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Thanks, Anthony. This looks like the easiest solution. I'll check that later:
deTimeRangeHHV( array, starttime, endtime);
deTimeRangeLLV( array, starttime, endtime);
deValueWhenTime ( array, time);
Lester
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxx> wrote:
>
> Lester,
>
> Using the deDateTime.dll plugin from the 3rd party area...I have never had any problems accessing the data at certain times...
>
> Anthony
> ----- Original Message -----
> From: Lester Vanhoff
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, February 12, 2007 7:11 AM
> Subject: [amibroker] Re: How To Get HHV( High, between 09:30 and 10:30 )
>
>
> Thanks for help. There are two issues here.
>
> 1) Bill's formula is shorter but on some days it somehow excludes the first bar (09:30:00 one) from calculations. For example on NQ-H7 five minute chart:
>
> - 2006-12-13: incorrect High
> - 2007-01-19: incorrect Low
> - 2007-01-26: incorrect High
>
> I double checked my one-minute data and there is nothing missing there. It would be interesting to find out why this is happening.
>
> http://img227.imageshack.us/img227/1142/02122007062358ca3.png
>
> 2) Edward's formula is the hell of a code. I tried to add Lowest Low plot but adding the following line simply wouldn't work:
>
> // assign lowest low within the interval assigned to rest of day
> lwl = IIf(!tt,LLV(ltt,bs2),Null);
>
> Plot(lwl,"",colorOrange,styleLine);
>
> Here is what I get:
>
> http://img225.imageshack.us/img225/530/02122007063634gx1.png
>
> After marking out Plot(lwl, ... ) statement everything is back to normal.
>
> Also, there are no problems with Highs or Lows on days when Bill's code generates incorrect values.
>
> http://img243.imageshack.us/img243/8375/02122007064123bq7.png
>
> Both formulas, with lines for Lowest Low added and a few minor cosmetic changes, are posted below.
>
> /*** Bill's code ***/
>
> // High and Low in a specified time frame
> startTime = 093000;
> endTime = 103000;
>
> start = BarsSince(TimeNum()==startTime);
> end = BarsSince(TimeNum()==endTime);
> per = (start - end);
>
> hgh = ValueWhen(TimeNum()==endTime, HHV(H, per));
> lwl = ValueWhen(TimeNum()==endTime, LLV(L, per));
> cls = ValueWhen(TimeNum()==endTime, C);
>
> H_plot = IIf(TimeNum()>=endTime, hgh, Null);
> L_plot = IIf(TimeNum()>=endTime, lwl, Null);
> C_plot = IIf(TimeNum()>=endTime, cls, Null);
>
> Plot(H_plot, "", colorLightBlue, styleLine);
> Plot(L_plot, "", colorOrange, styleLine);
> Plot(C_plot, "", colorDarkYellow, styleLine);
>
> Plot(C,"",26,64);
> SetChartOptions(0, chartShowDates);
>
> Title = "\\c11"+Interval(2)+" "+
> Date()+"\\c-1 H="+H+" L="+L;
>
> /*** END ***/
>
> // +++++++++++++++++++++++++++++++ //
>
> /*** Edward's code ***/
>
> // High and Low in a specified time frame
> startTime = 093000;
> endTime = 103000;
>
> // 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);
> // low within interval
> ltt = IIf(TimeNum() >= startTime AND TimeNum() <= endTime,L,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);
> // assign lowest low within the interval assigned to rest of day
> lwl = IIf(!tt,LLV(ltt,bs2),Null);
> // close price at end of interval assigned to rest of day
> // old code: cls = IIf(!tt,ValueWhen(dtt == -1,C),Null);
> cls = IIf(!tt,ValueWhen(Ref(dtt,1) == -1,C),Null);
>
> Plot(hgh,"",colorLightBlue,styleLine);
> // Plot(lwl,"",colorOrange,styleLine); // this must be fixed
> Plot(cls,"",colorDarkYellow,styleLine);
>
> Plot(C,"",26,64);
>
> Title = "\\c11"+Interval(2)+" "+
> Date()+"\\c-1 H="+H+" L="+L;
>
> SetChartOptions(0, chartShowDates);
>
> /*** END ***/
>
>
>
>
>
>
> ----------------------------------------------------------------------------
>
> avast! Antivirus: Inbound message clean.
>
> Virus Database (VPS): 000712-6, 02/11/2007
> Tested on: 2/12/2007 7:21:15 AM
> avast! - copyright (c) 1988-2007 ALWIL Software.
>
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