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Just for the record, the code is below.
Third party plugin: deDateTime.dll
Available here: http://www.amibroker.org/3rdparty/
Lester
/*** START ***/
// High and Low in a specified time frame
startTime = 093000;
endTime = 103000;
// add-on plugin functions
hgh = deTimeRangeHHV (H, startTime, endTime);
lwl = deTimeRangeLLV (L, startTime, endTime);
cls = deValueWhenTime(C, endTime);
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);
Title = "\\c11"+Interval(2)+" "+
Date()+"\\c-1 H="+H+" L="+L+" C="+C;
SetChartOptions(0, chartShowDates);
/*** END ***/
--- In amibroker@xxxxxxxxxxxxxxx, "Lester Vanhoff" <ebsn247lsm@xxx> wrote:
>
> 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@> 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 ***/
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.441 / Virus Database: 268.17.35/680 - Release Date: 2/10/2007 9:15 PM
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