/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar == 1)
{
Print("Date,open,high,low,close,sessionLow,sessionHigh");
}
if (Bars.BarsSinceSession == 100000000)
{
double value = StdDev(High, 100)[0];
Print(Time + " The current StdDev value is " + value.ToString());
// Time Series Forecast function displays the statistical trend of a
// security's price over a specified time period based on linear regression analysis.
value = TSF(6, 20)[0];
Print(Time + " The current TSF value is " + value.ToString());
double median = (GetMedian(Open, 9));
Print(Time + " The median of the last 10 open prices is: " + GetMedian(Open, 9).ToString());
DrawVerticalLine(CurrentBar + "line", 0, Color.Blue);
}
if (Bars.FirstBarOfSession)
{
double open = Bars.GetDayBar(tradingDaysBack).Open;
double high = Bars.GetDayBar(tradingDaysBack).High;
double low = Bars.GetDayBar(tradingDaysBack).Low;
double close = Bars.GetDayBar(tradingDaysBack).Close;
Print(Bars.GetDayBar(tradingDaysBack).Time + "," + open + "," + high + "," + low + "," + close + "," + sessionLow + "," + sessionHigh);
}
if (ToTime(Time[0]) == ToTime(hour, minute, 0))
{
sessionHigh = High[HighestBar(High, Bars.BarsSinceSession - 1)];
sessionLow = Low[LowestBar(Low, Bars.BarsSinceSession - 1)];
}
//NetVolDoublerAlert nd = new NetVolDoublerAlert();
}
protected override void OnBarUpdate()
{
//BK add ****************************
if (Bars.FirstBarOfSession && FirstTickOfBar)
{
sessioncount = sessioncount + 1;
}
if (sessioncount < 8)
{
return; // Need 7 days of bars
}
if (Bars.FirstBarOfSession)
{
//Build Array for 7 days back data
for (int i = 1; i < 8; i++)
{
// Get Day data for previous days 1-7
if (Bars.GetDayBar(i) != null)
{
d_high[i] = Bars.GetDayBar(i).High;
d_low[i] = Bars.GetDayBar(i).Low;
}
}
}
//*******************************************************
// Get 7 Day High and Low
//*******************************************************
d_high_7 = 0;
d_low_7 = 999;
for (int i = 1; i < 8; i++) //
{
if (d_high[i] > d_high_7)
{
d_high_7 = d_high[i];
}
if (d_low[i] < d_low_7)
{
d_low_7 = d_low[i];
}
}
if (CurrentDayOHL().CurrentHigh[0] > d_high_7)
{
d_high_7 = CurrentDayOHL().CurrentHigh[0];
}
if (CurrentDayOHL().CurrentLow[0] < d_low_7)
{
d_low_7 = CurrentDayOHL().CurrentLow[0];
}
//*************************************
ma.Set(EMA(SMA(Median, period), smooth)[0]);
if (CurrentBar > 0 &&
Volume[0] == 0 || Volume[1] == 0)
{
return;
}
//**************
// Long Orders
//**************
if (ToTime(Time[0]) > starttime &&
ToTime(Time[0]) < endtime &&
Position.MarketPosition != MarketPosition.Long &&
ma[0] > ma[entrydisplacement] &&
ma[1] <= ma[entrydisplacement + 1]
// BK Add
&& CurrentDayOHL().CurrentLow[0] > d_low_7)
{
EnterLong(numcontracts, "Long");
if (Close[0] < Open[0])
{
// SetStopLoss("Long",CalculationMode.Price,Close[0]-((stoploss-4)*TickSize),false);
stoppricelong = Close[0] - ((stoploss - 4) * TickSize);
}
else
{
// SetStopLoss("Long",CalculationMode.Price,Close[0]-(stoploss*TickSize),false);
