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If you include globex data in your intraday data streams,
HighD will give strange results because the TS2ki code
uses data<>date[1] to recognize the new day.
The sess2 starts 15 minutes after day session close, not midnight.
Eric Svendsen
----- Original Message -----
From: "drwar" <drwar@xxxxxxxxxxx>
To: "Gary Fritz" <fritz@xxxxxxxx>; <omega-list@xxxxxxxxxx>
Cc: <dans@xxxxxxxxxxxxxxxx>
Sent: Monday, November 24, 2003 9:36 AM
Subject: Re: Past Daily High/Lows using intraday charts?
> I differ to the expert, it has been a long time since I used that feature.
> Gary is correct.
>
> Jerry
> ----- Original Message -----
> From: "Gary Fritz" <fritz@xxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Cc: <dans@xxxxxxxxxxxxxxxx>
> Sent: Monday, November 24, 2003 12:00 PM
> Subject: Re: Past Daily High/Lows using intraday charts?
>
>
> > > When it says "days ago" as the input, it is relative to daily bars.
> > > So for an intraday chart its "bars ago"
> > > Just determine how many bars
> > > in a day for the data compression you are using.
> >
> > Not true. HighD records the highest prices for N *DAYS* ago in
> > an array. HighD(3) returns the high for 3 DAYS ago, whether you
> > run it on a daily chart or a 1 tick chart.
> >
> > Dan, I don't know why you're having trouble with HighD() on an
> > intraday chart. It has always worked for me, although there was
> > a particular subtle bug in the TS4 implementation. What version
> > of TS are you running?
> >
> > Gary
> >
>
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