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Herman,
I don't think so. I want to know that I am
seeing the last bar of the day to be able to enter the "if statement". Only
if the price stays within certain limits the entire day then I want to
enter the "if statement". Now I look one day ahead to find this bar:<FONT
color=#000000>AND phase_arr[ i ] ==
1 <FONT
color=#000000>AND phase_arr[ i + <FONT
color=#ff00ff>1] != <FONT
color=#ff00ff>1
So I need to know that I see the last
"hour" or "minute" bar of that day before I want to enter the "if
statement". Here the "if statement" I use currently that uses a future
bar:
<FONT
color=#008000> // stay in area 1 and
cover position at the close<FONT
size=2>
<FONT
color=#800000>if (<FONT
color=#000000>L[ i ] > B1[ i ] <FONT
color=#000000>AND <FONT
color=#000000>H[ i ] < HBOP[ i ]
AND phase_arr[ i ]
== 1 <FONT
color=#000000>AND phase_arr[ i + <FONT
color=#ff00ff>1] != <FONT
color=#ff00ff>1<FONT
color=#000000>) {
<FONT
color=#008000>// cover at close<FONT
face="Courier New">
<FONT
color=#000000>Cover[ i ] = <FONT
color=#ff00ff>1<FONT
color=#000000>;
<FONT
color=#000000>CoverPrice[ i ] = <FONT
color=#000000>C<FONT
size=2>[ i ];
reaction_position_short
= 0<FONT
face="Courier New">;
} <FONT
color=#800000>else<FONT
size=2>
<FONT face="Courier New"
color=#800000>
So I like the code to
look like without using a future bar:
<FONT
color=#008000> // stay in area 1 and
cover position at the close<FONT
size=2>
<FONT
color=#800000>if (<FONT
color=#000000>L[ i ] > B1[ i ] <FONT
color=#000000>AND <FONT
color=#000000>H[ i ] < HBOP[ i ]
AND
ThisIsTheLastBarOfThisDay<FONT
size=2>) {
<FONT
color=#008000>// cover at close<FONT
face="Courier New">
<FONT
color=#000000>Cover[ i ] = <FONT
color=#ff00ff>1<FONT
color=#000000>;
<FONT
color=#000000>CoverPrice[ i ] = <FONT
color=#000000>C<FONT
size=2>[ i ];
reaction_position_short
= 0<FONT
face="Courier New">;
} <FONT
color=#800000>else<FONT
face="Courier New">
<FONT
face="Courier New">regards,
Ed
<FONT face="Courier New"
color=#800000>
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
Herman van den
Bergen
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, May 20, 2004 1:23
PM
Subject: RE: [amibroker] last bar in day,
close price
<FONT
size=2>can't you use
DaysClosePrice = <FONT
face="Lucida Console" color=#0000ff>TimeFrameGetPrice<FONT
face="Lucida Console">(<FONT face="Lucida Console"
color=#ff00ff>"C"<FONT
face="Lucida Console">,inDaily);
<FONT face=Arial
size=2>herman
<FONT face=Tahoma
size=2>-----Original Message-----From: ed
[mailto:ed2000nl@xxxxxxx]Sent: Thursday, May 20, 2004 6:58
AMTo: <A
href="">amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] last bar in day, close price
hello,
I want to be able find the close price of
the last bar inside a day using intraday data.
The problem is that if the price stays within a
certain range during the day the position is closed at the close price.
However I need to know what the last bar is of that day otherwise it would
close out the position at the first intraday bar.
The condition therefor becomes:
1) Price is within the range.
2) AND this is the last intraday bar of
this day.
Currently I look one bar ahead to find that it
is the last bar of this day but this is not what I want,
thanks for help,
rgds, Ed Send
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