Re: [amibroker] Re: Reference the market open, AmiBroker Email List Archive

Thanks for the reply. Maybe I didn't make myself clear. The code below is from the Fisher ACD system that came off this list a few months back. It uses the code:

MarketOpen = 83000;
MarketClose = 151500;

to do two things. 1. It finds the high and the low from the previous day between these hours to calculate daily pivot points and 2. it uses the opening time to calculate and opening range high and low for the current day. The problem arises when you change symbols from ES, which opens at 8:30 and closes at 15:15 to Crude Oil or Bonds or Cotton which all open and close at different times. In order to use the ACD software as written, you would have to edit the code or change these two variables to parameters and change them with each symbol.

However, since you can set up groups that have there own intraday settings, then it would work fine if you could reference the groups intraday "Day session" start time and end time. With every new symbol selected the MarketOpen and MarketClose would be adjusted to the proper time. the only way I know to reference different open and close times in the same pane is to reference the Day Session start and end times for the group, but I am open to any and all suggestions.

James

----- Original Message ----
From: sidhartha70 <sidhartha70@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, June 10, 2008 5:36:27 PM
Subject: [amibroker] Re: Reference the market open

James,

If the opening time is a different day, you could use something like,

Session_Cross = IIf(BarsSince( Day() != Ref(Day(), -1)),True,False) ;

Session_Cross will be True at the cross over points.

If the cross over points are not different days then you'll have to
use another technique.

and of course just check for
--- In amibroker@xxxxxxxxx ps.com, James <jamesmemphis@ ...> wrote:
>
> Is there a way to reference the opening time of a group if the group
has it's own intraday settings?
> I would like to reference the open and close and replace this code:
> // Defines market hours
> MarketOpen = 83000;
> MarketClose = 151500;
> MarketHours = deFlagTimeRange( MarketOpen, MarketClose) ;
> FirstBarOfDay = deFlagFirstBarOfDay (MarketOpen) ;
> LastBarOfDay = deFlagLastBarOfDay( MarketClose) ;
> so that I do not have to change the market open when I change
commodities. Any other approach welcomed.
> Thanks,
> James
>