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PureBytes Links
Trading Reference Links
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Period1 = 7;
// Determine Time base
//File: Mod - DateTime<FONT face=Arial
size=2>//Compute Data Interval
EOD = IIf(Interval()
> 5000 AND Interval() < 100000,1,0);Weekly =
IIf(Interval() > 100000 AND Interval() < 1000000,1,0);Monthly =
IIf(Interval() > 2000000,1,0);RT5s =
IIf(Interval() == 5,1,0);RT1 = IIf(Interval()
== 60,1,0);RT2 = IIf(Interval() ==
120,1,0);RT5 = IIf(Interval() ==
300,1,0);RT15 = IIf(Interval() ==
900,1,0);RT30 = IIf(Interval() ==
1800,1,0);RT60 = IIf(Interval() ==
3600,1,0);RT195 = IIf(Interval() ==
11700,1,0);RT390 = IIf(Interval() ==
23400,1,0);RT = IIf(Interval()
< 23401,1,0);Time_Int = Interval() / 60;_N(Period =
WriteIf(EOD,"Daily",WriteIf(Weekly,"Weekly",WriteIf(Monthly,"Monthly",""))));
//Compute DateY1 = Year();M1 =
Month();D1 = Day();_N(DateStamp = WriteVal(M1,1.0) + "/" +
WriteVal(D1,1.0) + "/" + WriteVal(Y1,1.0));
//Compute TimeHr = Hour();Mn =
Minute();
_N(TimeStamp = WriteVal(Hr,1.0) + ":" +
WriteIf(Mn<10,"0","") + WriteVal(Mn,1.0) +
WriteIf(Hr<12,"am","pm"));_N(Time = WriteIf(RT,TimeStamp,""));
// end of time base code<FONT
color=#0000ff size=1>
_N(QP2_Sym1 = <FONT color=#ff00ff
size=1>"!COMP");
_N(eSig_Sym1= <FONT color=#ff00ff
size=1>"$COMPQ");
_N<FONT
size=1>(Issue1 = WriteIf<FONT
size=1>(EOD OR Weekly OR Monthly,QP2_Sym1,eSig_Sym1));
// Select different symbols based on EOD or RT<FONT
color=#0000ff size=1>
// Reference Formula: Stoc = ((Close -
LLV(Low,period)) / (HHV(High,Period)-LLV(Low,Period))) * 100;<FONT
size=1>
Issue1_C = Foreign<FONT
size=1>(Issue1,"Close"<FONT
size=1>);
Issue1_H = Foreign<FONT
size=1>(Issue1,"High"<FONT
size=1>);
Issue1_L = Foreign<FONT
size=1>(Issue1,"Low"<FONT
size=1>);
Inx1_StocRaw = ((Issue1_C - LLV<FONT
size=1>(Issue1_L,Period1)) / (HHV<FONT
size=1>(Issue1_H,Period1)-LLV<FONT
size=1>(Issue1_L,Period1))) * 100<FONT
size=1>; // Raw stochastic
I am using
the above formula to compute the raw stochastic of NASDAQ and
DJ.
This works fine for EOD and RT from 1 min to 60 min
bars. When I switch to 195 min or 390 min bars, the LLV and HHV calculations
return {EMPTY} arrays.
Anyone see the problem?
Thanks
Ara
<FONT face=Arial color=#000000
size=2>
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