stoppricelong = Close[0] - (stoploss * TickSize);
}
entrypricelong = Close[0];
entrybarlong = CurrentBar;
}
//*****************
// Short Orders
//*****************
else if ((direction == 0 || direction == -1) &&
ToTime(Time[0]) > starttime &&
ToTime(Time[0]) < endtime &&
Position.MarketPosition != MarketPosition.Short &&
ma[0] < ma[entrydisplacement] &&
ma[1] >= ma[entrydisplacement + 1]
// BK Add
&& CurrentDayOHL().CurrentHigh[0] < d_high_7)
{
EnterShort(numcontracts, "Short");
if (Close[0] > Open[0])
{
// SetStopLoss("Short",CalculationMode.Price,Close[0]+((stoploss-4)*TickSize),false);
stoppriceshort = Close[0] + ((stoploss - 4) * TickSize);
}
else
{
// SetStopLoss("Short",CalculationMode.Price,Close[0]+(stoploss*TickSize),false);
stoppriceshort = Close[0] + (stoploss * TickSize);
}
entrypriceshort = Close[0];
entrybarshort = CurrentBar;
}
//******************
// Long Exits
//******************
else if (Position.MarketPosition == MarketPosition.Long)
{
DrawLine("entry", true, CurrentBar - entrybarlong + 3, entrypricelong, 0, entrypricelong, Color.Black, DashStyle.Solid, 1);
DrawLine("stop", true, CurrentBar - entrybarlong + 3, stoppricelong, 0, stoppricelong, Color.Black, DashStyle.Solid, 1);
DrawTextFixed("positionlong", "Current PNL: " + RoundPrice((Close[0] - entrypricelong) / TickSize), TextPosition.Center, Color.White, textFont, Color.Black, Color.Black, 10);
if (ma[0] < ma[entrydisplacement] ||
Close[0] <= stoppricelong)
{
ExitLong("Long");
// DrawTriangleUp("long"+CurrentBar,true,0,Channel(43).Lower[1],Color.Black);
}
}
//****************
// Short Exits
//****************
else if (Position.MarketPosition == MarketPosition.Short)
{
DrawLine("entry", true, CurrentBar - entrybarshort + 3, entrypriceshort, 0, entrypriceshort, Color.Black, DashStyle.Solid, 1);
DrawLine("stop", true, CurrentBar - entrybarshort + 3, stoppriceshort, 0, stoppriceshort, Color.Black, DashStyle.Solid, 1);
DrawTextFixed("positionshort", "Current PNL: " + RoundPrice((entrypriceshort - Close[0]) / TickSize), TextPosition.Center, Color.White, textFont, Color.Black, Color.Black, 10);
if (ma[0] > ma[entrydisplacement] ||
Close[0] >= stoppriceshort)
{
ExitShort("Short");
}
}
//**************************
// Remove Drawing Objects
//**************************
if (Position.MarketPosition != MarketPosition.Long)
{
RemoveDrawObject("positionlong");
}
if (Position.MarketPosition != MarketPosition.Short)
{
RemoveDrawObject("positionshort");
}
if (Position.MarketPosition == MarketPosition.Flat)
{
RemoveDrawObject("entry");
RemoveDrawObject("stop");
}
//***********************************
// Plot PnL/ Stats ... on Chart
//***********************************
// if ((int) Performance.AllTrades.TradesPerformance.Currency.CumProfit != previousPNL)
// Print(Time[0] + " " + Performance.LongTrades.TradesPerformance.Currency.CumProfit.ToString("0") + " + " + Performance.ShortTrades.TradesPerformance.Currency.CumProfit.ToString("0") + " = " + Performance.AllTrades.TradesPerformance.Currency.CumProfit.ToString("0"));
