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Re: [amibroker] 30-min Opening Range Breakout Scan



PureBytes Links

Trading Reference Links

I have some code that does something like that:
 
starttime = 100000;

//Find the high at Begintime

High_at_time = IIf(Cross(TimeNum(), starttime), HighestSince(Daystart, H), 0);

//Find the low at Begintime

Low_at_time = IIf(Cross(TimeNum(), starttime), LowestSince(Daystart, L), 0);

//High will be high until Starttime, then max up until then

Dayhigh = IIf(TimeNum() <= starttime, HighestSince(Daystart, H), HighestSince(Daystart, High_at_time)) ;

//Low will be low until Starttime, then min up until then

Daylow = IIf(TimeNum() <= starttime, LowestSince(Daystart, L), HighestSince(Daystart, Low_at_time)) ;

----- Original Message -----
From: Tony Lei
Sent: Friday, September 30, 2005 12:06 PM
Subject: Re: [amibroker] 30-min Opening Range Breakout Scan

Graham,

I did a search at purebytes and couldn't find anything related to "opening range".

Can someone post a simple code to get me started?

thanks

tony
qitrader



On 7/17/05, Graham <kavemanperth@xxxxxxxxx> wrote:
have a search of yahoo posts over past few mnths for same topic

On 7/16/05, clement <clement@xxxxxxxxxx> wrote:
> I would like to scan opening range breakout. Since I have no experience to work with realtime data, I would liek to have your help and advice.
>
> 1.    How to determine the High and Low of the first 30 minutes of trading session?
>
> 2.    A 5 cents offset will be added to the High and Low of the Opening Range [30-minute].
>
> 3.    How to scan the rest of the daily data against these two variables [30-min High and 30-min Low]?
>
> Thank you.
>
> CC
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>


--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/


Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html





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Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html





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