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Special problem
I want to create a premium indicator for the NAZDAQ mini, ie the difference
bewtween the NQ1Z and the NDX data in a 1 minute bar.
Now because the NQ1Z trades overnight, I have to eliminate the overnight
data or the moving averages get all screwed up.
Is it possible to do this. i have written the ela code as below but this
doesn't do it. What am I missing in putting the time in correctly?
Data1 = NQ1Z, Data2 = NDX
Code in ela
IF TIME > 0930 AND TIME < 1600 THEN BEGIN;
Input: Price1((((3*Close+h+l)/5)) of data1 - (((3*Close+h+l)/5)) of data2)
,Length1(2),
Price2((((3*Close+h+l)/5)) of data1 - (((3*Close+h+l)/5)) of
data2),Length2(9),
Price3((((3*Close+h+l)/5)) of data1 - (((3*Close+h+l)/5)) of
data2),Length3(200) ;
Plot1(WAverage(Price1,Length1),"AvgWghtd");
Plot2(xAverage(Price2,Length2),"AvgExp");
Plot3(xAverage(Price3,Length3),"SimpleAvg");
end
end
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