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Re: How to make Low(Day) work properly?



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Abhijit:

>Using IB feed through HyperServer Lite with ts2ki. My session times are set
>from 830 to 1515 CST and I don't care what happens outside those hours.
>Charts work fine, as they should. In RadarScreen, if I try to plot Low(Day)
>for ER2M4, I get 534.20, which happens to be the overnite low. I don't need
>that. I need Low(Day) or something else to print 537.10, which the day
>session low of today (till now, at least). What can I do?

The problem is that HighD and LowD rashly assume that the session
begins at midnight.

I wasn't going to share this but...

I have written versions of OpenD, HighD, LowD, and CloseD that
account for the day session only, or any session you define.  They
also account for odd time zones where midnight occurs during the day
session (as it might for foreign markets traded in the U.S. or U.S.
markets traded by TS users in Asia).

The functions take the following arguments:

DayOpenTime - the time your day session opens
DayCloseTime - the time your day session closes
DaysAgo - how many days ago you want the price

For example, _LowD(0830, 1415, 1) will return the low of 1 day ago
during the session that starts at 0830 and ends at 1415.

Similarly you would call the functions _OpenD, _HighD, and _CloseD.

You may download a protected ELS for TS2000i at
http://unicorn.us.com/trading/src/OHLCD.ELS

This is a source-protected archive.  I worked hard on these
functions and wasn't going to share them originally.  The question
about TS's builtin LowD and HighD have come up often enough that
it seems to me that this source code has value.  If you want the
source, is $10 a reasonable compensation for my efforts?

-- 
  ,|___    Alex Matulich -- alex@xxxxxxxxxxxxxx
 // +__>   Director of Research and Development
 //  \ 
 // __)    Unicorn Research Corporation -- http://unicorn.us.com