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Re: [EquisMetaStock Group] How to create a synthetic OHLC ?



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Hi Marco,

The code gives two versions, one that is based on a chosen indicator
(T1 or T2) that you can define as you wish and another that uses the
ticker's open/high/low/close in stead.  You have to choose which one
you want and delete the rest.  Also, yes! it does not display
anything, simply calculate the relevant bar's O/H/L and C.  

So it really just calculates the bar.  To display the say first bar,
add a line like this to the bottom:

B1O;B1H;B1L;B1C

which will then plot the first bar's open, high, low and close.  Note
that the plot will display four lines, not a real bar as you probably
want.  But the idea is there somewhere....  You can format the lines
into something different, say dots, but not into a bar - at least not
in the MS I am using.

Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com 


--- In equismetastock@xxxxxxxxxxxxxxx, khamsina11 <Khamsina11@xxxx> wrote:
> 
> 
> Hi MG,
> 
> Many thanks for the code but unfortunately it does not display.
> 
> Did I make a mistake somewhere ?
> 
> Regards,
> 
> Marco
> 
> 
> MG Ferreira a écrit :
> 
> >Marco,
> >
> >I've quickly tested the code, using the Cum(1) function, and made
> >a few adjustments....  Herewith the same stuff, but with a few bugs
> >fixed!  Note that there may remain some more, so now is a good time
> >to read the disclaimer....
> >
> >Anyhow, hope this is closer to the mark.  Also, see the note at the
> >end.
> >
> >Regards
> >MG Ferreira
> >TsaTsa EOD Programmer and trading model builder
> >http://www.ferra4models.com
> >http://fun.ferra4models.com 
> >
> >----8<----------------------------------------------------------------
> >{Create two custom sized bars
> > Results in B1O/H/L/C and B2O/H/L/C
> > For personal use only
> > MG Ferreira
> > http://www.ferra4models.com
> > http://fun.ferra4models.com
> >}
> >
> >{Indicators we wish to filter, replace with your stuff
> > Could be the same, i.e. T2 := T1
> >}
> >T1 := RSI(14);
> >T2 := RSI(14);
> >
> >{Bar lengths}
> >N1 := Input("First bar length",1,9999,5);
> >N2 := Input("Second bar length",1,9999,45);
> >
> >{Counters we need}
> >II := Cum(1) - 1;
> >
> >{Counters for N1}
> >M1 := Mod(II,N1);
> >J1 := M1 = (N1-1);
> >K1 := M1 = 0;
> >
> >{Counters for N2}
> >M2 := Mod(II,N2);
> >J2 := M2 = (N2-1);
> >K2 := M2 = 0;
> >
> >{Construct N1 bar from indicator T1}
> >B1O := Ref(Sum(T1*K1,N1),-N1+1);
> >B1H := Sum(HHV(T1,N1)*J1,N1);
> >B1L := Sum(LLV(T1,N1)*J1,N1);
> >B1C := Sum(T1*J1,N1);
> >
> >{Construct N1 bar from ticker O/H/L/C}
> >B1O := Ref(Sum(OPEN*K1,N1),-N1+1);
> >B1H := Sum(HHV(HIGH,N1)*J1,N1);
> >B1L := Sum(LLV(LOW,N1)*J1,N1);
> >B1C := Sum(CLOSE*J1,N1);
> >
> >{Construct N2 bar from indicator T2}
> >B2O := Ref(Sum(T2*K2,N2),-N2+1);
> >B2H := Sum(HHV(T2,N2)*J2,N2);
> >B2L := Sum(LLV(T2,N2)*J2,N2);
> >B2C := Sum(T2*J2,N2);
> >
> >{Construct N2 bar from ticker O/H/L/C}
> >B2O := Ref(Sum(OPEN*K2,N2),-N2+1);
> >B2H := Sum(HHV(HIGH,N2)*J2,N2);
> >B2L := Sum(LLV(LOW,N2)*J2,N2);
> >B2C := Sum(CLOSE*J2,N2);
> >
> >{Note: contains some lag, to take out the lag, use
> > *****
> >
> > B1OL := Ref(B1O,N1-1)
> > B1HL := Ref(B1H,N1-1)
> > ...
> > Note: this introduces some look ahead, as the formula
> >       now 'sees' what the high/low/close of the current
> >       bar will be before we get to the end of it
> >}
> >
> >----8<----------------------------------------------------------------
> >
> >
> >
> >
> >
> >
> > 
> >Yahoo! Groups Links
> >
> >
> >
> > 
> >
> >
> >
> >
> >  
> >





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