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Yes thats the problem, the code retains the overnight value of the NDX, but
uses the overnight values of the NQ1Z. I just wondered if there was any way
to just stop the calculation from using the overnight data.
I know I can change the NQ1Z to regular hours only, and that cetainly does
work, except I want to see the NQ1Z overnight trading in other charts on
using other indicators.
Guess life isn't simple.
I thot if I put the time statement at the front, that applied to the data
too, but guess not, time statement only applies to the plot, so thats dumb.
Any other thingsies to try?
Thxs to all who reply
jim
----- Original Message -----
From: "Bob Fulks" <bfulks@xxxxxxxxxxxx>
To: "Jim Erven" <ervenj@xxxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Wednesday, November 14, 2001 9:55 AM
Subject: Re: Plotting moving ave data for overnight NAZDAQ mini symbol
> The code below (not tested) should hold the value at 1600 until the
> following morning but the averages will still include a constant
> value for the overnight session. To get rid of the overnight session
> totally you have two options:
>
> Define the session times for NQ to be the day-session only (simplest)
>
> Create special "simple" versions of your averages that only get
> calculated on the bars for which you have data (a bit harder)
>
> Bob Fulks
>
> ---
>
>
> Input: Length1(2), Length2(9), Length3(200);
>
> Vars: Price((3 * C of data1 + H of data1 + L of data1)/5 -
> (3 * C of data2 + H of data2 + L of data2)/5);
>
> if Time >= 0930 and Time <= 1600 then begin
> Price = (3 * C of data1 + H of data1 + L of data1)/5 -
> (3 * C of data2 + H of data2 + L of data2)/5;
> end;
>
> Plot1(WAverage(Price,Length1),"AvgWghtd");
> Plot2(xAverage(Price,Length2),"AvgExp");
> Plot3(xAverage(Price,Length3),"SimpleAvg");
>
>
> At 8:59 PM -0500 11/13/01, Jim Erven wrote:
>
> >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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