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[amibroker] Re: Excluding last trades



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I'll give you a hand if you can spell out the requirements...

if <condition> 
then <step>

...don't need syntax, just steps...

walt

--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> The ASX has a market auction similar to pre-open to determine the
> official close price. The closing is then timed against ticker
> alphabet to stagger them, like market opens. Then ther are the after
> market trades beyond this time. It gets more complex as on the last
> trade day of each month the auction time is longer.
> So normal close would be between 4:05 and 4:08pm, then at month end
> 4:10 to 4:13pm. These times for example of what happens.
> 
> I want to include the actual last trades of official market, and
> exclude any further after amrket trades/transfers. There are no 
trades
> between 4:00pm and the auction close. Of course there are also cases
> of no trades after 4pm.
> 
> Can anyone help with how to write this in AFL.
> something like
> 
> LateTrade = timenum()== valuewhen( cross( timenum(), 160001 ), 
timenum() );
> UseVol = V * LateTrade;
> 
> just not sure how to make certain all the above requirements are 
met.
> 
> TIA
> 
> -- 
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/





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