DrawTextFixed("pnl", "All: " + Performance.AllTrades.TradesCount + " W:" + (Performance.AllTrades.WinningTrades.Count) + " L: " + (Performance.AllTrades.LosingTrades.Count) +
" PNL: $" + (int)Performance.AllTrades.TradesPerformance.Currency.CumProfit +
"\nLongs: " + Performance.LongTrades.TradesCount + " W: " + (Performance.LongTrades.WinningTrades.Count) + " L: " + (Performance.LongTrades.LosingTrades.Count) +
" PNL: $" + (int)Performance.LongTrades.TradesPerformance.Currency.CumProfit +
"\nShorts: " + Performance.ShortTrades.TradesCount + " W: " + (Performance.ShortTrades.WinningTrades.Count) + " L: " + (Performance.ShortTrades.LosingTrades.Count) +
" PNL: $" + (int)Performance.ShortTrades.TradesPerformance.Currency.CumProfit +
"\nAccount: " + this.Account.Name +
"\nAccountBalance: " + this.GetAccountValue(AccountItem.CashValue).ToString("0")
, TextPosition.TopLeft, Color.White, textFont, Color.Black, Color.Black, 10);
previousPNL = (int)Performance.AllTrades.TradesPerformance.Currency.CumProfit;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
//string kObj = "OnBarUpdate";
if (Bars == null)
{
return;
}
IBDataSeries ib30;
IBDataSeries ib60;
IBDataSeries ibEOD;
#region IBPrior
if (Bars.BarsSinceSession == 0)
{
recordIB30 = true;
recordIBEOD = true;
recordIB60 = true;
ib30 = new IBDataSeries()
{
StartBarSinceSession = Bars.BarsSinceSession,
TradeDate = Bars.GetTradingDayFromLocal(Time[0]).ToShortDateString(),
PriorDayOpen = Bars.GetDayBar(1).Open,
PriorDayHigh = Bars.GetDayBar(1).High,
PriorDayLow = Bars.GetDayBar(1).Low,
PriorDayClose = Bars.GetDayBar(1).Close,
PriorVolume = Bars.GetDayBar(1).Volume,
CurrDayOpen = Open[0],
IBOpen = Open[0]
};
ib60 = new IBDataSeries()
{
StartBarSinceSession = Bars.BarsSinceSession,
TradeDate = Bars.GetTradingDayFromLocal(Time[0]).ToShortDateString(),
PriorDayOpen = Bars.GetDayBar(1).Open,
PriorDayHigh = Bars.GetDayBar(1).High,
PriorDayLow = Bars.GetDayBar(1).Low,
PriorDayClose = Bars.GetDayBar(1).Close,
PriorVolume = Bars.GetDayBar(1).Volume,
CurrDayOpen = Open[0],
IBOpen = Open[0]
};
ibEOD = new IBDataSeries()
{
StartBarSinceSession = Bars.BarsSinceSession,
TradeDate = Bars.GetTradingDayFromLocal(Time[0]).ToShortDateString(),
PriorDayOpen = Bars.GetDayBar(1).Open,
PriorDayHigh = Bars.GetDayBar(1).High,
PriorDayLow = Bars.GetDayBar(1).Low,
PriorDayClose = Bars.GetDayBar(1).Close,
PriorVolume = Bars.GetDayBar(1).Volume,
CurrDayOpen = Open[0],
IBOpen = Open[0]
};
dIB30.Add(idxIB30, ib30);
dIB60.Add(idxIB60, ib60);
dIBEOD.Add(idxIBEOD, ibEOD);
idxIB30++;
idxIB60++;
idxIBEOD++;
//kLog(kObj, "PRIOR", String.Format(" {0} prior. O {2} H {3} L {4} C {5} V {6} R {7}",
// ib.StartBarSinceSession,
// ib.TradeDate,
// ib.PriorDayOpen.ToString("0.00"),
// ib.PriorDayHigh.ToString("0.00"),
// ib.PriorDayLow.ToString("0.00"),
// ib.PriorDayClose.ToString("0.00"),
// ib.PriorVolume.ToString("0"),
// (ib.PriorDayClose - ib.PriorDayOpen).ToString("0.00")
// ));
}
#endregion
#region IB30
if (ToTime(Time[0]) >= ib30Time && recordIB30 == true)
