Re: [amibroker] Intra-Day Database Setup

["Edward Pottasch" <empottasch@xxxxxxxxx>]

Pete,

 

below an example how to do it,

 

rgds, Ed

 

 

starttime = 093000;
endtime = 160000;

 

timecond = TimeNum() >= starttime AND TimeNum() <= endtime;

 

firstBarOfDay = TimeNum() >= starttime ;firstBarOfDay = firstBarOfDay - Ref(firstBarOfDay,-1);
lastBarOfDay = TimeNum() >= endtime;lastBarOfDay = lastBarOfDay - Ref(lastBarOfDay,-1);

 

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);

 

YHigh = TimeFrameExpand( DH, inDaily, expandFirst );
YLow = TimeFrameExpand( DL, inDaily, expandFirst );
YClose = TimeFrameExpand( DC, inDaily, expandFirst );

 

 

 

 

----- Original Message -----

From: Pete

To: amibroker@xxxxxxxxxxxxxxx

Sent: Sunday, July 19, 2009 5:44 AM

Subject: [amibroker] Intra-Day Database Setup

 

There is a topic in the help files titled "Database Settings". There is a section where it explains how to use the trading hours to define precisely how time-compression works. I would like to know how I can set the Day/Night session start and end times such that the time compression will only take the O,H,L,C from between the market open at 9:30 am eastern to the market close at 4:00 pm eastern.

I have spent hours trying to adjust these values and then wright a simple code which accurately calculates daily moving averages using time compression in a intra-day time frame. No matter what I try I am always left with assigning the values of O,H,L,C using the TimeNum() >= 093000 and TimeNum() <= 160000 statements.

The goal is the able to use a simple code:
Timeframeset(indaily);
DlyH = H;
DlyL = L;
DlyMA = MA(H-L,10);
Timeframerestore(indaily);
Plot(Timeframeexpand(DlyMA,indaily), "Dly H-L", colorRed, StyleLine);

Thanks.

Pete :-)

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