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I am currently doing some backtesting on a bunch of (1 minute)
intraday data and am looking to create a few indicators that
accumulate throughout the day but reset to a certain level at the
beginning of every new day. However, I am an inexperienced
programmer and am not yet very proficient at creating loops. Perhaps
someone out there can help me. How can I create an indicator with a
loop that shows the intraday high and low?
Here's what I tried so far (it didn't work)...
IntradayH[0]=High[0];
IntradayL[0]=Low[0];
for(i=1;i<BarCount;i++)
{
if(TimeNum()==093000)
{
IntradayH[i]=High[i];
IntradayL[i]=Low[i];
}
else
{
IntradayH[i]=max(IntradayH[i-1], High[i]);
IntradayL[i]=min(IntradayL[i-1], Low[i]);
}
}
Plot( IntradayH, "High", 27); Plot( IntradayL, "Low", 32);
NOTE: I know that I can create the intraday high/low with the
following AFL code...
IntradayH = IIf(TimeNum() == 930000, High, HHV(High, BarsSince(TimeNum
() == 093000)));
IntradayL = IIf(TimeNum() == 930000, Low, LLV(Low, BarsSince(TimeNum
() == 093000)));
...but I want to know how to do it with a loop because I have a
couple of other ideas that also need to be reset at the beginning of
each day, but are too complex to code without a loop (without the
program crashing). If anyone can help it would be much appreciated.
Greg
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