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well actually to catch the last bar you need to
use:
<FONT
face="Courier New">
timebar =
Cross(<FONT
color=#0000ff>TimeNum(),<FONT
color=#ff00ff>155900<FONT
face="Courier New" size=3>); <FONT face=Arial
size=2><FONT face="Courier New"
size=3>
<FONT
face="Courier New" size=3>and then you have to use a densely traded stock
because for ENZN for instance it does not see the last bar this way. .... you
need to use more like 155000
<FONT
face="Courier New" size=3>
so if there are other ways to get this last bar I
am still interested,
rgds, Ed
<FONT
face="Courier New" size=3>
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
ed
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, May 20, 2004 3:11
PM
Subject: Re: [amibroker] last bar in day,
close price
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
H[ i ] < HBOP[
i ] AND timebar[
i ] == 1<FONT
color=#000000>) {
<FONT
face="Courier New" size=3>
<FONT face=Arial
size=2>thanks for your help
rgds, Ed<FONT
color=#000000>
<FONT
size=2>
<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 REPORTS to
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