Re: [EquisMetaStock Group] Highest & Lowest Close value within a specific time frame

["Roy Larsen" <rlarsen@xxxxxxxxxxxxxx>]

Stenrique

> I am a newbie to this group, I am wondering if anyone can help me out
> on a System Testing problem. I need a formula which is able to obtain
> the highest & lowest CLOSE over a period of time, says 1 hour. I have
> tried using the HHV and LLV but the problem is that these functions
> shift their examination periods according to time. What I require is
> simply to extract the above-mentioned information based on a fixed
> period such as between 9 am. to 10 am. each day.
>
> Thanks in advance.
>
> Regards,
> Stenrique

I think these are what you are looking for. These indicators are for intraday charts and show the
daily and hourly highest and lowest closes. You can adapt them to any period by adjusting the 'G'
and 'J' variable definitions. The 'J' variable defines the first bar in each period and the 'G'
variable identifies when the indicator is plotted on the same periodicy as the frame period
(plotting a daily value on a daily chart for example).

Hope this helps.

Roy

  {Period Highest Close - Hourly}
  {© 2004 Roy Larsen, rlarsen@xxxxxxxxxxxxxx}
  {define 'J' as first bar of period}
G:=LastValue(Highest(Sum(Hour()<>
   ValueWhen(2,1,Hour()),5))=5);
J:=Hour()<>ValueWhen(2-G,1,Hour());
J:=G OR J;
K:=ValueWhen(1,J,ValueWhen(2-G,1,HighestSince(1,J,C)));
K:=ValueWhen(1,K>0,K);
K;

  {Period Lowest Close - Hourly}
  {© 2004 Roy Larsen, rlarsen@xxxxxxxxxxxxxx}
  {define 'J' as first bar of period}
G:=LastValue(Highest(Sum(Hour()<>
   ValueWhen(2,1,Hour()),5))=5);
J:=Hour()<>ValueWhen(2-G,1,Hour());
J:=G OR J;
K:=ValueWhen(1,J,ValueWhen(2-G,1,LowestSince(1,J,C)));
K:=ValueWhen(1,K>0,K);
K;

  {Period Highest Close - Daily}
  {© 2004 Roy Larsen, rlarsen@xxxxxxxxxxxxxx}
  {define 'J' as first bar of period}
G:=LastValue(Highest(Sum(DayOfWeek()<>
   ValueWhen(2,1,DayOfWeek()),5))=5);
J:=DayOfMonth()<>ValueWhen(2-G,1,DayOfMonth()); J:=G OR J;
K:=ValueWhen(1,J,ValueWhen(2-G,1,HighestSince(1,J,C)));
K:=ValueWhen(1,K>0,K);
K;

  {Period Lowest Close - Daily}
  {© 2004 Roy Larsen, rlarsen@xxxxxxxxxxxxxx}
  {define 'J' as first bar of period}
G:=LastValue(Highest(Sum(DayOfWeek()<>
   ValueWhen(2,1,DayOfWeek()),5))=5);
J:=DayOfMonth()<>ValueWhen(2-G,1,DayOfMonth()); J:=G OR J;
K:=ValueWhen(1,J,ValueWhen(2-G,1,LowestSince(1,J,C)));
K:=ValueWhen(1,K>0,K);
K;




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