{
double ibHigh = 0;
double ibLow = 9999;
int emaCrossCount = 0;
int ibBullCount = 0;
int ibBearCount = 0;
int ibDojiCount = 0;
double ibVolume = 0;
string name = "IB30";
for (int i = 0; i < Bars.BarsSinceSession; i++)
{
ibHigh = Math.Max(ibHigh, High[i]);
ibLow = Math.Min(ibLow, Low[i]);
ibVolume = ibVolume + Volume[i];
if (Close[i] - Open[i] > 0)
{
ibBullCount++;
}
else if (Close[i] - Open[i] < 0)
{
ibBearCount++;
}
else if (Close[i] - Open[i] == 0)
{
ibDojiCount++;
}
if ((CrossAbove(EMA(emaPrimaryPeriod), EMA(emaReferencePeriod), i)) || (CrossBelow(EMA(emaPrimaryPeriod), EMA(emaReferencePeriod), i)))
{
emaCrossCount++;
}
}
if (dIB30.Count > 0)
{
dIB30[dIB30.Count - 1].IBClose = Close[0];
dIB30[dIB30.Count - 1].IBEndBar = Bars.BarsSinceSession;
dIB30[dIB30.Count - 1].IBLow = ibLow;
dIB30[dIB30.Count - 1].IBVolume = ibVolume;
dIB30[dIB30.Count - 1].IBHigh = ibHigh;
dIB30[dIB30.Count - 1].IBBullCount = ibBullCount;
dIB30[dIB30.Count - 1].IBBearCount = ibBearCount;
dIB30[dIB30.Count - 1].IBDojiCount = ibDojiCount;
dIB30[dIB30.Count - 1].IBEmaPrimaryAtClose = EMA(emaPrimaryPeriod)[0];
dIB30[dIB30.Count - 1].IBEmaReferenceAtClose = EMA(emaReferencePeriod)[0];
dIB30[dIB30.Count - 1].IBEmaCrossCount = emaCrossCount;
string insertIB30 = String.Format("Insert into algoIB values ('{0}','{1}','{2}','{3}','{4}','{5}','{6}','{7}','{8}','{9}','{10}','{11}','{12}','{13}','{14}','{15}')",
dIB30[dIB30.Count - 1].TradeDate.ToString() + "-" + name,
dIB30[dIB30.Count - 1].TradeDate,
name,
dIB30[dIB30.Count - 1].IBOpen,
dIB30[dIB30.Count - 1].IBHigh,
dIB30[dIB30.Count - 1].IBLow,
dIB30[dIB30.Count - 1].IBClose,
dIB30[dIB30.Count - 1].IBVolume,
dIB30[dIB30.Count - 1].StartBarSinceSession,
dIB30[dIB30.Count - 1].IBEndBar,
dIB30[dIB30.Count - 1].IBBullCount,
dIB30[dIB30.Count - 1].IBBearCount,
dIB30[dIB30.Count - 1].IBDojiCount,
dIB30[dIB30.Count - 1].IBEmaCrossCount,
dIB30[dIB30.Count - 1].IBEmaPrimaryAtClose.ToString("0.00"),
dIB30[dIB30.Count - 1].IBEmaReferenceAtClose.ToString("0.00")
);
Print(insertIB30);
MySqlCommand insertIBQuery30 = new MySqlCommand(insertIB30, dbConn);
insertIBQuery30.ExecuteNonQuery();
recordIB30 = false; // to prevent double prints
}
}
#endregion
#region IB60
if (ToTime(Time[0]) >= ib60Time && recordIB60 == true)
{
double ibHigh = 0;
double ibLow = 9999;
int emaCrossCount = 0;
int ibBullCount = 0;
int ibBearCount = 0;
int ibDojiCount = 0;
double ibVolume = 0;
string name = "IB60";
for (int i = 0; i < Bars.BarsSinceSession; i++)
{
ibHigh = Math.Max(ibHigh, High[i]);
ibLow = Math.Min(ibLow, Low[i]);
ibVolume = ibVolume + Volume[i];
if (Close[i] - Open[i] > 0)
{
ibBullCount++;
}
else if (Close[i] - Open[i] < 0)
{
ibBearCount++;
}
else if (Close[i] - Open[i] == 0)
{
ibDojiCount++;
}
if ((CrossAbove(EMA(emaPrimaryPeriod), EMA(emaReferencePeriod), i)) || (CrossBelow(EMA(emaPrimaryPeriod), EMA(emaReferencePeriod), i)))
{
emaCrossCount++;
}
}
if (dIB60.Count > 0)
{
dIB60[dIB60.Count - 1].IBClose = Close[0];
dIB60[dIB60.Count - 1].IBEndBar = Bars.BarsSinceSession;
