[amibroker] Retrieving yesterday's daily O/H/L/C during RTH in an intraday database?

["rmicalet" <rmicalet@xxxxxxxxxxx>]

Does anyone happen to know how to do the following:

I have a one-minute database that shows 24 hours of data. To compute
pivots, I'd like to retrieve yesterday's O/H/L/C, but only from the
regular trading session (9:30 am to 4:00 pm, New York time). If I simply
take the O/H/L/C of the previous day's data I'll get the values
corresponding to the entire 24 hour range of prices. Ideally, I'd like
to isolate the one-minute bars from yesterday at 9:30 am to yesterday at
4:00 pm and then find the max, min, and last price.

I imagine the solution entails something like:

startBar = ValueWhen( timeNum() == 093000 and ???, barIndex());
endBar  = ValueWhen( timeNum() == 160000 and ???, barIndex());
yesterday_high = HHV(barIndex() >= startBar AND barIndex() <= endBar,
H);
yesterday_low = LLV( barIndex() >= startBar AND barIndex() <= endBar,
L);
yesterday_close = ValueWhen(barIndex() == endBar, C);

In the expressions for "startBar" and "endBar", I'm not sure how to
construct the condition that the day in question is yesterday when
dealing with a one-minute database. I tried:

timeFrameSet( inDaily);
yesterday = Ref(Day(),-1);
timeFrameRestore();

startBar = ValueWhen ( timeNum() == 093000 AND Day() == yesterday,
BarIndex());
endBar = ValueWhen ( timeNum() == 160000 AND Day() == yesterday,
BarIndex());

But that doesn't seem to work as no indicators show up when I plot them
out.

I suspect I'm making this a lot harder than it is. Would be grateful for
any insight.

Regards,
Ray Micaletti




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