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thnx for replying.where do I put this dll?In amibroker directory?
--- In amibroker@xxxxxxxxxxxxxxx, "gunovanengel" <gunovanengel@xxxx>
wrote:
> download http://www.amibroker.org/3rdparty/deDateTime.zip
> study this afl
> Regards
> Guno
>
>
> MaxGraph=5;
> GraphXSpace = 1;
>
> // Start of variables used to calculate custom formulas
>
> // Defines market hours
> MarketOpen = 93000;
> MarketClose = 161500;
> MarketHours = deFlagTimeRange(MarketOpen, MarketClose);
> FirstBarOfDay = deFlagFirstBarOfDay(MarketOpen);
> LastBarOfDay = deFlagLastBarOfDay(MarketClose);
> enumMarketHours = BarsSince(FirstBarOfDay);
>
> // First 5 minutes of Opening Range
> OR5High = deTimeRangeHHV(H,MarketOpen,93500);
> OR5Low = deTimeRangeLLV(L,MarketOpen,93500);
> OR5Median = (OR5High+OR5Low)/2;
>
> // First 15 minutes of Opening Range
> OR15High = deTimeRangeHHV(H,MarketOpen,94500);
> OR15Low = deTimeRangeLLV(L,MarketOpen,94500);
>
> // First 60 minutes of Opening Range
> OR60High = deTimeRangeHHV(H,MarketOpen,103000);
> OR60Low = deTimeRangeLLV(L,MarketOpen,103000);
>
> // Yesterdays Daily values. Note: By adjusting Daysback to a greater
> value, all the calculations below will go back a number of
> corresponding days (ie: Daysback = 5 means 5 days ago)
> DaysBack = 1;
>
> YesterdaysHigh = ValueWhen(Ref(deFlagLastBarOfDay(MarketClose),-
> 1),deTimeRangeHHV(H,MarketOpen,MarketClose),DaysBack);
> YesterdaysLow = ValueWhen(Ref(deFlagLastBarOfDay(MarketClose),-
> 1),deTimeRangeLLV(L,MarketOpen,MarketClose),DaysBack);
> YesterdaysOpen = ValueWhen(deFlagLastBarOfDay
> (MarketOpen),O,DaysBack);
> YesterdaysClose = ValueWhen(Ref(deFlagLastBarOfDay(MarketClose),-
> 1),C,DaysBack);
> Yesterdays2HrHigh = ValueWhen(Ref(LastBarOfDay,-1),deTimeRangeHHV
> (H,141500,161500),DaysBack);
> Yesterdays2HrLow = ValueWhen(Ref(LastBarOfDay,-1),deTimeRangeLLV
> (L,141500,161500),DaysBack);
>
> // Start of custom calculations & formulas
> DailyPivot = (YesterdaysHigh+YesterdaysLow+YesterdaysClose)/3;
> DailyMedian = (YesterdaysHigh+YesterdaysLow)/2;
> DailyPivotHigh = DailyPivot + abs(DailyPivot - DailyMedian);
> DailyPivotLow = DailyPivot - abs(DailyPivot - DailyMedian);
> R1 = ((2 * DailyPivot) - YesterdaysLow);
> S1 = ((2 * DailyPivot) - YesterdaysHigh);
> //R2 = ((DailyPivot - S1) + R1);
> //S2 = (DailyPivot - (R1 - S1));
> //R3 = (R2 + (YesterdaysHigh - YesterdaysLow));
> //S3 = (S2 - (YesterdaysHigh - YesterdaysLow));
>
> DayFilter = deValueWhenTime((Sum(C>OR5Median,enumMarketHours)+Sum
> (O>OR5Median,enumMarketHours)+Sum(H>OR5Median,enumMarketHours)+Sum
> (L>OR5Median,enumMarketHours))/4,103000);
> ACDHighOffset = 2;
> ACDLowOffset = 2;
> ACDHigh = OR15High + ACDHighOffset;
> ACDLow = OR15Low - ACDLowOffset;
>
> // Same variables as above, but plotting during after hours is
> suppressed
> YestHighClean = IIf(MarketHours,YesterdaysHigh,Null);
> YestLowClean = IIf(MarketHours,YesterdaysLow,Null);
> YestCloseClean = IIf(MarketHours,YesterdaysOpen,Null);
> YestCloseClean = IIf(MarketHours,YesterdaysClose,Null);
> Y2HrHighClean = IIf(MarketHours,Yesterdays2HrHigh,Null);
> Y2HrLowClean = IIf(MarketHours,Yesterdays2HrLow,Null);
> DailyPivotClean = IIf(MarketHours,DailyPivot,Null);
> DailyPivotHighClean = IIf(MarketHours,DailyPivotHigh,Null);
> DailyPivotLowClean = IIf(MarketHours,DailyPivotlow,Null);
> ACDHighClean = IIf(MarketHours,ACDHigh,Null);
> ACDLowClean = IIf(MarketHours,ACDLow,Null);
> OR5MedianClean = IIf(MarketHours,OR5Median,Null);
> R1Clean = IIf(MarketHours,R1,Null);
> S1Clean = IIf(MarketHours,S1,Null);
> //R2Clean = IIf(MarketHours,R2,Null);
> //S2Clean = IIf(MarketHours,S2,Null);
>
>
> // Start of variables used to control color of bars/indicators
> BullishBar = H > Ref(H,-1) AND L > Ref(L,-1);
> BearishBar = H < Ref(H,-1) AND L < Ref(L,-1);
> PriceColor = IIf(deFlagTimeRange(MarketOpen,93500),colorWhite,IIf
