RE: [amibroker] determining daily H/L/C from intraday data

["Graham" <gkavanagh@xxxxxxxxxxxxx>]

You don't need the ,1 at the end of the high and low
The close price is always the last price of the day (or the last price made
during the day) so you could just use C for the current day, 

w_high  = HighestSince(DateNum()>Ref(DateNum(),-1),H);
w_low   = LowestSince(DateNum()>Ref(DateNum(),-1),L);  
w_close = C;

If these don't work, I may be able to think of a better way, unless others
have a good method already

Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia


-----Original Message-----
From: sheldonskidmore [mailto:sheldon@xxxxxxxxxxxxxxx] 
Sent: Tuesday, 5 August 2003 1:39 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] determining daily H/L/C from intraday data


All,

I am writing an intraday system (works on hourly data) that takes 
yesterday's H/L/C as inputs.  However, I am having a problem getting 
those daily values from my intraday code.  Here is what I have so 
far, but I'm not getting the values I expect (for any of the values):

w_high  = HighestSince(DateNum()>Ref(DateNum(),-1),H,1);
w_low   = LowestSince(DateNum()>Ref(DateNum(),-1),L,1);  
w_close = ValueWhen(DateNum()>Ref(DateNum(),-1),C,1);

Any ideas of what I might be doing wrong?

Thanks,
Sheldon



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