >= low[2] and SidewayArray[10] <= high[3] and SidewayArray[10] >= low[3] and SidewayArray[10] <= high[4] and SidewayArray[10] >= low[4] then barsback =4;

if SidewayArray[11] <= high[1] and SidewayArray[11] >= low[1] and SidewayArray[11] <= high[2] and SidewayArray[11] >= low[2] and SidewayArray[11] <= high[3] and SidewayArray[11] >= low[3] and SidewayArray[11] <= high[4] and SidewayArray[11] >= low[4] then barsback =4;

if SidewayArray[12] <= high[1] and SidewayArray[12] >= low[1] and SidewayArray[12] <= high[2] and SidewayArray[12] >= low[2] and SidewayArray[12] <= high[3] and SidewayArray[12] >= low[3] and SidewayArray[12] <= high[4] and SidewayArray[12] >= low[4] then barsback =4;

 

 

 

if SidewayArray[1] <= high[1] and SidewayArray[1] >= low[1] and SidewayArray[1] <= high[2] and SidewayArray[1] >= low[2] and SidewayArray[1] <= high[3] and SidewayArray[1] >= low[3] and SidewayArray[1] <= high[4] and SidewayArray[1] >= low[4] and SidewayArray[1] <= high[5] and SidewayArray[1] >= low[5] then barsback =5;

if SidewayArray[2] <= high[1] and SidewayArray[2] >= low[1] and SidewayArray[2] <= high[2] and SidewayArray[2] >= low[2] and SidewayArray[2] <= high[3] and SidewayArray[2] >= low[3] and SidewayArray[2] <= high[4] and SidewayArray[2] >= low[4] and SidewayArray[2] <= high[5] and SidewayArray[2] >= low[5] then barsback =5;

if SidewayArray[3] <= high[1] and SidewayArray[3] >= low[1] and SidewayArray[3] <= high[2] and SidewayArray[3] >= low[2] and SidewayArray[3] <= high[3] and SidewayArray[3] >= low[3] and SidewayArray[3] <= high[4] and SidewayArray[3] >= low[4] and SidewayArray[3] <= high[5] and SidewayArray[3] >= low[5] then barsback =5;

if SidewayArray[4] <= high[1] and SidewayArray[4] >= low[1] and SidewayArray[4] <= high[2] and SidewayArray[4] >= low[2] and SidewayArray[4] <= high[3] and SidewayArray[4] >= low[3] and SidewayArray[4] <= high[4] and SidewayArray[4] >= low[4] and SidewayArray[4] <= high[5] and SidewayArray[4] >= low[5] then barsback =5;

if SidewayArray[5] <= high[1] and SidewayArray[5] >= low[1] and SidewayArray[5] <= high[2] and SidewayArray[5] >= low[2] and SidewayArray[5] <= high[3] and SidewayArray[5] >= low[3] and SidewayArray[5] <= high[4] and SidewayArray[5] >= low[4] and SidewayArray[5] <= high[5] and SidewayArray[5] >= low[5] then barsback =5;

if SidewayArray[6] <= high[1] and SidewayArray[6] >= low[1] and SidewayArray[6] <= high[2] and SidewayArray[6] >= low[2] and SidewayArray[6] <= high[3] and SidewayArray[6] >= low[3] and SidewayArray[6] <= high[4] and SidewayArray[6] >= low[4] and SidewayArray[6] <= high[5] and SidewayArray[6] >= low[5] then barsback =5;

if SidewayArray[7] <= high[1] and SidewayArray[7] >= low[1] and SidewayArray[7] <= high[2] and SidewayArray[7] >= low[2] and SidewayArray[7] <= high[3] and SidewayArray[7] >= low[3] and SidewayArray[7] <= high[4] and SidewayArray[7] >= low[4] and SidewayArray[7] <= high[5] and SidewayArray[7] >= low[5] then barsback =5;

if SidewayArray[8] <= high[1] and SidewayArray[8] >= low[1] and SidewayArray[8] <= high[2] and SidewayArray[8] >= low[2] and SidewayArray[8] <= high[3] and SidewayArray[8] >= low[3] and SidewayArray[8] <= high[4] and SidewayArray[8] >= low[4] and SidewayArray[8] <= high[5] and SidewayArray[8] >= low[5] then barsback =5;

if SidewayArray[9] <= high[1] and SidewayArray[9] >= low[1] and SidewayArray[9] <= high[2] and SidewayArray[9] >= low[2] and SidewayArray[9] <= high[3] and SidewayArray[9] >= low[3] and SidewayArray[9] <= high[4] and SidewayArray[9] >= low[4] and SidewayArray[9] <= high[5] and SidewayArray[9] >= low[5] then barsback =5;

if SidewayArray[10] <= high[1] and SidewayArray[10] >= low[1] and SidewayArray[10] <= high[2] and SidewayArray[10] >= low[2] and SidewayArray[10] <= high[3] and SidewayArray[10] >= low[3] and SidewayArray[10] <= high[4] and SidewayArray[10] >= low[4] and SidewayArray[10] <= high[5] and SidewayArray[10] >= low[5] then barsback =5;

if SidewayArray[11] <= high[1] and SidewayArray[11] >= low[1] and SidewayArray[11] <= high[2] and SidewayArray[11] >= low[2] and SidewayArray[11] <= high[3] and SidewayArray[11] >= low[3] and SidewayArray[11] <= high[4] and SidewayArray[11] >= low[4] and SidewayArray[11] <= high[5] and SidewayArray[11] >= low[5] then barsback =5;

if SidewayArray[12] <= high[1] and SidewayArray[12] >= low[1] and SidewayArray[12] <= high[2] and SidewayArray[12] >= low[2] and SidewayArray[12] <= high[3] and SidewayArray[12] >= low[3] and SidewayArray[12] <= high[4] and SidewayArray[12] >= low[4] and SidewayArray[12] <= high[5] and SidewayArray[12] >= low[5] then barsback =5;

[nasdaq5048 10]

Also,assuming i have a normal processor, nothing super and if i write 10-20 sets of these, will it kill my processor and freeze very often?

[ant 10]

nasdaq5048,

 

Take a look at the EL code I wrote at the link below. It should answer your questions.

 

https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=55482

 

In general, 10-20 charts with an indicator like this applied to it could cause Tradestation to freeze with heavy volume. It depends on how large the array is, how much cycling through the array is required, and how often the code executes (i.e., at the end of each bar or on every tick). Use the Task Manager of your PC to track memory usage and performance while running your indicators during the day with the markets open. For example, I notice that running multiple Time & Sales windows in Tradestation hampers performance especially with heavy volume.

 

Keep in mind that making this a real-time indicator (updated every tick) will also add considerable complexity to it. Hope this helps.

[nasdaq5048 10]

Thanks! I did managed to simplify my code a little bit after looking at your code.