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Thanks,
That was quick.
It must have been too easy.
I'll try a harder one next time.
If you can write it, I can roadtest it (I'll try it later).
At first read it looks good (you definitely ironed out a couple of
the kinks).
All good ideas will be written into the UKB code.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>
> 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@xxx>
> 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@>
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
> >>
> >
> >
> >
> >
> > 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
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
>
Please note that this group is for discussion between users only.
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