dIB60[dIB60.Count - 1].IBLow = ibLow;
dIB60[dIB60.Count - 1].IBVolume = ibVolume;
dIB60[dIB60.Count - 1].IBHigh = ibHigh;
dIB60[dIB60.Count - 1].IBBullCount = ibBullCount;
dIB60[dIB60.Count - 1].IBBearCount = ibBearCount;
dIB60[dIB60.Count - 1].IBDojiCount = ibDojiCount;
dIB60[dIB60.Count - 1].IBEmaPrimaryAtClose = EMA(emaPrimaryPeriod)[0];
dIB60[dIB60.Count - 1].IBEmaReferenceAtClose = EMA(emaReferencePeriod)[0];
dIB60[dIB60.Count - 1].IBEmaCrossCount = emaCrossCount;
string insertIB60 = String.Format("Insert into algoIB values ('{0}','{1}','{2}','{3}','{4}','{5}','{6}','{7}','{8}','{9}','{10}','{11}','{12}','{13}','{14}','{15}')",
dIB60[dIB60.Count - 1].TradeDate.ToString() + "-" + name,
dIB60[dIB60.Count - 1].TradeDate,
name,
dIB60[dIB60.Count - 1].IBOpen,
dIB60[dIB60.Count - 1].IBHigh,
dIB60[dIB60.Count - 1].IBLow,
dIB60[dIB60.Count - 1].IBClose,
dIB60[dIB60.Count - 1].IBVolume,
dIB60[dIB60.Count - 1].StartBarSinceSession,
dIB60[dIB60.Count - 1].IBEndBar,
dIB60[dIB60.Count - 1].IBBullCount,
dIB60[dIB60.Count - 1].IBBearCount,
dIB60[dIB60.Count - 1].IBDojiCount,
dIB60[dIB60.Count - 1].IBEmaCrossCount,
dIB60[dIB60.Count - 1].IBEmaPrimaryAtClose.ToString("0.00"),
dIB60[dIB60.Count - 1].IBEmaReferenceAtClose.ToString("0.00")
);
Print(insertIB60);
try
{
MySqlCommand insertIBQuery60 = new MySqlCommand(insertIB60, dbConn);
insertIBQuery60.ExecuteNonQuery();
}
catch (Exception ex)
{
Print(ex.ToString());
}
recordIB60 = false; // to prevent double prints
}
}
#endregion
#region IBEOD
if (ToTime(Time[0]) >= ibEndTime && recordIBEOD == true)
{
double ibHigh = 0;
double ibLow = 9999;
int emaCrossCount = 0;
int ibBullCount = 0;
int ibBearCount = 0;
int ibDojiCount = 0;
double ibVolume = 0;
string name = "IBEOD";
for (int i = 0; i < Bars.BarsSinceSession; i++)
{
ibHigh = Math.Max(ibHigh, High[i]);
ibLow = Math.Min(ibLow, Low[i]);
ibVolume = ibVolume + Volume[i];
if (Close[i] - Open[i] > 0)
{
ibBullCount++;
}
else if (Close[i] - Open[i] < 0)
{
ibBearCount++;
}
else if (Close[i] - Open[i] == 0)
{
ibDojiCount++;
}
if ((CrossAbove(EMA(emaPrimaryPeriod), EMA(emaReferencePeriod), i)) || (CrossBelow(EMA(emaPrimaryPeriod), EMA(emaReferencePeriod), i)))
{
emaCrossCount++;
}
}
if (dIBEOD.Count > 0)
{
dIBEOD[dIBEOD.Count - 1].IBClose = Close[0];
dIBEOD[dIBEOD.Count - 1].IBEndBar = Bars.BarsSinceSession;
dIBEOD[dIBEOD.Count - 1].IBLow = ibLow;
dIBEOD[dIBEOD.Count - 1].IBVolume = ibVolume;
dIBEOD[dIBEOD.Count - 1].IBHigh = ibHigh;
dIBEOD[dIBEOD.Count - 1].IBBullCount = ibBullCount;
dIBEOD[dIBEOD.Count - 1].IBBearCount = ibBearCount;
dIBEOD[dIBEOD.Count - 1].IBDojiCount = ibDojiCount;
dIBEOD[dIBEOD.Count - 1].IBEmaPrimaryAtClose = EMA(emaPrimaryPeriod)[0];
dIBEOD[dIBEOD.Count - 1].IBEmaReferenceAtClose = EMA(emaReferencePeriod)[0];
dIBEOD[dIBEOD.Count - 1].IBEmaCrossCount = emaCrossCount;
string insertIBEOD = String.Format("Insert into algoIB values ('{0}','{1}','{2}','{3}','{4}','{5}','{6}','{7}','{8}','{9}','{10}','{11}','{12}','{13}','{14}','{15}')",
