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Yuki,
maybe the code below is usefull. It shows how I
would find the first volume bar of each day when doing an explore. You have to
set the settings within explore to 1 minute,
rgds, Ed
// set
timeframe
TimeFrameSet(
inDaily );
// generate a ramp array
rampDaily =
Cum(1);
// restore to current time
frame
TimeFrameRestore();
// expand daily ramp to intraday
timeframe
rampIntraday = TimeFrameExpand( rampDaily,
inDaily,mode =
expandFirst );
// make an array with "1" at the first bar of
each day
firstBarOfDay = rampIntraday - Ref(rampIntraday,-1);
Plot(firstBarOfDay,"",colorWhite,1);
Filter = firstBarOfDay;
AddColumn(V,"Volume at first bar of the day");
----- Original Message -----
Sent: Monday, February 27, 2006 11:59
PM
Subject: [amibroker] 1-minute data
question
> I'm trying to do a simple exploration on one-minute data with
the
> following: (most of this is simply left over from a daily
>
exploration)
>
> What I'm really after is the volume on the first
bar each day, and
> the 50-day MA of that volume.
>
> if
(GetDatabaseName() == "eSignal")
> x = 157;
> else
> x =
70;
>
> SetOption("NoDefaultColumns", True);
>
>
Filter=Close > 0 AND Name() != "^IXJ" AND Name() != "@NIKO.1" AND
>
Name() != "^225" AND Name() != "~~~EQUITY" AND StrLeft(Name(),1) != "~"
AND
> StrLeft(Name(),1) != "$" AND Day() != Ref(Day(),-1);
>
>
> AddTextColumn(Name(), "Symbol" ,format=1.0, -1, -1, width =
70);
> AddTextColumn(Date(), "Date" ,format=1.0, -1, -1, width =
x);
> AddTextColumn(FullName(), "Full Name" ,format=1.0, -1, -1, width =
290);
> AddColumn (V, "Volume", format = 1.0, -1, -1, width = 82);
>
AddColumn((V / MA(V,50)) * 100, "50 MA %", 1.0, -1, -1, width = 55);
>
AddColumn(C,"Last",format = 1.0, -1, -1, width = 70);
> AddColumn((C /
Ref(C,-1) -1) * 100,"% Chg.", format = 1.2, -1, -1, width = 50);
>
AddColumn(O,"O", format = 1.0, -1, -1, width = 70);
> AddColumn(H,"Hi",
format = 1.0, -1, -1, width = 70);
> AddColumn(L,"Lo", format = 1.0, -1,
-1, width = 70);
>
> I'm getting part of what I want, which is the
volume on the first
> one-minute bar each day. And I'm getting it
sequentially, meaning
> that the last line of output is indeed the
first-bar volume for
> yesterday, and the previous is for the day
before. But, the dates
> displayed are all for yesterday, even
though the volumes are clearly
> correct for the day before. And I'm
not getting realistic MA
> figures.
>
> Can anyone
assist?
>
> Please see snap1.png for the exact output I'm
getting.
>
> Yuki
>
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