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Hi Gary,
Thanks for the suggestion.... I think for futures
trading using overnight data is more appropriate ... at least my trading buddies
think so ... so I m puting together an RT version. The whole thing is
about what the "herd" beleives so the self fulfilling part of this business
rotates on the "herd" mentality.
DO you have any expreience comparing effectiveness
of these levels (from EOD data or 24 hr data) for futures trading?
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Gary
A. Serkhoshian
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, December 18, 2003 11:21
AM
Subject: Re: [amibroker] Re: indicator
calculations and chart display
Hey Ara,
Why not do this for your S/R levels since they are based on daily close
anyway? Hopefully will save you some work as I finished these earlier
this week.
//PIVOT LEVELS
TimeFrameSet(inDaily);
P = (H+L+C) /3;
R1 = 2*P - L;
RM1 = (P + R1) /2;
S1 = 2*P - H;
SM1 = ((P- S1)/2) + S1;
R2 = (P - S1) + R1;
RM2 = (R1 + R2) / 2;
S2 = P - (R1 - S1);
SM2 = ( (S1 - S2) / 2 ) + S2;
DC = C;
DH = H;
DL = L;
TimeFrameRestore();
Plot(<FONT
color=#0000ff>TimeFrameExpand(DC,inDaily),<FONT
color=#ff00ff>"Close
Day",colorCustom13,styleDots+styleLine+styleNoRescale);<FONT
color=#0000ff>
Plot(<FONT
color=#0000ff>TimeFrameExpand(DH,inDaily),<FONT
color=#ff00ff>"High
Day",colorBlue,styleLine+styleNoRescale);<FONT
color=#0000ff>
Plot(<FONT
color=#0000ff>TimeFrameExpand(DL,inDaily),<FONT
color=#ff00ff>"Low
Day",colorBlue,styleLine+styleNoRescale);<FONT
color=#0000ff>
Plot(<FONT
color=#0000ff>TimeFrameExpand(P,inDaily),<FONT
color=#ff00ff>"Pivot
Level",colorYellow,styleLine+styleNoRescale);<FONT
color=#0000ff>
Plot(<FONT
color=#0000ff>TimeFrameExpand(R1,inDaily),<FONT
color=#ff00ff>"R1",colorAqua,styleLine+styleNoRescale);<FONT
color=#0000ff>
Plot(<FONT
color=#0000ff>TimeFrameExpand(RM1,inDaily),<FONT
color=#ff00ff>"M1+",colorWhite,styleLine+styleNoRescale);<FONT
color=#0000ff>
Plot(<FONT
color=#0000ff>TimeFrameExpand(S1,inDaily),<FONT
color=#ff00ff>"S1",colorAqua,styleLine+styleNoRescale);<FONT
color=#0000ff>
Plot(<FONT
color=#0000ff>TimeFrameExpand(SM1,inDaily),<FONT
color=#ff00ff>"M1-",colorWhite,styleLine+styleNoRescale);<FONT
color=#0000ff>
Plot(<FONT
color=#0000ff>TimeFrameExpand(R2,inDaily),<FONT
color=#ff00ff>"R2",colorAqua,styleLine+styleNoRescale);<FONT
color=#0000ff>
Plot(<FONT
color=#0000ff>TimeFrameExpand(RM2,inDaily),<FONT
color=#ff00ff>"M2+",colorWhite,styleLine+styleNoRescale);<FONT
color=#0000ff>
Plot(<FONT
color=#0000ff>TimeFrameExpand(S2,inDaily),<FONT
color=#ff00ff>"S2",colorAqua,styleLine+styleNoRescale);<FONT
color=#0000ff>
Plot(<FONT
color=#0000ff>TimeFrameExpand(SM2,inDaily),<FONT
color=#ff00ff>"M2-",colorWhite,styleLine+styleNoRescale);
//COMMENTARY
"COLOR LEGEND FOR PIVOT LEVELS";
"YELLOW = PIVOT LEVEL";
"AQUA = S/R LEVELS";
"WHITE = MID-LEVELS";
"BLUE = HIGH/LOW DAY";
"PURPLE = CLOSE DAY";Ara Kaloustian
<ara1@xxxxxxxxxx> wrote:
<BLOCKQUOTE class=replbq
>Jay,if
you are trying to create S/R levels from overnight data, and show
tradinghours only, you need to compute your parameters once in the
morning from 24hr data and save them in an ATC. The you can change your
preferences anddisplay trading hours only.You would use the
saved data to draw the S/R lines.If this is your application, I am
working on the same thing ... will be donein a couple of
days.----- Original Message ----- From:
<jaykwok@xxxxxxxxxxx>To:
<amibroker@xxxxxxxxxxxxxxx>Sent: Wednesday, December 17, 2003 9:16
PMSubject: [amibroker] Re: indicator calculations and chart
display> Thanks for the quick reply, Graham.>>
I'm looking at a 24 hour market like the emini S&P. I only want
to> see the day session but want my indicators to be calculated!
based on> the entire 24 hour session.>> I know I can
filter out bars through File - Database but then my> indicators would
only be calculated on day session data.>> --- In
amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:>
> What market are you trading?> > To just display part of the
day if in intraday then use the File -> Database> >
settings - intraday settings - filter pre/after hours, and set the>
market> > hours.> > As far as the indicators excluding
the out of session quotes you> would need> > to set a time
for this.> > Eg> > C = iif( timenum()>=090000 and
timenum()<=163000, C, Null);> >> > I am not certain
if the indicator will include the out of session> bars in>
> its period, but maybe if this is something you want to
permanently> do, then> > remove the un! wanted data. Eg
export the quotes that you want to a> csv file> > and
import back to new database would be one way.> > Or maybe
something similar to the above for C> > emac = iif(
timenum()>=090000 and timenum()<=163000, EMA(c,5),>
Null);> >> >> >> > Cheers,>
> Graham> > <A
href="">http://groups.msn.com/asxsharetrading>
> <A
href="">http://groups.msn.com/fmsaustralia>
>> > -----Original Message-----> > From: jaykwok@xxxx
[mailto:jaykwok@xxxx]> > Sent: Thursday, 18 December 2003 12:48
PM> > To: amibroker@xxxxxxxxxxxxxxx> > Subject:
[amibroker] indicator calculations and chart display> >>
>> > Hi,> >> > How would I only display the
"day session" on my charts but have> > indicators (eg ema(c,50))
based on the 24 hour session?> >> > Thanks,>
>> > J> >> >> > Send BUG REPORTS
to bugs@xxxx> > Send SUGGESTIONS to suggest@xxxx> >
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