[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] End of Day Formulas



PureBytes Links

Trading Reference Links

      GETRTDATA
      - retrieves the real-time data fields Miscellaneous functions
      (AFL 2.60)


      SYNTAX  GetRTData(''fieldname'')
      RETURNS NUMBER
      FUNCTION  Retrieves the LAST (the most recent) value of the following
fields reported by streaming real time data source:

        a.. "Ask" - current best ask price
        b.. "AskSize " - current ask size
        c.. "Bid" - current best bid price
        d.. "BidSize " - current bid size
        e.. "52WeekHigh" - 52 week high value
        f.. "52WeekHighDate" - 52 week high date (in datenum format)
        g.. "52WeekLow" - 52 week low value
        h.. "52WeekLowDate" - 52 week low date (in datenum format)
        i.. "Change" - change since yesterdays close
        j.. "Dividend" - last dividend value
        k.. "DivYield" - dividend yield
        l.. "EPS" - earnings per share
        m.. "High" - current day's high price
        n.. "Low" - current day's low price
        o.. "Open" - current day's open price
        p.. "Last" - last trade price
        q.. "OpenInt" - current open interest
        r.. "Prev" - previous day close
        s.. "TotalVolume" - total today's volume
        t.. "TradeVolume" - last trade volume
        u.. "ChangeDate" - datenum (YYYMMDD) of last data change
        v.. "ChangeTime" - timenum (HHMMSS) of last data change
        w.. "UpdateDate" - datenum (YYYMMDD) of last data update
        x.. "UpdateTime" - timenum (HHMMSS) of last data update
        y.. "Shares" - total number of shares
      Note 1: this function is available ONLY in PROFESSIONAL edition,
calling it using Standard edition will give you NULL values for all fields

      Note 2: works only if data source uses real time data source (plugin)

      Note 3: availablity of data depends on underlying data source - check
the real-time quote window to see if given field is available

      Note 4: function result represents the current value at the time of
the call /formula execution/, and they will be refreshed depending on chart
or commentary refresh interval /settable in preferences/. Built-in real time
quote window is refreshed way more often (at least 10 times per second)

      EXAMPLE "Bid = "+GetRTData("Bid");
      "Ask = "+GetRTData("Ask");
      "Last = "+GetRTData("Last");
      "Vol = "+GetRTData("TradeVolume");

      "EPS = "+GetRTData("EPS");
      "52week high = "+GetRTData("52weekhigh");

  -----Original Message-----
  From: Dean Hodgins [mailto:deanhodgins@xxxxxxxxx]
  Sent: Friday, October 01, 2004 12:28 PM
  To: amibroker@xxxxxxxxxxxxxxx
  Subject: [amibroker] End of Day Formulas


  I'm wondering if there are specific variables that can be used
  in analysis, scans etc that reference end of previous day values for
  open, high, low & close regardless of the time interval actually used
  for these purposes. For example I use 30 minute bars and AFL formulas
  that reference this time frame however it would be useful to
  incorporate calcs that rely on end of day data for previous day to
  supplement existing formulas.

  Thansk & Regards,

  Dean H





  Check AmiBroker web page at:
  http://www.amibroker.com/

  Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html


        Yahoo! Groups Sponsor
              ADVERTISEMENT





----------------------------------------------------------------------------
--
  Yahoo! Groups Links

    a.. To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

    b.. To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

    c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.



[Non-text portions of this message have been removed]



------------------------ Yahoo! Groups Sponsor --------------------~--> 
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/