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Hello,
an update have been dobe to the timeframe dll it includes mintes
bars, you can plot price array of n minutes on a 1 minutes chart.
I agree with anthony , the open is now given of first day of week,
of hour , of minute.
but all price array of prev time frame are given on first bar of
actual time frame.
see help below ( all is in third party)
TIMEFRAME
1.WEEKLY TIME FRAME
The dll includes
WEEKLY PRICE ARRAY :
This dll takes no parameters
The close is the close of the last day of the week TwC(),
The open is the open of the first day of the week TwO(),
The high is the highest high of the week TwH(),
The low is the lowest low of the week TwL(),
The volume is the sum of the volume on the week TwV()
ALL THESE WEEKLY PRICES ARE PLOTTED ON THE FIRST DAY OF THE WEEK AND
CORRESPOND TO THE PRICE OF THE PREVIOUS WEEK, SO THEY DO NOT LOOK IN
THE FUTURE AND CAN BE BACKTESTED
EXAMPLES
Title="Time Frame Weekly Bars";
Plot(Close,"",1,32+64);
Plot( TwO() ,"",colorYellow,1);
Plot( TwC() ,"",colorWhite,1);
Plot( TwL() ,"",colorGreen,1);
Plot( TwH() ,"",colorRed,1);
The dll includes
INDICATOR with ARRAY :
First parameter is the Array and MUST BE A WEEKLY PRICE TwC() ++++
Second parameter is the period based on weekly time frame ++++
TwRSI ( Array, period)
TwHHV ( Array, period)
TwLLV ( Array, period)
TwMA ( Array, period)
TwEMA ( Array, period)
TwLinRegSlope ( Array, period)
For Bollinger Band there is a
Third parameter the standard deviations usually set at 2
TwBBandBot( Array, period , standard deviations)
TwBBandTop( Array, period , standard deviations)
EXAMPLES
Title="RSI Weekly";
WeekPrice = TwC();
Plot( TwRSI (WeekPrice,3) ,"",colorBlue,1);
Plot( RSIA (C,14) ,"",colorRed,1);
Title="Weekly Bollinger";
WeekPrice = TwC();
Plot( TwMA (WeekPrice,20) ,"",colorRed,1);
Plot( WeekPrice ,"",colorWhite,1);
Plot( C ,"",colorBlack,64);
WbandBot= TwBBandBot ( WeekPrice,20,2);
Plot( wBandBot ,"",colorRed,1);
WbandTop= TwBBandTop ( WeekPrice,20,2);
Plot( wBandTop ,"",colorRed,1);
Title="Average Weekly";
WeekPrice = TwC();
Plot(C,"",1,64);
Plot( WeekPrice ,"",colorWhite,1);
Plot( TwHHV (WeekPrice,3) ,"",colorYellow,1);
Plot( TwLLV (WeekPrice,3) ,"",colorGreen,1);
Plot( TwMA (WeekPrice,3) ,"",colorBlue,1);
Plot( TwEMA (WeekPrice,3) ,"",colorRed,1);
Title="LinRegSlope Weekly";
WeekPrice = TwC();
Plot( TwLinRegSlope (WeekPrice,5) ,"",colorRed,1);
ADDITION OF WEEKLY CCI (12 sept 2002) available with Version
4.12 of amibroker
Title="weekkly CCI";
Graph1 = TwCCI(TwC(),3);
2.HOURLY TIME FRAME
the hourly indicators work on intraday data less than 1 hour (
minute bar for example)
HOURLY PRICE array
This dll takes no parameters
The close is the close of the last bar of the previous hour ThC(),
The open is the open of the first bar of the previous hour ThC(),
The high is the highest high of the previous hour ThH(),
The low is the lowest low of the previous hour ThL(),
The volume is the sum of the volume of the previous hour ThV()
Title="Hourly Price";
Plot(C,"",1,64);
Plot( ThO() ,"",colorYellow,1);
Plot( ThC() ,"",colorWhite,1);
Plot( ThL() ,"",colorGreen,1);
Plot( ThH() ,"",colorRed,1);
HOURLY INDICATORS
First parameter is the Array and MUST BE A hourly PRICE ThC() ++++
Second parameter is the period based on hourly time frame ++++
HHV LLV and EMA hourly indicators are available
ThHHV ( Array, period)
ThLLV ( Array, period)
ThEMA ( Array, period)
EXAMPLE
HourlyPrice = ThC();
Plot(C,"",1,64);
Plot( HourlyPrice ,"",colorWhite,1);
Plot( ThHHV (HourlyPrice,3) ,"",colorYellow,1);
Plot( ThLLV (HourlyPrice,3) ,"",colorGreen,1);
Plot( ThEMA (HourlyPrice,3) ,"",colorRed,1);
3.MINUTE TIME FRAME
this dll is ONLY available with minutes bars
it takes one parameter: the number of minutes
for example TmC(5) returns the close of a previous bar of 5 minutes
every hour the period is reset at zero +++
Title="Time Frame Minutes Bars";
Plot(Close,"",1,32+64);
Plot( TmO(5) ,"",colorYellow,1);
Plot( TmC(5) ,"",colorWhite,1);
Plot( TmL(5) ,"",colorGreen,1);
Plot( TmH(5) ,"",colorRed,1);
Some indicators are available, but it is very slow if you have a
lonh historical data of minutes bars
For example TmHHV(TmH(5),5,3)
HHV takes 3 parameters
One is the array
Second is numeric ( the same value as the array
Third is the period to compute the HHV
Title="Time Frame Minutes Bars";
Plot(Close,"",1,32+64);
Plot( TmC(5) ,"",colorWhite,1);
Plot( TmHHV(TmH(5),5,3) ,"",colorRed,1);
Plot( TmLLV(TmL(5),5,3) ,"",colorGreen,1);
There is also
Plot( TmCCI(TmC(5),5,3) ,"",colorGreen,1);
Plot( TmEMA(TmC(5),5,3) ,"",colorGreen,1);
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