# Range Bar in kdb **URL:** \ **Category:** Community Support\ **Tags:** imported, kdb-and-q\ **Created:** [July 23, 2024, 2:36pm UTC](https://forum.kx.com/t/range-bar-in-kdb/14005 "2024-07-23T14:36:34Z")\ **Posts on this page:** 7\ **Page:** 1
**Author:** ![rgiu70](https://sea2.discourse-cdn.com/flex002/user_avatar/forum.kx.com/rgiu70/32/128_2.png) [@rgiu70](https://forum.kx.com/u/rgiu70)\ **Post date:** [July 23, 2024, 2:36pm UTC](https://forum.kx.com/t/range-bar-in-kdb/14005/1 "2024-07-23T14:36:34Z")
[https://learninghub.kx.com/forums/topic/range-bar-in-kdb](https://learninghub.kx.com/forums/topic/range-bar-in-kdb) Hi all, I am a new kdb user, i'm trying step by step to transform backtest logic written in Python into q language. Specifically, I am encountering problems replicating logic for constant range bars (https://help.cqg.com/cqgic/19/default.htm#!Documents/rangebarrb.htm). If I am not mistaken, conceptually, the scan logic should be used to replace a traditional for loop, but unfortunately, I cannot achieve the desired result. Below, I share very rudimentary code that runs correctly but is actually very slow. Any suggestions to adapt this logic efficiently? Thanks // Constant range bars, the bars update each time the "high - low" target is reached rangeBars:{[lastPrice; rangeTarget] candle: enlist 1; cumulativeRange: 0; candleIdx: 1; high: first lastPrice; low: first lastPrice; loopFn: {[params] lastPrice: params 0; rangeTarget: params 1; cumulativeRange: params 2; candleIdx: params 3; high: params 4; low: params 5; candle: params 6; index: params 7; / Update high & low if[lastPrice[index] \> high; cumulativeRange+: abs lastPrice[index] - high; high: lastPrice[index]]; if[lastPrice[index] \< low; cumulativeRange+: abs lastPrice[index] - low; low: lastPrice[index]]; / Trigger cond triggerCond: cumulativeRange \> rangeTarget; / Update Variables if trigger if[triggerCond; candleIdx+: 1; cumulativeRange: 0; high: lastPrice[index]; low: lastPrice[index]; ]; candle,: candleIdx; (lastPrice; rangeTarget; cumulativeRange; candleIdx; high; low; candle; index + 1) }; / Loop params: (lastPrice; rangeTarget; cumulativeRange; candleIdx; high; low; candle; 0); do[count lastPrice - 1; params: loopFn params]; :params 6; }; lastPrice: 1.0500 1.0501 1.0502 1.0503 1.0504 1.0505 1.0506 1.0507 1.0508 1.0509 1.0510 1.0511 1.0512; rangeTarget: 0.0003; / (3 pips) rangeBars[lastPrice; rangeTarget] ---
**Author:** ![unterrainer\_ale](https://sea2.discourse-cdn.com/flex002/user_avatar/forum.kx.com/unterrainer_ale/32/108_2.png) [@unterrainer\_ale](https://forum.kx.com/u/unterrainer_ale)\ **Post date:** [July 23, 2024, 3:52pm UTC](https://forum.kx.com/t/range-bar-in-kdb/14005/2 "2024-07-23T15:52:12Z")
Hi rgiu70, not sure if this is what you are looking for, but if you have a table and just want to get the open, high, low, close by sym you can run the following query ```` `q)t:([] sym:20?`AAPL`MSFT`C; price:20?100.0) q)t sym price ------------- MSFT 39.27524 MSFT 51.70911 C 51.59796 AAPL 40.66642 MSFT 17.80839 C 30.17723 MSFT 78.5033 C 53.47096 MSFT 71.11716 AAPL 41.1597 AAPL 49.31835 MSFT 57.85203 C 8.388858 MSFT 19.59907 C 37.5638 AAPL 61.37452 AAPL 52.94808 C 69.16099 AAPL 22.96615 MSFT 69.19531 q)exec `o`h`l`c!(first;max;min;last)@\:price by sym from t | o h l c ----| ----------------------------------- AAPL| 40.66642 61.37452 22.96615 22.96615 C | 51.59796 69.16099 8.388858 69.16099 MSFT| 39.27524 78.5033 17.80839 69.19531 q) ` ---
**Author:** ![unterrainer\_ale](https://sea2.discourse-cdn.com/flex002/user_avatar/forum.kx.com/unterrainer_ale/32/108_2.png) [@unterrainer\_ale](https://forum.kx.com/u/unterrainer_ale)\ **Post date:** [July 23, 2024, 3:53pm UTC](https://forum.kx.com/t/range-bar-in-kdb/14005/3 "2024-07-23T15:53:07Z")
@laura would you mind formatting my answer? thanks ---
**Author:** ![rgiu70](https://sea2.discourse-cdn.com/flex002/user_avatar/forum.kx.com/rgiu70/32/128_2.png) [@rgiu70](https://forum.kx.com/u/rgiu70)\ **Post date:** [July 23, 2024, 4:13pm UTC](https://forum.kx.com/t/range-bar-in-kdb/14005/4 "2024-07-23T16:13:35Z")
Thank you for the response. Specifically, I would like to create bars from a tick-by-tick dataset, where each bar has a specific range (for example, 10 pips). So, every time the max-min range is equal to 10, the "counter" should reset and start counting max-min again. Every time the range is greater than 10, a new OHLC bar is generated. ---
**Author:** ![rgiu70](https://sea2.discourse-cdn.com/flex002/user_avatar/forum.kx.com/rgiu70/32/128_2.png) [@rgiu70](https://forum.kx.com/u/rgiu70)\ **Post date:** [July 23, 2024, 4:17pm UTC](https://forum.kx.com/t/range-bar-in-kdb/14005/5 "2024-07-23T16:17:39Z")
This is a specific example for this type of bars (range bar chart): ---
**Author:** ![rgiu70](https://sea2.discourse-cdn.com/flex002/user_avatar/forum.kx.com/rgiu70/32/128_2.png) [@rgiu70](https://forum.kx.com/u/rgiu70)\ **Post date:** [July 23, 2024, 4:24pm UTC](https://forum.kx.com/t/range-bar-in-kdb/14005/6 "2024-07-23T16:24:12Z")
So it is necessary to: 1. Map the cumulative (high - low) 2. If the cumulative (high - low) is greater than the set range, then a new bar is generated, independent of time 3. When a new bar is generated, the high - low "counter" must reset and start from 0 Unfortunately, I can't recreate this logic with scan. In the example I shared, it is very rudimentary but it works. That is, every time the range exceeds the set value, an index number is incremented by 1 (new bar index). ---
**Author:** ![sujoy13](https://avatars.discourse-cdn.com/v4/letter/s/90db22/32.png) [@sujoy13](https://forum.kx.com/u/sujoy13)\ **Post date:** [July 27, 2024, 6:25am UTC](https://forum.kx.com/t/range-bar-in-kdb/14005/7 "2024-07-27T06:25:31Z")
It seems to me, you need to break when the range is met. ``` f:{1+1\_first -2#{x,last where z=abs y[last x] - y}[;x;y]\ [{0\<=last deltas -2#x};0]} where (1+til count c)!c:deltas f[lastPrice;rangeTarget] 1 1 1 1 2 2 2 3 3 3 4 4 4 ```