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Herewith a bit of code which shows the elements you want - I think.
No you don't have to sych anything. Let me know if I can help further.
{
Data1 is 5 minute bar
Data2 is Daily bar
}
vars: buyDay(0), sellDay(0), pct1(0.30), pct2(0.6), raa_days(10),
canTrade(0), keyPrice(0),
otcRange(0), retrace_pct(0.20), atr(0), stopp(0), hipt(0), lopt(0),
retrace(0),
hi_point(0), lo_point(0), thrust1(0), thrust2(0),
stb(0), sts(0), openofday(999999), sco(0), bco(0), hday(0), lday(0),
canBuy(0), canSell(0), counter(0), sum(0);
input: openTime(0805), strTtime(0830), endTime(1600);
If (t = sess1EndTime and date of data2 <> date[1] of data2) then begin
atr = avgTrueRange(raa_days) of data2;
value1 = absValue(open of data2 - close of data2);
sum = 0;
for counter = 0 to 9 Begin
sum = sum +absValue(open[counter] of data2 - close[counter] of data2);
end;
otcRange = sum/10.0;
canTrade = 1;
if(otcRange/atr <0.25) then canTrade =0;
keyPrice = (high of data2 + low of data2 + close of data2)/3.0;
print ("keyPrice : ", keyPrice);
stopp = atr* 0.30;
hipt = keyPrice + 0.25 * range of data2;
lopt = keyPrice - 0.25 * range of data2;
retrace = retrace_pct*atr;
----- Original Message -----
From: "Pavel Kotulsky" <mmanager@xxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Thursday, June 21, 2001 1:39 PM
Subject: Data Streams in EL
> Hello List!
>
> I would use in the same strategy the intraday Data1 stream
> and the EOD Data2 stream of the different instruments.
>
> I suppose it's allowed.
>
> Could anyone post (or point) an example of the EL text with the
> different time frame Data1 and Data2 datastreams.
>
> Should I somehow "sinchronize" the data.
>
> Thanks,
> Pavel Kotulsky
>
>
>
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