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Re: [amibroker] Re: Pivot points on first 30 min of trading



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Trading Reference Links

hi Bart,
 
I will add the code inside the Email. Only watch for line wraps.
 
the plugin is called deDateTime.dll and indeed you have to put in inside the Plugins folder. Then when you restart Amibroker it will ask you if you want to use this plugin, or some window pops up (can't remeber exactly) but there is some acknowledgement that it is incorporated within Amibroker. So all you have to do is place this file inside the Plugins folder.
 
Code below can just be placed inside an afl file. The start and endtime you need to adjust for your local needs,  rgds Ed
 
/* coded by: E.M.Pottasch */

starttime =
153000
;
endtime =
160000
;

tn =
TimeNum
();

timecond = tn >= starttime
AND
tn <= endtime;
startday = tn == starttime;
timecondChart = tn > endtime
AND tn < 240000
;

firstBarOfDay =
deFlagFirstBarOfDay
( starttime );
lastBarOfDay =
deFlagLastBarOfDay
( endtime);

myHigh =
ValueWhen( timecond, HighestSince( firstBarOfDay, High
) );
myLow =
ValueWhen( timecond, LowestSince( firstBarOfDay, Low
) );
myClose =
ValueWhen(lastBarOfDay,C
);

DH =
TimeFrameCompress(myHigh, inDaily, compressLast
);
DL =
TimeFrameCompress(myLow, inDaily, compressLast
);
DC =
TimeFrameCompress(myClose, inDaily, compressLast
);

//DH = Ref(DH,-1);

//DL = Ref(DL,-1);

//DC = Ref(DC,-1);


DH =
TimeFrameExpand( DH, inDaily, expandFirst
);
DL =
TimeFrameExpand( DL, inDaily, expandFirst
);
DC =
TimeFrameExpand( DC, inDaily, expandFirst
);

rg = DH - DL;

PV = (DH+DL+DC)/
3
;
R1 =
2
*PV - DL;
R2 = PV + rg;
R3 = PV +
2
*rg;
R4 = PV +
3
*rg;

S1 =
2
*PV - DH;
S2 = PV - rg;
S3 = PV -
2
*rg;
S4 = PV -
3
*rg;

Type =
ParamList("Type","Pivot,Pivot/S1/R1,Pivot/S1/S2/R1/R2,Pivot/S1/S2/S3/R1/R2/R3,Pivot/S1/S2/S3/S4/R1/R2/R3/R4"
);

if( Type == "Pivot"
)  {

   
SetBarsRequired(10000, 10000
);

   
SetChartOptions(0, chartShowDates
);
   
Plot(C,"C",colorWhite,64
);
   
Plot(IIf(timecondChart,PV,Null),"PV",colorWhite,styleThick
);
   
Plot( timecond, "", colorDarkGrey, styleArea|styleOwnScale,0,1
);

}

if( Type == "Pivot/S1/R1"
)  {

   
SetBarsRequired(10000, 10000
);

   
SetChartOptions(0, chartShowDates
);
   
Plot(C,"C",colorWhite,64
);
   
Plot(IIf(timecondChart,PV,Null),"PV",colorWhite,styleThick
);

   
// resistance

   
Plot(IIf(timecondChart,R1,Null),"\nR1",colorRed,styleThick); PlotText( "R1\n", LastValue(Cum(1)), LastValue(R1), colorRed );

   
// support

   
Plot(IIf(timecondChart,S1,Null),"\nS1",colorGreen,styleThick); PlotText( "S1\n", LastValue(Cum(1)), LastValue(S1), colorGreen );

   
Plot( timecond, "", colorDarkGrey, styleArea|styleOwnScale,0,1
);

}

if( Type == "Pivot/S1/S2/R1/R2"
)  {

   
SetBarsRequired(10000, 10000
);

   
SetChartOptions(0, chartShowDates
);
   
Plot(C,"C",colorWhite,64
);
   
Plot(IIf(timecondChart,PV,Null),"PV",colorWhite,styleThick
);

   
// resistance

   
Plot(IIf(timecondChart,R1,Null),"\nR1",colorRed,styleThick); PlotText( "R1\n", LastValue(Cum(1)), LastValue(R1), colorRed );
   
Plot(IIf(timecondChart,R2,Null),"R2",colorOrange,styleThick); PlotText( "R2\n", LastValue(Cum(1)), LastValue(R2), colorOrange
);

   
// support

   
Plot(IIf(timecondChart,S1,Null),"\nS1",colorGreen,styleThick); PlotText( "S1\n", LastValue(Cum(1)), LastValue(S1), colorGreen );
   
Plot(IIf(timecondChart,S2,Null),"S2",colorBrightGreen,styleThick); PlotText( "S2\n", LastValue(Cum(1)), LastValue(S2), colorBrightGreen
);

   
Plot( timecond, "", colorDarkGrey, styleArea|styleOwnScale,0,1
);

}

if( Type == "Pivot/S1/S2/S3/R1/R2/R3"
)  {

   
SetBarsRequired(10000, 10000
);

   
SetChartOptions(0, chartShowDates
);
   
