|
PureBytes Links
Trading Reference Links
|
IMHO you should seriously read thru the list of functions in the help file.
And you should do this at least twice per year.
Look at the "stocknum" param in the following:
http://www.amibroker.com/guide/afl/afl_view.php?id=141
You can test to see if the result is = 0 which will indicate the start.
d
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of sidhartha70
> Sent: Tuesday, May 20, 2008 12:29 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Resetting an indicator at the start
> of a session
>
> 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:
> > > 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.
>
> 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
>
>
>
> No virus found in this incoming message.
> Checked by AVG.
> Version: 8.0.100 / Virus Database: 269.23.21/1456 - Release
> Date: 5/20/2008 6:45 AM
>
------------------------------------
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|