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Dear Jim/Bob,
Try to use PushPOP this way:
1. Plot a graph with NQZ1 (same interval but 24hr session)
2. Plot a graph (daily or intraday) with NDX.
Push form graph1 the primary data that you use for your calculation (Close
or Open or any other value).
Pop this value in graph 2 and only now take the average of that data.
Overnight values are now automatically discarded from your calculation.
Robert
ps. I will be emailing pushpop.zip shortly (with some new functions, sample
.ELA and an explanatory pushpop.doc).
===============================
Robert Linders
Orlando, FL
email: mugsnug@xxxxxxxxx
===============================
----- Original Message -----
From: "Jim Erven" <ervenj@xxxxxxxx>
To: "Bob Fulks" <bfulks@xxxxxxxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Wednesday, November 14, 2001 11:32 AM
Subject: Re: Plotting moving ave data for overnight NAZDAQ mini symbol
> 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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