[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] scanning daily HHV from 15 minute bars



PureBytes Links

Trading Reference Links

i am trying to check if the daily range was Highest High in 7 days from 15 minute timeframe. the prob that i see is that it shows true in the last 15 minute bar and all the rest of the bars next day. i have set my intraday settings from 9.30 to 15.59

here is the code.
TimeFrameSet( inDaily ); // switch to DAILY

rang = H - L;

    CheckPrice = ( C<20 AND C>O ) OR C > 20;
HHVtoday=IIf( rang == HHV( rang, 7 ),True,False);
    HH7Date = ValueWhen( HHVtoday==True,DateNum() )  ;
   
    Buy_COMPRESSED = Filter =  HHVtoday    ;

   TimeFrameRestore(); // restore time frame to original 

BUYEXPANDED=Filter=TimeFrameExpand( Buy_COMPRESSED, inDaily,expandLast);
AddColumn(BUYEXPANDED,"BUYEXPANDED");

when i explore aapl, i get 

Ticker	Date/Time	BUYEXPANDED	
AAPL	06/03/2009 3:45:00 PM	1.00	
AAPL	09/03/2009 9:30:00 AM	1.00	
AAPL	09/03/2009 9:45:00 AM	1.00	
AAPL	09/03/2009 10:00:00 AM	1.00	
AAPL	09/03/2009 10:15:00 AM	1.00	
AAPL	09/03/2009 10:30:00 AM	1.00	
AAPL	09/03/2009 10:45:00 AM	1.00	
AAPL	09/03/2009 11:00:00 AM	1.00	
AAPL	09/03/2009 11:15:00 AM	1.00	
AAPL	09/03/2009 11:30:00 AM	1.00	
AAPL	09/03/2009 11:45:00 AM	1.00	
AAPL	09/03/2009 12:00:00 PM	1.00	
AAPL	09/03/2009 12:15:00 PM	1.00	
AAPL	09/03/2009 12:30:00 PM	1.00	
AAPL	09/03/2009 12:45:00 PM	1.00	
AAPL	09/03/2009 1:00:00 PM	1.00	
AAPL	09/03/2009 1:15:00 PM	1.00	
AAPL	09/03/2009 1:30:00 PM	1.00	
AAPL	09/03/2009 1:45:00 PM	1.00	
AAPL	09/03/2009 2:00:00 PM	1.00	
AAPL	09/03/2009 2:15:00 PM	1.00	
AAPL	09/03/2009 2:30:00 PM	1.00	
AAPL	09/03/2009 2:45:00 PM	1.00	
AAPL	09/03/2009 3:00:00 PM	1.00	
AAPL	09/03/2009 3:15:00 PM	1.00	
AAPL	09/03/2009 3:30:00 PM	1.00	
AAPL	23/03/2009 3:45:00 PM	1.00	
AAPL	24/03/2009 9:30:00 AM	1.00	
AAPL	24/03/2009 9:45:00 AM	1.00	
AAPL	24/03/2009 10:00:00 AM	1.00	
AAPL	24/03/2009 10:15:00 AM	1.00	
AAPL	24/03/2009 10:30:00 AM	1.00	
AAPL	24/03/2009 10:45:00 AM	1.00	
AAPL	24/03/2009 11:00:00 AM	1.00	
AAPL	24/03/2009 11:15:00 AM	1.00	
AAPL	24/03/2009 11:30:00 AM	1.00	
AAPL	24/03/2009 11:45:00 AM	1.00	
AAPL	24/03/2009 12:00:00 PM	1.00	
AAPL	24/03/2009 12:15:00 PM	1.00	
AAPL	24/03/2009 12:30:00 PM	1.00	
AAPL	24/03/2009 12:45:00 PM	1.00	
AAPL	24/03/2009 1:00:00 PM	1.00	
AAPL	24/03/2009 1:15:00 PM	1.00	
AAPL	24/03/2009 1:30:00 PM	1.00	
AAPL	24/03/2009 1:45:00 PM	1.00	
AAPL	24/03/2009 2:00:00 PM	1.00	
AAPL	24/03/2009 2:15:00 PM	1.00	
AAPL	24/03/2009 2:30:00 PM	1.00	
AAPL	24/03/2009 2:45:00 PM	1.00	
AAPL	24/03/2009 3:00:00 PM	1.00	
AAPL	24/03/2009 3:15:00 PM	1.00	
AAPL	24/03/2009 3:30:00 PM	1.00	
AAPL	01/04/2009 3:45:00 PM	1.00	
