Post Edit:
The title should be: Strange behavior assigning dayHigh / dayLow


I try to get the daily high/low for a defined open range of the New York session for a stock. When assigning the dayLow(ET,0) to a static variable I get other values then assigning is to a local variable in the same code block. What is the reason for that?


Code:
if( !is_after_or and ltod(ET,0) > EndMarket ) {
	   DH = dayHigh(ET,0); // <----
	   DL = dayLow(ET,0);	
	   
 	  double dh_1 = dayHigh(ET,0);  // <----
	 
 	  is_new_day = 0;
  	  is_after_or = true;
  	  
  	  string msg_text = strf( "\n*** Debug INSIDE market open range: Bar Date %s  \nDH: %f,dh_1 %f, DL: %f, dayLow(ET,0) %f, ,StartMarket %d, EndMarket %d   ", 
  	  datetime(), DH,dh_1 ,DL, dayLow(ET,0), StartMarket, EndMarket );

	  if( debug ) print(TO_LOG,msg_text);
 
  	 
	}


writes into the log: please see that DH and dh_1 are different.
DH is a static variable.

*** Debug INSIDE market open range: Bar Date 21.01.15 15:35:00
DH: 110.050003,dh_1 110.139999, DL: 108.269997, dayLow(ET,0) 108.269997, ,StartMarket 830, EndMarket 1030

When I move the DH variable assignment below the DL, the values for DH and dh_1 are correct but the value for the daily low get incorrect.

Code:
// DH = dayHigh(ET,0); commented
DL = dayLow(ET,0);	
DH = dayHigh(ET,0); // moved here from above



returns: here the daily highs (DH, dh_1) are correct but the
daily lows (DH and dayLow(ET,0) ) are incorrect.
*** Debug INSIDE market open range: Bar Date 21.01.15 15:35:00
DH: 110.139999,dh_1 110.139999, DL: 109.900002, dayLow(ET,0) 108.269997, ,StartMarket 830, EndMarket 1030

So literally by just moving the position of the line of code in the same block changes the value, how is this possible?


Full working script:
Code:
#include <profile.c>
 
int debug  = 1;
 
function run()
{
	 
	set(LOGFILE);
	
	BarPeriod =5;
	LookBack  = 60;//40*24+1;
	UnstablePeriod=10;
	Hedge = 0;
	//Stop = 15 * PIP;
	//Trail = 10 * PIP;
	Spread=0.0;
	Lots=100;
	
	StartDate = 20150101;
	EndDate   = 20150202;
	///////////////////////////////////////////////////////////////////////////////////////////////////////
	int marketstart 	= 930;
	int marketend=1600; 
	
	vars Price = series(priceClose()); 	
	
	StartMarket = 830; // open_range_start
	EndMarket = 1030;    // end	
	
 
	static int cur_day = 0 ,is_new_day = 1;
 	static double DH , DL ,atr_avg; 
	static bool is_after_or;
  
   
 	bool is_week_day=ldow(ET,0) <= FRIDAY;
 	vars crosses = series(0);
 	
 	
 /// EVERY RUN
 //	asset("APPL");
 
 	TimeFrame=24;
	atr_avg = (0.05 *((ATR(10) + ATR(30))/2));
	TimeFrame=1;
 
 	
 	/////////////////// / N E W - D A Y //////////////////////////////////////////////////////
 
	if ( is_week_day && day(0) !=  cur_day){ // new day
 
		cur_day = day(0);
		is_new_day = 1;
		is_after_or = false;
	} 

////////////////////// Market Open range/////////////////////////////////////////////////////////////////////////////////
 
	if( !is_after_or and ltod(ET,0) > EndMarket ) {
	DL = dayLow(ET,0);	
	DL = dayLow(ET,0);
	   DH = dayHigh(ET,0);
 	   
	   
 
 	   
	  double dh_1 = dayHigh(ET,0);
	    
	 
 	  is_new_day = 0;
  	  is_after_or = true;
  	  
  	  string msg_text = strf( "\n*** Debug INSIDE market open range: Bar Date %s  \nDH: %f,dh_1 %f, DL: %f, dayLow(ET,0) %f, ,StartMarket %d, EndMarket %d   ", 
  	  datetime(), DH,dh_1 ,DL, dayLow(ET,0), StartMarket, EndMarket );

	  if( debug ) print(TO_LOG,msg_text);
 
  	 
	}
}

Last edited by dr_panther; 09/12/16 20:03.