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breakoutime = 101500; afterbreakout = cross(timenum(),101500); NewDay = Day()!= Ref(Day(), -1); highestoftheday = highestsince(newday,H,1); // gets the highest of the day so far Lowestoftheday =lowestsince(newday,L,1); // gets the lowest of the day do far ORBHigh = valuewhen(afterbreakout,highestoftheday,1); // gets the highest of the day when time crossed 10:15 ORBLow = valuewhen(afterbreakout,lowestoftheday,1); // gets the lowest of the day when time crossed 10:15
//ORBHigh and low are retained through the whole trading day since afterbreakout can only occure once per day
buy= cross(C,orbhigh) and timenum()>101500 ; //afterbreakout; //buy when cross after 10:15 am EST sell = cross(orblow,C) and timenum()>101500;// afterbreakout;
Rajiv
To: amibroker@xxxxxxxxxxxxxxx From: sdebu_2k@xxxxxxxxx Date: Mon, 29 Dec 2008 13:21:38 +0000 Subject: [amibroker] Re: high low till 10.15
Thank You very much Rajiv for your reply.But I need high and low value till 10.15 and my buy level and sell level would be that 2 levels after 10.15. I want to plot 2 lines (buy line and sell line)for each day after 10.15 in 1min or 5 min chart in RTDatabase.When Price crosses the two lines signal would be generated. Got my point?waiting for your reply. Thaxn in advance Debdulal Bhattacharyya
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