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The problem is that the "x" array you mentioned in the formula MA
(x), doesn't have consecutive numbers.
The "x" array has numbers during the first three hours of the trading
day, but after that it doesn't. Only on the next day it will have
values again.
Ex of one trading day:
Trading Hours: 1 2 3 4 5 6 7 8
"x" array (H-L): 1 0.8 0.7 - - - - -
"y" array (H-L): - - - 1.4 1.5 2 1.8 2
As you can see the x array, which holds the range in the first three
hours, doesn't have values after that until the next day.
How Can I calculate a MA only with numbers obtained during the first
three hours of each trading day. For example, to calculate a 9 period
MA I would need three days, but how can I skip the hours that I'm not
interested in for the MA calculation?
thanks
--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>
> Value = iif(Timenum() <time criteria,MA(x),MA(y));
>
> ----- Original Message -----
> From: "pmxgs" <pmxgs@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, July 24, 2008 9:50 AM
> Subject: [amibroker] Help with AFL, calculating two different ATR
>
>
> > Hi,
> >
> > I'm trying to build two indicators which calculate the 30 period
MA
> > of the (1)ATR of the first 3 hours of the trading day and then
the
> > (2)ATR of the rest of the hours of the trading day.
> > I'm using hourly bars.
> >
> >
> > Can I do this without loops?
> >
> > I was thinking in using something like (assuming market opens at
7):
> >
> >
> > First3=IIF(hour()<10, atr(1),null); // this array holds the atr
of
> > the first three hours
> > Restofday=IIF(hour()>=10,atr(1),null); // this array holds the
atr
> > of rest of the hours
> >
> > atravg3=ma(firsttwoh,30); //calculates the 30 period average of
the
> > atr obtained during the first three hours
> > atrmovaveragerR=ma(restofday,30);
> >
> > The problem with this approach is that the first3 array is filled
> > with numbers (atr) when I'm at the first three hours of the
trading
> > day, and nulls after that.
> > Then the moving average will be calculated on both the numbers
and
> > the nulls.
> > Is there any way to change this, so that the average uses only
the
> > number, and discards the nulls.
> >
> > thanks very much
> >
> >
> >
> > ------------------------------------
> >
> > 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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