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[amibroker] Re: How To Specify First Bar Of Day?



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Thank you very much.  Really appreciate it.

Grant


--- In amibroker@xxxxxxxxxxxxxxx, "rhoemke" <robert@xxx> wrote:
>
> NewDay = Day() != Ref(Day(),-1);
> 
> HighFirstBar = ValueWhen(NewDay, H);
> 
> Buy = Cross(H, HighFirstBar);
> 
> // Doesn't give signal if second bar high is already 
> // higher than HighFirstBar and high never comes back this day.
> 
> // But Buy = H > HighFirstBar gives a 
> // signal for every bar that got higher high than first bar.
> 
> Regards
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "longarm61" <norm1@> wrote:
> >
> > This has to be simple but I can't quite figure it out.  How would I code this for backtesting (using 1-minute intraday data):
> > 
> > Buy if High is higher than the High at 9:30 (or first bar of the day).
> > 
> > So, if at, say, 9:38, the price surpasses the opening bar's high, it's a buy.
> > 
> > Thanks in advance.
> > 
> > Grant
> >
>




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