AAPL	02/04/2009 9:30:00 AM	1.00	
AAPL	02/04/2009 9:45:00 AM	1.00	
AAPL	02/04/2009 10:00:00 AM	1.00	
AAPL	02/04/2009 10:15:00 AM	1.00	
AAPL	02/04/2009 10:30:00 AM	1.00	
AAPL	02/04/2009 10:45:00 AM	1.00	
AAPL	02/04/2009 11:00:00 AM	1.00	
AAPL	02/04/2009 11:15:00 AM	1.00	
AAPL	02/04/2009 11:30:00 AM	1.00	
AAPL	02/04/2009 11:45:00 AM	1.00	
AAPL	02/04/2009 12:00:00 PM	1.00	
AAPL	02/04/2009 12:15:00 PM	1.00	
AAPL	02/04/2009 12:30:00 PM	1.00	
AAPL	02/04/2009 12:45:00 PM	1.00	
AAPL	02/04/2009 1:00:00 PM	1.00	
AAPL	02/04/2009 1:15:00 PM	1.00	
AAPL	02/04/2009 1:30:00 PM	1.00	
AAPL	02/04/2009 1:45:00 PM	1.00	
AAPL	02/04/2009 2:00:00 PM	1.00	
AAPL	02/04/2009 2:15:00 PM	1.00	
AAPL	02/04/2009 2:30:00 PM	1.00	
AAPL	02/04/2009 2:45:00 PM	1.00	
AAPL	02/04/2009 3:00:00 PM	1.00	
AAPL	02/04/2009 3:15:00 PM	1.00	
AAPL	02/04/2009 3:30:00 PM	1.00	
AAPL	06/04/2009 3:45:00 PM	1.00	
AAPL	07/04/2009 9:30:00 AM	1.00	
AAPL	07/04/2009 9:45:00 AM	1.00	
AAPL	07/04/2009 10:00:00 AM	1.00	
AAPL	07/04/2009 10:15:00 AM	1.00	
AAPL	07/04/2009 10:30:00 AM	1.00	
AAPL	07/04/2009 10:45:00 AM	1.00	
AAPL	07/04/2009 11:00:00 AM	1.00	
AAPL	07/04/2009 11:15:00 AM	1.00	
AAPL	07/04/2009 11:30:00 AM	1.00	
AAPL	07/04/2009 11:45:00 AM	1.00	
AAPL	07/04/2009 12:00:00 PM	1.00	
AAPL	07/04/2009 12:15:00 PM	1.00	
AAPL	07/04/2009 12:30:00 PM	1.00	
AAPL	07/04/2009 12:45:00 PM	1.00	
AAPL	07/04/2009 1:00:00 PM	1.00	
AAPL	07/04/2009 1:15:00 PM	1.00	
AAPL	07/04/2009 1:30:00 PM	1.00	
AAPL	07/04/2009 1:45:00 PM	1.00	
AAPL	07/04/2009 2:00:00 PM	1.00	
AAPL	07/04/2009 2:15:00 PM	1.00	
AAPL	07/04/2009 2:30:00 PM	1.00	
AAPL	07/04/2009 2:45:00 PM	1.00	
AAPL	07/04/2009 3:00:00 PM	1.00	
AAPL	07/04/2009 3:15:00 PM	1.00	
AAPL	07/04/2009 3:30:00 PM	1.00	
AAPL	16/04/2009 3:45:00 PM	1.00	
AAPL	17/04/2009 9:30:00 AM	1.00	
AAPL	17/04/2009 9:45:00 AM	1.00	
AAPL	17/04/2009 10:00:00 AM	1.00	
AAPL	17/04/2009 10:15:00 AM	1.00	
AAPL	17/04/2009 10:30:00 AM	1.00	
AAPL	17/04/2009 10:45:00 AM	1.00	
AAPL	17/04/2009 11:00:00 AM	1.00	
AAPL	17/04/2009 11:15:00 AM	1.00	
AAPL	17/04/2009 11:30:00 AM	1.00	
AAPL	17/04/2009 11:45:00 AM	1.00	
AAPL	17/04/2009 12:00:00 PM	1.00	
AAPL	17/04/2009 12:15:00 PM	1.00	
AAPL	17/04/2009 12:30:00 PM	1.00	
AAPL	17/04/2009 12:45:00 PM	1.00	
AAPL	17/04/2009 1:00:00 PM	1.00	
AAPL	17/04/2009 1:15:00 PM	1.00	
AAPL	17/04/2009 1:30:00 PM	1.00	
AAPL	17/04/2009 1:45:00 PM	1.00	
AAPL	17/04/2009 2:00:00 PM	1.00	
AAPL	17/04/2009 2:15:00 PM	1.00	
AAPL	17/04/2009 2:30:00 PM	1.00	
AAPL	17/04/2009 2:45:00 PM	1.00	
AAPL	17/04/2009 3:00:00 PM	1.00	
AAPL	17/04/2009 3:15:00 PM	1.00	
AAPL	17/04/2009 3:30:00 PM	1.00	
AAPL	17/04/2009 3:45:00 PM	1.00	




------------------------------------

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/