I was wondering if anyone could help me make my programs
more efficient. I often need to determine the OHLCV values
of specific 1-minute bars throughout the day, but especially
the first, second, and third 1-minute bars in the morning (usually
occurring at 9:30, 9:31, and 9:32 a.m. eastern or NYSE time).

I currently use the following to retrieve the third bar of the day
where 1060727 would be yesterday's date for example:

TimeFrameSet(in1Minute);

BARS = BarsSince(DateNum()==1060727) - 3;

L1 = LastValue( Ref(Close, -BARS) );

...PerformSomeActionUsingL1(L1);

TimeFrameRestore();


So let's say I am running an AFL program and it is about
20 minutes after the opening bell (or 9:50 a.m. Eastern time).
And I wish my program to retrieve the CLOSE value of
the third 1-minute bar of the day. The above routine seems
kind of lengthy to me. Is there a simpler, more concise way
of doing this?

Or perhaps a simpler way to state this. What is the easiest
way to retrieve the OHLCV value of any 1-minute bar throughout
the day.

Here is an example (a fake or fantasy example) of what I believe
would be a really concise way of doing this, if the command
existed, using direct referencing instead of relative referencing.

Fake command example:

L1 = DirectClose(Today(ThirdBar));

Or, another example might be...

L1 = CloseValue(Today,093300);

Or, a better example where 3 means the 3rd bar...

L1 = CloseValue(Today,3);

Can I construct anything even close to this using the AFL command
set?


Thank you,

Ryan





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