Plot(C,"C",colorWhite,64
);
   
Plot(IIf(timecondChart,PV,Null),"PV",colorWhite,styleThick
);

   
// resistance

   
Plot(IIf(timecondChart,R1,Null),"\nR1",colorRed,styleThick); PlotText( "R1\n", LastValue(Cum(1)), LastValue(R1), colorRed );
   
Plot(IIf(timecondChart,R2,Null),"R2",colorOrange,styleThick); PlotText( "R2\n", LastValue(Cum(1)), LastValue(R2), colorOrange
);
   
Plot(IIf(timecondChart,R3,Null),"R3",colorLightOrange,styleThick); PlotText( "R3\n", LastValue(Cum(1)), LastValue(R3), colorLightOrange
);

   
// support

   
Plot(IIf(timecondChart,S1,Null),"\nS1",colorGreen,styleThick); PlotText( "S1\n", LastValue(Cum(1)), LastValue(S1), colorGreen );
   
Plot(IIf(timecondChart,S2,Null),"S2",colorBrightGreen,styleThick); PlotText( "S2\n", LastValue(Cum(1)), LastValue(S2), colorBrightGreen
);
   
Plot(IIf(timecondChart,S3,Null),"S3",colorSeaGreen ,styleThick); PlotText( "S3\n", LastValue(Cum(1)), LastValue(S3), colorSeaGreen
);

   
Plot( timecond, "", colorDarkGrey, styleArea|styleOwnScale,0,1
);

}

if( Type == "Pivot/S1/S2/S3/S4/R1/R2/R3/R4"
)  {

   
SetBarsRequired(10000, 10000
);

   
SetChartOptions(0, chartShowDates
);
   
Plot(C,"C",colorWhite,64
);

   
Plot(IIf(timecondChart,PV,Null),"PV",colorWhite,styleThick
);

   
// resistance

   
Plot(IIf(timecondChart,R1,Null),"\nR1",colorRed,styleThick); PlotText( "R1\n", LastValue(Cum(1)), LastValue(R1), colorRed );
   
Plot(IIf(timecondChart,R2,Null),"R2",colorOrange,styleThick); PlotText( "R2\n", LastValue(Cum(1)), LastValue(R2), colorOrange
);
   
Plot(IIf(timecondChart,R3,Null),"R3",colorLightOrange,styleThick); PlotText( "R3\n", LastValue(Cum(1)), LastValue(R3), colorLightOrange
);
   
Plot(IIf(timecondChart,R4,Null),"R4",colorYellow,styleThick); PlotText( "R4\n", LastValue(Cum(1)), LastValue(R4), colorYellow
);

   
// support

   
Plot(IIf(timecondChart,S1,Null),"\nS1",colorGreen,styleThick); PlotText( "S1\n", LastValue(Cum(1)), LastValue(S1), colorGreen );
   
Plot(IIf(timecondChart,S2,Null),"S2",colorBrightGreen,styleThick); PlotText( "S2\n", LastValue(Cum(1)), LastValue(S2), colorBrightGreen
);
   
Plot(IIf(timecondChart,S3,Null),"S3",colorSeaGreen ,styleThick); PlotText( "S3\n", LastValue(Cum(1)), LastValue(S3), colorSeaGreen
);
   
Plot(IIf(timecondChart,S4,Null),"S4",colorPaleGreen ,styleThick); PlotText( "S4\n", LastValue(Cum(1)), LastValue(S4), colorPaleGreen
);

   
Plot( timecond, "", colorDarkGrey, styleArea|styleOwnScale,0,1
);

}
 
 
 
 
----- Original Message -----
From: bartvandyk
Sent: Tuesday, February 17, 2009 1:29 AM
Subject: [amibroker] Re: Pivot points on first 30 min of trading

I downloaded the deDateTime plug-in and stuck it in the folder
plug-ins. When I press Tools, highlight the plug-in and press Load,
the eSignal feed stops working. Is just seeing the DateTime Functions
Plug-in enough and don't I need to load it?

Also the PT afl attachment doesn't seem to do anything. I can't double
click it.

Does that afl automatically work with that plug-in?

I tried to find the afl in the formula library, but I don't think its
there.

I appreciate all your input and help.

Please talk me through this.

Bart.

--- In amibroker@xxxxxxxxxps.com, "Edward Pottasch" <empottasch@...>
wrote:
>
> hi
>
> i adjusted the display a little. Have sent before but didn't come
through. So might come through twice ...
>
> ed
>
>
>
> ----- Original Message -----
> From: bartvandyk
> To: amibroker@xxxxxxxxxps.com
> Sent: Monday, February 16, 2009 6:55 PM
> Subject: [amibroker] Pivot points on first 30 min of trading
>
>
> I would like to know if it is possible to calculate pivot points after
> the first half hour of the trading day using the H and L of those
> first 30 minutes and plot the lines for the remainder of the day.
>
> I have tried to combine existing formulas from the library, but no
> good result so far.
>
> If it is possible I'll keep trying.
>
> Sincerely,
>
> Bart.
>



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