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Hi - I noticed your code assumes 5 days per week, so I tried to tweak it a
little to account for holiday weeks and also added some code to sum up the
days. It's untested but we can keep our fingers crossed... 8 - )
Steve
WeekDay = DayOfWeek();
BeginWeek = WeekDay < ref( WeekDay, -1 );
EndWeek = ref( BeginWeek, 1 );
DaysInWeek = IIf( EndWeek, BarsSince( BeginWeek ) + 1, 0 );
WeeklyHigh = IIf( EndWeek, HHV( High, DaysInWeek ), 0 );
DayOfWeeklyHigh = IIf( EndWeek, DaysInWeek - HHVBars( High, DaysInWeek ),
0 );
for( i = 1; i <= 5; i++ )
{
CurrentDay = DayOfWeeklyHigh == i;
Plot( cum( CurrentDay ), "Day " + i, colorCycle, styleLine );
}
----- Original Message -----
From: "brian_z111" <brian_z111@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, March 06, 2008 7:15 PM
Subject: [amibroker] Re: Calendar Effect Part 2 ?
> //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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> To get support from AmiBroker please send an e-mail directly to
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>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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> For other support material please check also:
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Please note that this group is for discussion between users only.
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