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

[amibroker] Re: End of Day Formulas



PureBytes Links

Trading Reference Links


Kind thanks Herman for your reply to my question but I'm still a bit 
confused (or perhaps I'm just missing something here) 

As I understand it the interval that is set in AMI determines the 
values retrieved for O,H,L & C. Hence if I'm using a 15 minute chart 
these values are "tied" to this interval. I wanted to know if I could 
use a 15 minute chart (or any other variable) and incorprate daily 
formulas in my scans. For example 8/5 EMA cross using 15 minute chart 
and exceeding previous days high - or something along those lines. 
How would I reference O,H,L,C values for daily data while using 15 
min interval?

Thanks & Regards,


Dean H.
 




--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen" 
<psytek@xxxx> wrote:
>       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@x...]
>   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 --------------------~--> 
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/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/