|
hi,
i should know this but can't figure it out at this
moment.
I am working on daytrade systems (1 minute
timeframe) and want to include a constraint not to buy for the first
hour IF there is a gap up.
I have 3 times:
startTime = 153000;
endTime =
220000;
gapUpTime = 163000;
the gap I calculate at the first bar of the day as
follows:
closePrice = IIf(TimeNum() ==
endTime,C,0);
startPrice = IIf(TimeNum() == startTime,O,0);
deltaPrice =
startPrice - Ref(closePrice,-1);
deltaPerc = deltaPrice /
IIf(Ref(closePrice,-1),Ref(closePrice,-1),1) * 100;
now deltaPerc is an array containing the percentage
change at the first bar of the day with respect to the last bar of the previous
day (assuming all bars contain data).
If deltaPerc > 0.5 I only want to allow buying
after gapUpTime. How can it be done?
thx, Ed
__._,_.___
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
![]()
__,_._,___
|