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Ara, do you have enough
bars for the HHV at the higher intervals
Cheers,Graham<A
href="">http://groups.msn.com/ASXShareTrading<A
href="">http://groups.msn.com/FMSAustralia
<FONT
face=Tahoma size=2>-----Original Message-----From: Ara Kaloustian
[mailto:ara1@xxxxxxxxxx] Sent: Tuesday, 2 December 2003 5:54
AMTo: Ami-MainSubject: [amibroker] AFL - LLV /
HHV
Period1 = 7<FONT
size=1>;
// 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
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
// 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 - <FONT color=#0000ff
size=1>LLV(Issue1_L,Period1)) / (<FONT
color=#0000ff size=1>HHV(Issue1_H,Period1)-<FONT
color=#0000ff size=1>LLV(Issue1_L,Period1))) *
100; <FONT
color=#008000 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
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