Re: [amibroker] How To Get HHV( High, between 09:30 and 10:30 )

["Edward Pottasch" <empottasch@xxxxxxxxx>]

i made a minor change:

cls = IIf(!tt,ValueWhen(Ref(dtt,1) == -1,C),Null); 

I will look at it again later since the close value / highest high value were looking at an interval that is 1 bar out of sinc. Maybe it can be solved beter than I did now,

ed
 


  ----- Original Message ----- 
  From: Edward Pottasch 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Sunday, February 11, 2007 3:42 PM
  Subject: Re: [amibroker] How To Get HHV( High, between 09:30 and 10:30 )



  Lester,

  here some code. Have a look, it seems to work. You need to change startTime to 093000 en endTime to 103000

  rgds, Ed


  startTime = 153000; 
  EndTime = 163000; 

  // assign an array tt having a value 1 inside the interval 
  tt = IIf(TimeNum() >= startTime AND TimeNum() <= endTime,1,0); 
  // high within interval 
  htt = IIf(TimeNum() >= startTime AND TimeNum() <= endTime,H,0); 
  // start bar of interval is 1, end bar is -1 
  dtt = tt - Ref(tt,-1); 

  // calculate the cumulative number of bars inside the interval 
  bs = BarsSince( dtt == 1 ) + 1; 
  // find number of bars at the end of interval 
  bs2 = IIf(dtt == -1,bs,Null); 
  // assign highest high within the interval assigned to rest of day 
  hgh = IIf(!tt,HHV(htt,bs2),Null); 
  // close price at end of interval assigned to rest of day 
  cls = IIf(!tt,ValueWhen(dtt == -1,C),Null); 

  SetChartOptions(0, chartShowDates); 
  Plot(C,"",1,64); 
  Plot(hgh,"high",colorGold,styleLine); 
  Plot(cls,"close",colorLightBlue,styleLine); 




  Ed



    ----- Original Message ----- 
    From: Lester Vanhoff 
    To: amibroker@xxxxxxxxxxxxxxx 
    Sent: Sunday, February 11, 2007 10:36 AM
    Subject: [amibroker] How To Get HHV( High, between 09:30 and 10:30 )


    I need the following code for intraday data (one-minute database):

    1) HHV( High, between 09:30 and 10:30 );

    2) Close (at 10:30);

    Then I would need to plot those as horizontal lines each day from their start time till the end of the day.

    Tnx




   
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