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It is in there --FirstTradeBar
On May 20, 2008, at 12:28 PM, sidhartha70 wrote:
> Dennis,
>
> Thank you. I will take a look at the code.
>
> First question... goodness. Is there a really easy way to know if we
> are at the start of a session...?? A flag of some sort that gets set
> at the start of the session...?
>
> Sorry, I come from C# world...
>
> Thanks
>
> --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
>>
>> 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@>
>>> 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?
>>>>
>>>
>>>
>>>
>>> ------------------------------------
>>>
>>> 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:
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>>>
>>> For other support material please check also:
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>>> Yahoo! Groups Links
>>>
>>>
>>>
>>
>
>
>
> ------------------------------------
>
> 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
>
>
>
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