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Hello,
I have been using a plugin by Daniel...which is very efficient....
/*
Requires deDateTime AmiBroker Plugin DLL.
You can get the DLL at http://www.amibroker.net/3rdparty/deDateTime.zip
*/
MarketOpen = 93000; // May need to change this to reflect the first
possible time available in your data (ie 93100)
MarketClose = 160000; // May need to change this to reflect the last
possible time available in your data (ie 155900)
DaysBack = 1; // Note: By adjusting Daysback to a greater value, all
the calculations below will go back a number of corresponding days (ie:
Daysback = 5 means 5 days ago, Daysback = 1 is yesterday)
YHigh =
ValueWhen(deFlagLastBarOfDay(MarketClose),HHV(H,BarsSince(deFlagFirstBarOfDay(MarketOpen))),DaysBack);
YLow =
ValueWhen(deFlagLastBarOfDay(MarketClose),LLV(L,BarsSince(deFlagFirstBarOfDay(MarketOpen))),DaysBack);
YClose = ValueWhen(deFlagLastBarOfDay(MarketClose),C,DaysBack);
yOpen = ValueWhen(deFlagLastBarOfDay(MArketopen),O,Daysback);
Hope this helps.
Anthony
"vzhig " wrote:
> Dear all,
>
> I'm having trouble with identifying yesterday's closing price in my
> intraday strategy. I'm doing it like this:
>
> Cl = ValueWhen(TimeNum()==155900.00, C, 1);
>
> but the problem is that for some stocks/days 15:59 bar is not present
> and then the last day with 15:59 bar gets referenced.
>
> Daychange = Day() != Ref(Day(), -1);
> Cl = ValueWhen(Daychange, Ref(C,-1), 1);
>
> doesn't fit either because it is influenced by afterhours trading.
>
> Any ideas?
>
>
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