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it seems to work.
I defined:
timebar =
Cross(<FONT
color=#0000ff>TimeNum(),<FONT
color=#ff00ff>160000<FONT
face="Courier New" size=3>);
and then in the loop I
use:
<FONT
face="Courier New">if
(L[ i ] > B1[ i
] AND <FONT
color=#000000>H[ i ] < HBOP[ i ]
AND timebar[ i ] ==
1<FONT
face="Courier New" size=3>) {
<FONT
face="Courier New" size=3>
<FONT face=Arial
size=2>thanks for your help
rgds, Ed<FONT
color=#000000>
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Herman van den
Bergen
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, May 20, 2004 2:18
PM
Subject: RE: [amibroker] last bar in day,
close price
Perhaps there is something in this toolbox-snippet that you
can use:// RT Time referencesStartOfDay = DateNum() !=
Ref(DateNum(),-1);EndOfDay = (DateNum() != Ref(DateNum(),1)) OR
(BarIndex() ==
(BarCount-1));DaysOpenBar=Cross(TimeNum(),093000);DaysCloseBar=Cross(TimeNum(),160000);PreHours
= TimeNum() < 093000;AfterHours = TimeNum() > 160000;NormalHours
= NOT (PreHours OR AfterHours);// Significant PricesDaysFirstPrice
= ValueWhen(StartOfDay, Open);DaysOpenPrice =
TimeFrameGetPrice("O",inDaily);DaysLastPrice = ValueWhen(EndOfDay,
Close);DaysClosePrice = TimeFrameGetPrice("C",inDaily);PreHourChange =
DaysOpenPrice - DaysFirstPrice;AfterHoursChange = DaysLastPrice -
DaysClosePrice;DayChange = DaysClosePrice -
DaysOpenPrice;/*Plot(C,"C",1,128);Plot(DaysFirstPrice,"DaysFirstPrice",5,1);Plot(DaysLastPrice
,"DaysLastPrice ",4,1);Plot(DaysOpenPrice ,"DaysOpenPrice
",6,1);Plot(DaysClosePrice ,"DaysClosePrice
",7,1);Plot(EndOfDay,"",4,2|styleOwnScale,0,1);Plot(StartOfDay,"",5,2|styleOwnScale,0,1);Plot(DaysOpenBar,"",6,2|styleOwnScale,0,1);Plot(DaysCloseBar,"",7,2|styleOwnScale,0,1);Plot(PreHours
,"",6,2|styleOwnScale|styleArea,0,1);Plot(NormalHours
,"",7,2|styleOwnScale|styleArea,0,1);Plot(AfterHours
,"",9,2|styleOwnScale|styleArea,0,1);-----Original
Message-----From: ed [mailto:ed2000nl@xxxxxxx]Sent: Thursday, May 20,
2004 7:42 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] last
bar in day, close priceImportance: HighHerman,I don't
think so. I want to know that I am seeing the last bar of the day tobe
able to enter the "if statement". Only if the price stays within
certainlimits the entire day then I want to enter the "if statement". Now
I lookone day ahead to find this bar:AND phase_arr[ i ] == 1 AND
phase_arr[ i + 1] != 1So I need to know that I see the last "hour" or
"minute" bar of that daybefore I want to enter the "if statement". Here
the "if statement" I usecurrently that uses a future
bar: // stay in area 1
and cover position at the
close if (L[ i ] > B1[
i ] AND H[ i ] < HBOP[ i ] AND phase_arr[ i ] == 1AND phase_arr[ i + 1]
!= 1)
{ //
cover at
close
Cover[ i ] =
1;
CoverPrice[ i ] = C[ i
];
reaction_position_short =
0; } elseSo I
like the code to look like without using a future
bar: // stay in area 1
and cover position at the
close if (L[ i ] > B1[
i ] AND H[ i ] < HBOP[ i ] ANDThisIsTheLastBarOfThisDay)
{ //
cover at
close
Cover[ i ] =
1;
CoverPrice[ i ] = C[ i
];
reaction_position_short =
0; }
elseregards,Ed----- Original Message
-----From: Herman van den BergenTo: amibroker@xxxxxxxxxxxxxxxSent:
Thursday, May 20, 2004 1:23 PMSubject: RE: [amibroker] last bar in day,
close pricecan't you useDaysClosePrice =
TimeFrameGetPrice("C",inDaily);herman-----Original
Message-----From: ed [mailto:ed2000nl@xxxxxxx]Sent: Thursday, May 20,
2004 6:58 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] last bar
in day, close pricehello,I want to be able find the close
price of the last bar inside a day usingintraday data.The problem
is that if the price stays within a certain range during the daythe
position is closed at the close price. However I need to know what thelast
bar is of that day otherwise it would close out the position at thefirst
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 daybut this is
not what I want,thanks for help,rgds, EdSend BUG
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