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Re[2]: [amibroker] Re: To Get Average traded Price for CURRENT DAY



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Title: Re[2]: [amibroker] Re: To Get Average traded Price for CURRENT DAY

Perhaps something like this may do?


DN = DateNum();

Newday = DN != Ref(DN,-1);

BarsIntoDay = BarsSince( NewDay );

DAve = MA((H+L+C)/3, BarsIntoDay);


Plot( C,"",1,128);

Plot( DAve,"",2,1);


Herman


Saturday, January 3, 2009, 8:13:43 AM, you wrote:


>

Hi David,

 

Thanks for reply, 

But sir, i require Average Traded Price of TODAY means, we are having 1Min bars on chart. Each bar has different values. As time passes, its average of whole will be different. 

It may seems like....

 

P1+P2+P3......Pn/N   WHERE N=No of bars, P=close of 1min bar

(Bars MUST start from opening of the today's market, so previos days bars will not using for calculations purpose.) 

 

So this valuse will become Today's average price.

 

I can use Moving average function, but it calculates for all incrementing bars. But for Daytrading purpose, i require only TODAY's Average Value, Not general value. Your afl is good but it does'nt provide Average value from Bar1 to Bar(n). As time passes, Average Value will be increment or decresed as per trend, but with the help of ATP we can decide clear trend of the market for today.


Thanking you with Kind Regards,


Haresh Patel


--- On Sat, 1/3/09, wooziwog <xcitemint@xxxxxxx> wrote:

From: wooziwog <xcitemint@xxxxxxx>

Subject: [amibroker] Re: To Get Average traded Price for CURRENT DAY

To: amibroker@xxxxxxxxxxxxxxx

Date: Saturday, January 3, 2009, 6:23 PM



Hello,


I am not sure what you consider to be "Average" but the following 

will provide the average (H+L+C)/3 for Daily and Hourly time frames. 

The AFL is for written for setting the time frame to daily and hourly 

for intraday data.


Regards,


David K.


TimeFrameSet( inDaily);

AVGd = Ref((L + H + C),-1)/3;

" PPd:\t "+ AVGd;

TimeFrameRestore( );

Plot( TimeFrameExpand

(AVGd,inDaily, expandFirst) ,"",41,styleStai rcase|styleNoLab el,0,0,2) ;


TimeFrameSet( inHourly) ;

AVGh = Ref((L + H + C),-1)/3;

" PPh:\t "+ Avgh;

TimeFrameRestore( );

Plot( TimeFrameExpand

(AVGh,inHourly, expandFirst) ,"",41,styleStai rcase|styleNoLab el,0,0,2) ;


--- In amibroker@xxxxxxxxx ps.com, H Patel <hareshbhaip@ ...> wrote:

>

> Hi all,

>  

> Does any one can help me for plotting AVERAGE TRADED PRICE  for 

CURRENT DAY only. I used CUMM function but it gets ATP from starting 

1st day, (Not for CURRENT DAY) 

> Thanking you with Kind Regards,

> Haresh Patel

>



 

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