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Re: Plotting moving ave data for overnight NAZDAQ mini symbol



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Thxs for your help Bob,

My Tradestation 4 ELA PowerEditor doesn't like Ave1 as a variable. U working
in Tradestation4 or Tradestation2000?

jim




----- Original Message -----
From: "Bob Fulks" <bfulks@xxxxxxxxxxxx>
To: "Jim Erven" <ervenj@xxxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Wednesday, November 14, 2001 12:32 PM
Subject: Re: Plotting moving ave data for overnight NAZDAQ mini symbol


> At 11:32 AM -0500 11/14/01, Jim Erven wrote:
>
> >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.
>
> There is a pretty simple way for the XAverage (but not for the WAverage).
I noticed that Length1 was only 2 so just delayed plotting WAverage on each
new day until the second bar of the new day ...
>
> So try the code below. (Not tested) I included a "simple" (as opposed to
"series") version of the XAverage code in-line. This code totally disregards
the bars other than during the day session.
>
> Plot points on the price scale to avoid plotting during the overnight
session.
>
> 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);
>
> Vars: Ave1((3 * C of data1 + H of data1 + L of data1)/5 -
>             3 * C of data2 + H of data2 + L of data2)/5);
>
> Vars: Ave2((3 * C of data1 + H of data1 + L of data1)/5 -
>             3 * C of data2 + H of data2 + L of data2)/5);
>
> Vars: Ave3((3 * C of data1 + H of data1 + L of data1)/5 -
>             3 * C of data2 + H of data2 + L of data2)/5);
>
> Vars: Factor2(2 / (Length2 + 1)),
>       Factor3(2 / (Length3 + 1));
>
>
> if Time >= 0930 and Time <= 1600 then begin
>
>    {Count bars in the day}
>    Count = iff(Date <> Date[1], 1, Count + 1);
>
>    Price = (3 * C of data1 + H of data1 + L of data1)/5 -
>            (3 * C of data2 + H of data2 + L of data2)/5;
>
>    Ave1 = WAverage(Price, Length1);
>    Ave2 = Factor2 * Price + (1 - Factor2) * Ave2;
>    Ave3 = Factor3 * Price + (1 - Factor3) * Ave3;
>
>    if Count >= Length1 then Plot1(Ave1,"AvgWghtd");
>    Plot2(Ave2,"AvgExp");
>    Plot3(Ave3,"SimpleAvg");
> end;
>
>