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Sheldon,
I've been working on this and have the solution that will give you
the values for the day before:
// Walt Schwarz (aka Hiry Mug) 8/4/2003
//
sel=DateNum()!=Ref(DateNum(),-1);
tgtS=LastValue(ValueWhen(sel,BarIndex(),2));
tgtE=LastValue(ValueWhen(sel,BarIndex(),1));
DayHigh = ValueWhen( BarIndex()== tgtE,
HHV( High,tgtE-ValueWhen (BarIndex()== tgtS ,tgtS)) );
DayLow = ValueWhen( BarIndex()== tgtE,
LLV(Low,tgtE-ValueWhen (BarIndex()== tgtS ,tgtS)) );
DayClose=ValueWhen(BarIndex()== tgtE,C);
Plot(DayHigh,"Hi",colorRed);
Plot(DayLow,"Lo",colorBlue);
Plot(DayClose,"C",colorGold);
//
I am still trying to get the numbers for previous days so I can back-
test...
Walt
>> Intra-day sure has it's idiosyncrasies (I am working with 1 minute
data)
--- In amibroker@xxxxxxxxxxxxxxx, "sheldonskidmore" <sheldon@xxxx>
wrote:
> 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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