RS_DailyDataArray (Series Function)
DisclaimerThe RS_DailyDataArray series function has been designed for use with intraday charts only. It extracts daily data from intraday data and makes it available to subsequently called functions like RS_Average and RS_Extremes that use this daily data.
Syntax
RS_DailyDataArray(NumDays, oDataArray, oIndex, oSubArray)
Returns (Integer)
The oDataArray, oIndex, and oSubArray output parameters return the data items listed in the parameters table. The function itself returns a value of 1.
Parameters
|
Name |
Type |
Description |
|
NumDays |
Numeric |
Number of days of daily data required. This is used to determine the initial look-back period, so that NumDays worth of data is available to CurrentBar = 1. |
|
oDataArray |
Numeric |
Output array (2 dimensional) returns 12 daily data items for each of the preceding NumDays, and may contain data for additional days. (Note: The calling routine must declare the size of this array as 12-by-MaxNumDays, with MaxNumDays >= NumDays.) At least NumDays worth of data will be available at CurrentBar = 1. After that, additional days of data will continue to accumulate in the array until the array is filled up. The array is implemented as a circular buffer, and loads backwards starting from column MaxNumDays down to column 0. Each time a loading pass is completed, the array starts re-loading from column MaxNumDays again.
The 12 daily data items are as follows: 1 – Day open 2 – Day high 3 – Day low 4 – Day close (not available for current day) 5 – Day volume 6 – Day midrange (not available for current day) 7 – Day true high (not available for current day) 8 – Day true low (not available for current day) 9 – Day true range (not available for current day) 10 – Day high bar number 11 – Day low bar number 12 – Day number
|
|
oIndex |
Numeric |
Output variable returns the number of the oDataArray column in which the data for the current day is being loaded. |
|
oSubArray |
Numeric |
Output array returns 3 pieces of data – the Day high (1), Day low (2), and Day number (3) of the final partial day in the MaxBarsBack buffer, at the bar preceding CurrentBar = 1. (Note: The calling routine must declare the size of this array to be 3; element 0 is not used.) |
Remarks
This approach is intended primarily for use with RadarScreen indicators, where only one datastream can be used; in charting, similar calculations can be performed more easily using a multi-data approach.
This function will raise a run time error if it is applied to any chart other than intraday (minute bars).
Example
inputs: NumDays( 3 ), RowToAvg( 6 ), Offset( 0 ) ;
variables: NumDaysPlusOffset( NumDays + Offset ), Index( 0 ) ;
arrays: DataArray[ 12, 100 ]( 0 ), SubArray[3]( 0 ) ;
Value1 = RS_DailyDataArray( NumDaysPlusOffset, DataArray, Index, SubArray ) ;
Value2 = RS_Average( RowToAvg, NumDays, Offset, DataArray, Index ) ;
Plot1( Value2 ) ;