> (deFlagTimeRange(93500,94500),colorLightBlue,IIf
> (MarketHours==False,colorDarkBlue,IIf(BullishBar,colorGreen,IIf
> (BearishBar,colorRed,colorLightGrey)))));
> ORBarColor = IIf(deFlagTimeRange
> (93000,94500),colorLightBlue,colorOrange);
>
> // Start of Plot() functions to display calculated series
> Plot
> (C,"C",PriceColor,styleBar+styleThick);
> // Close
> Plot(EMA((O+H+L+C)/4,7),"EMA7",colorGreen,styleLine);
> Plot(EMA((O+H+L+C)/4,15),"EMA7",colorBlue,styleLine);
> Plot
> (OR5MedianClean,"5M",colorBlue,styleLine);
> // Clayburg 5 Minute Mid Line
> Plot
> (ACDHighClean,"ACDH",ORbarcolor,styleLine+styleThick);
> // ACD High Threshold
> Plot
> (ACDLowClean,"ACDL",ORbarcolor,styleLine+styleThick);
> // ACD Low Threshold
> Plot
> (YestHighClean,"YH",colorLightGrey,styleLine+styleThick);
> // Yesterdays High
> Plot
> (YestLowClean,"YL",colorLightGrey,styleLine+styleThick);
> // Yesterdays Low
> Plot
> (DailyPivotClean,"PP",colorLightBlue,styleLine+styleThick);
> // Pivot
> Plot
> (DailyPivotHighClean,"PH",colorPink,styleLine+styleThick);
> // Pivot High
> Plot
> (DailyPivotLowClean,"PL",colorPink,styleLine+styleThick);
> // Pivot Low
> Plot
> (R1Clean,"R1",colorRed,styleLine+styleThick);
> // R1 Pivot
> Plot
> (S1Clean,"S1",colorRed,styleLine+styleThick);
> // S1 Pivot
> Plot
> (Y2HrHighClean,"Y2H",colorBrightGreen,styleLine+styleThick);
> // Yesterdays 2Hr High
> Plot
> (Y2HrLowClean,"Y2L",colorBrightGreen,styleLine+styleThick);
> // Yesterdays 2Hr Low
> //Plot
> (R2Clean,"R2",colorRed,styleLine+styleThick);
> // R2 Pivot
> //Plot
> (S2Clean,"S2",colorRed,styleLine+styleThick);
> // S2 Pivot
>
> // Plot color bands
> Plot(ACDLowClean,"ACDL",colorBlack,styleArea); //
> ACD Low Threshold
> Plot(ACDHighClean,"ACDH",IIf(TimeNum()>=94500 AND TimeNum() <=
> MarketClose,colorDarkGreen,colorBlack),styleArea); //
> ACD High Threshold
>
>
>
> AUp = MarketHours AND Cross(C,ACDHigh);
> ADn = MarketHours AND Cross(ACDLow,C);
>
> PlotShapes(shapeSmallUpTriangle * AUp,colorYellow,0,C-2);
> PlotShapes(shapeSmallDownTriangle * ADn,colorYellow,0,C+2);
>
> //--Indicator-End--
> "Direction Day Filter Value: " + WriteVal((DayFilter/60)*100) +"%";
>
> --- In amibroker@xxxxxxxxxxxxxxx, "skiabox" <skiabox@xxxx> wrote:
> > In his book "Four Steps to Trading Success" John Clayburg intoduced
> > the concept of Directional Day Filter.After the first five minutes
> of
> > the market day has passed,he records the highest and the lowest
> price
> > of the day thus far.Then he adds the two recorded prices and
> divide by
> > two.Then he drows the resulting price as a horizontal line.
> > After 1 hour the market reaches a critical point.
> > At this point it is critical to determine the amount of market
> > activity that has occurred both above and below the line marking
> the
> > average of the first five minutes of trading.
> > If there is substantially greater activity above the average line
> than
> > below the line at this time of the session,the odds are
> significantly
> > in favor of the trend for the rest of the day to be higher.
> > Conversely,if there is more market activity below the line than
> > above,there is a greater tendency for the market to trade lower for
> > the remainder of the trading session in question.
> >
> >
> > My question is if there is a way to measure this 1st hour market
> > activity above and below the average line.
> >
> > Clayburg says that : 'The measure of activity to which I refer on
> > these charts is defined as strictly the number of trades that have
> > occurred above or below our average line.This does not refer to the
> > number of closes,the number of highs,the number of lows,the number
> of
> > complete bars,and so forth.It is strictly an observation of the
> > general amount of trading activity that has occurred on either
> side of
> > this critical average line that we calculated earlier'
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