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That was my initial thought too, but, what do you do if the data base
is 24hr data?
Joseph Biran
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From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of Graham
Sent: Wednesday, September 20, 2006 3:29 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] first/last 1-minute bar of each day
Try this
FirstBar = datenum()!=ref(datenum(),-1);
Lastbar = datenum()!=ref(datenum(),1);
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 20/09/06, dirk schreiber <tianatrading@xxxxxxxxx> wrote:
hello group,
i want to simulate/backtest a system which closes all positions via
MOC. how do i reference the LAST 1-minute bar for each individual day
(sometimes my DB has 15:59, sometimes 15:58, sometimes 16:00 etc.)
and how would i code the FIRST 1-minute bar for the day?
thanks,
dirk
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