RE: [amibroker] 15min data to Daily

["Thomas Z." <tzg@xxxxxxxxxxxxxxxxxxx>]

Hello Alex,

Ed has posted a code recently, just change your start and end time.

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); 
 
Thomas
www.patternexplorer.com


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of dralexchambers
Sent: Wednesday, March 14, 2007 6:49 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] 15min data to Daily

I have 15min data on the GBPUSD.

How do I find the midpoint (ie. H+L/2) from yesterday 14:00 to today 
13:45?

Thanks - alex
 



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