dIBEOD[dIBEOD.Count - 1].TradeDate.ToString() + "-" + name,
dIBEOD[dIBEOD.Count - 1].TradeDate,
name,
dIBEOD[dIBEOD.Count - 1].IBOpen,
dIBEOD[dIBEOD.Count - 1].IBHigh,
dIBEOD[dIBEOD.Count - 1].IBLow,
dIBEOD[dIBEOD.Count - 1].IBClose,
dIBEOD[dIBEOD.Count - 1].IBVolume,
dIBEOD[dIBEOD.Count - 1].StartBarSinceSession,
dIBEOD[dIBEOD.Count - 1].IBEndBar,
dIBEOD[dIBEOD.Count - 1].IBBullCount,
dIBEOD[dIBEOD.Count - 1].IBBearCount,
dIBEOD[dIBEOD.Count - 1].IBDojiCount,
dIBEOD[dIBEOD.Count - 1].IBEmaCrossCount,
dIBEOD[dIBEOD.Count - 1].IBEmaPrimaryAtClose.ToString("0.00"),
dIBEOD[dIBEOD.Count - 1].IBEmaReferenceAtClose.ToString("0.00")
);
Print(insertIBEOD);
MySqlCommand insertIBQuery = new MySqlCommand(insertIBEOD, dbConn);
insertIBQuery.ExecuteNonQuery();
recordIBEOD = false; // to prevent double prints
}
}
#endregion
}
protected override void OnBarUpdate()
{
if (Bars.IsFirstBarOfSession)
{
Print(string.Format("Bar number {0} was the first bar processed of the session at {1}.",
CurrentBar, Time[0]));
}
GIFibonacci fib = GIFibonacci(1);
Print(CurrentBar + ":BarsInProgress, Bars.GetDayBar(1)=" + BarsInProgress + "," + Bars.GetDayBar(1));
if (BarsInProgress != 0)
{
return;
}
if (Bars.GetDayBar(1) != null)
{
// Print(string.Format( "{0}: day[1] Hi={1}, Lo={2}, Close={3}, day[0] high={4}, low={5}, open={6}",
// CurrentBar, Bars.GetDayBar(1).High, Bars.GetDayBar(1).Low, Bars.GetDayBar(1).Close,
// CurrentDayOHL().CurrentHigh[0], CurrentDayOHL().CurrentLow[0], CurrentDayOHL().CurrentOpen[0]));
if (ShowLastdayHL)
{
LastDaySpt[0] = Bars.GetDayBar(1) == null? double.MinValue:Bars.GetDayBar(1).Low; //Values[4][0] = Bars.GetDayBar(1).Low;
LastDayRst[0] = Bars.GetDayBar(1) == null? double.MaxValue:Bars.GetDayBar(1).High; //Values[5][0] = Bars.GetDayBar(1).High;
CheckLastDayHLEvent();
}
if (ShowLastdayClose)
{
LastDayClose[0] = Bars.GetDayBar(1).Close;
}
if (ShowTodayOpen)
{
if (IsStartTimeBar(GetTimeByHM(TM_OpenStartH, TM_OpenStartM, true), ToTime(Time[0]), ToTime(Time[1])))
{
today_open = Open[0];
}
if (today_open > 0)
{
TodayOpen[0] = today_open; //CurrentDayOHL().CurrentOpen[0];
}
}
if (ShowOvernightHL)
{
if (GetOvernightHigh() > 0)
{
OverNightRst[0] = overnight_hi;
}
if (GetOvernightLow() > 0)
{
OverNightSpt[0] = overnight_lo;
}
}
getHLByTimeRange.Update();
//Print(CurrentBar + ":" + ShowOpenHL + "," + getHLByTimeRange.SnRRange + "," + getHLByTimeRange.SnRRanges);
if (ShowOpenHL && getHLByTimeRange.SnRRange != null)
{
OpenRst[0] = getHLByTimeRange.SnRRange.Resistance.SnRPrice;
OpenSpt[0] = getHLByTimeRange.SnRRange.Support.SnRPrice;
}
}
//double Rst = GIGetHighLowByTimeRange(High, 8, 30, 9, 30).HighestHigh[0];
//double Spt = GIGetHighLowByTimeRange(Low, 8, 30, 9, 30).LowestLow[0];
// Go long if we have three up bars on all bars objects
//if (Close[0] > Open[0] && Closes[1][0] > Opens[1][0] && Closes[2][0] > Opens[2][0])
// if(CurrentBar > 10*BarsRequiredToPlot && Bars.IsFirstBarOfSession)
// Print(CurrentBar + ":[" + High[0] + "," + Low[0] + "]--[" + Highs[1][1] + "," + Lows[1][1] + "]");
}