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RE: [amibroker] Re: To Get Average traded Price for CURRENT DAY: Correction to AvgTradePrice calculation



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Code does work. However to make it work correctly under all circumstances, one has to turn off QuickAFL by either:

//SetBarsRequired( sbrAll, sbrAll );

//SetBarsRequired( -2, -2 );

//SetBarsRequired(1000, -2 );// a large enough number

 

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Thomas Z.
Sent: Saturday, January 03, 2009 8:20 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re: To Get Average traded Price for CURRENT DAY

 

Hello,

the code should do what you need.

DayChange = Day() != Ref(Day(), -1);
AvgTradePrice = Null;
CurDayBars = 0;
CurDayCloseSum = 0;

for (i = 0; i < BarCount; i++)
{
if (DayChange[i])
{
CurDayCloseSum = C[i];
CurDayBars = 1;
}
else
{
CurDayCloseSum = CurDayCloseSum + C[i];
CurDayBars++;
}
AvgTradePrice[i] = CurDayCloseSum / CurDayBars;
}

Plot(AvgTradePrice, "AvgTradePrice", 4, 1);
PlotShapes(shapeCircle * DayChange, colorBlue, 0, C, 0);

Thomas
www.PatternExplorer.com

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of H Patel
Sent: Saturday, January 03, 2009 2:14 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: To Get Average traded Price for CURRENT DAY

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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