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RE: [amibroker] Re: End of Day Formulas



PureBytes Links

Trading Reference Links

I think your are refering to the use of TimeFrames, please see the help on
this. There are some ready examples that mix different time frames.

best regards,
herman.
  -----Original Message-----
  From: Dean Hodgins [mailto:deanhodgins@xxxxxxxxx]
  Sent: Tuesday, October 05, 2004 4:09 PM
  To: amibroker@xxxxxxxxxxxxxxx
  Subject: [amibroker] Re: End of Day Formulas



  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
  >
  >
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