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[amibroker] Re: Calendar Effect Part 2 ?



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//P_WeeklyHL

// Day of week numerical descriptor is from 0 == Sunday to 6 == 
Saturday
// Indentifies which day had the low and the high for the week
// Export to Excel for counting
// Note Excel has an upper limit of approx 65000 rows


Filter = 1;

WeeklyHigh = IIf(DayOfWeek() == 5, HHV(H,5),0);

Plot(WeeklyHigh,"HighOfWeek(Value)",1,1);

HSB = HighestSinceBars(DayOfWeek() == 1,H,1);

HighOfWeekArray = 5 - HSB;

HighOfWeek = IIf(DayOfWeek() == 5, HighOfWeekArray, 0);

Plot(HighOfWeek,"HighOfWeek(Day)",2,1);

AddColumn(HighOfWeek,"HighDayOfWeek",1,1);


///////////////////////////////////////////


//WeeklyLow = IIf(DayOfWeek() == 5, LLV(L,5),0);

//Plot(WeeklyLow,"LowOfWeek(Value)",1,1);

//LSB = LowestSinceBars(DayOfWeek() == 1,L,1);

//LowOfWeekArray = 5 - LSB;

//LowOfWeek = IIf(DayOfWeek() == 5, LowOfWeekArray, 0);

//Plot(LowOfWeek,"LowOfWeek(Day)",2,1);

//AddColumn(LowOfWeek,"LowDayOfWeek",1,1);



--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> Code tweaking required.
> 
> I have posted a short exploration to report the days when the 
weekly 
> high and low occurs (at the UKB).
> 
> At the moment I am exporting to a spreadsheet to total the number 
of 
> times it happens on a Mon or Tue etc.
> 
> If anybody would like to have a go at improving, or completing the 
> code, please feel free (assuming there is nothing good on TV this 
> weekend).
> 
> http://www.amibroker.org/userkb/2008/03/06/weekly-high-or-low-days/
> 
> It would be better if I could do the counting in AB (ATC?)
> 
> Any comments on the elegance (?) of the code?
> Any easier ways to do this?
> Anybody seen anything similar elsewhere (AFL library)?
> 
> Maybe the returns could be reported as a pretty chart (don't know 
if it 
> would be worth the effort)?
> 
> http://www.amibroker.org/userkb/2008/03/06/weekly-high-or-low-days/
> 
> Anybody up for a challenge?
> 
> brian_z11
>




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