Re: [amibroker] Re: Resetting an indicator at the start of a session

[Dennis Brown <see3d@xxxxxxxxxxx>]

Hello,

Here is a snippet of AFL from my system that is concerned with what  
you are looking for.  Sift through it and see if it gives you any ideas.

// Generate the Holiday mask so we don't backtest trading or use in  
volume calculations
Holiday = 1;
for(i=0; StrExtract(HolidayList,i)!=""; i++){Holiday &= BarDates !=  
StrToNum(StrExtract(HolidayList,i));}
Halfday0 = 1;
for(i=0; StrExtract(HalfdayList,i)!=""; i++){Halfday0 &= BarDates !=  
StrToNum(StrExtract(HalfdayList,i));}
Halfday = Halfday0 | BarTimes <= 130000;
// Major US equity markets open/close markers
MarketOpen = Holiday AND Halfday AND BarTimes >= 93000 AND BarTimes <=  
160000;
FirstTradeBar = Cross(MarketOpen,.5);
LastTradeBar = Cross(.5,MarketOpen);
// Market volume valid mask
ValidVolBars = MarketOpen AND Halfday0;
// Time of day to place trades mask
EntryTimes = TimeNum() >= TradeBeg AND TimeNum() <= TradeEnd- 
TradeEnd2; //time of day to place new trades
EntryTimes &= HalfDay & Holiday;
ExitTimes = TimeNum() >= TradeBeg AND TimeNum() <= TradeEnd; //time of  
day to place exits
ExitTimes &= HalfDay & Holiday;
// Go flat at end of day bar
LastDayTradeBar = Cross(TimeNum() >= TradeEnd,.5) | Cross(0.5,HalfDay);

BR,
Dennis

On May 20, 2008, at 11:17 AM, sidhartha70 wrote:

> Herman et al,
>
> any thoughts on this...?
>
> Thanks
>
> --- In amibroker@xxxxxxxxxxxxxxx, "sidhartha70" <sidhartha70@xxx>  
> wrote:
>>
>> Herman,
>>
>> thanks for this. very interesting.
>>
>> however, exactly what i'm trying to do is completely reset an
>> indicator at the beginning of each session. the indicator is forming
>> part of an oscillator, so i want to cumulative a value over over each
>> session, and then reset it to zero.
>>
>> is there an easy way of doing that?
>>
>
>
>
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