Just for the record, the code is below. Third party plugin: deDateTime.dll Available here: http://www.amibroker.org/3rdparty/
Lester /*** START ***/ // High and Low in a specified time frame startTime = 093000; endTime = 103000; // add-on plugin functions hgh = deTimeRangeHHV (H, startTime, endTime); lwl = deTimeRangeLLV (L, startTime, endTime); cls = deValueWhenTime(C, endTime); H_plot = IIf(TimeNum()>=endTime, hgh, Null); L_plot = IIf(TimeNum()>=endTime, lwl, Null); C_plot = IIf(TimeNum()>=endTime, cls, Null); Plot(H_plot, "", colorLightBlue, styleLine); Plot(L_plot, "", colorOrange, styleLine); Plot(C_plot, "", colorDarkYellow, styleLine); Plot(C,"",26,64); Title = "\\c11"+Interval(2)+" "+ Date()+"\\c-1 H="+H+" L="+L+" C="+C; SetChartOptions(0, chartShowDates); /*** END ***/ --- In [email protected], "Lester Vanhoff" <[EMAIL PROTECTED]> wrote: > > Thanks, Anthony. This looks like the easiest solution. I'll check that later: > > deTimeRangeHHV( array, starttime, endtime); > deTimeRangeLLV( array, starttime, endtime); > deValueWhenTime ( array, time); > > Lester > > > --- In [email protected], "Anthony Faragasso" <ajf1111@> wrote: > > > > Lester, > > > > Using the deDateTime.dll plugin from the 3rd party area...I have never had > > any problems accessing the data at certain times... > > > > Anthony > > ----- Original Message ----- > > From: Lester Vanhoff > > To: [email protected] > > Sent: Monday, February 12, 2007 7:11 AM > > Subject: [amibroker] Re: How To Get HHV( High, between 09:30 and 10:30 ) > > > > > > Thanks for help. There are two issues here. > > > > 1) Bill's formula is shorter but on some days it somehow excludes the > > first bar (09:30:00 one) from calculations. For example on NQ-H7 five > > minute chart: > > > > - 2006-12-13: incorrect High > > - 2007-01-19: incorrect Low > > - 2007-01-26: incorrect High > > > > I double checked my one-minute data and there is nothing missing there. > > It would be interesting to find out why this is happening. > > > > http://img227.imageshack.us/img227/1142/02122007062358ca3.png > > > > 2) Edward's formula is the hell of a code. I tried to add Lowest Low plot > > but adding the following line simply wouldn't work: > > > > // assign lowest low within the interval assigned to rest of day > > lwl = IIf(!tt,LLV(ltt,bs2),Null); > > > > Plot(lwl,"",colorOrange,styleLine); > > > > Here is what I get: > > > > http://img225.imageshack.us/img225/530/02122007063634gx1.png > > > > After marking out Plot(lwl, ... ) statement everything is back to normal. > > > > Also, there are no problems with Highs or Lows on days when Bill's code > > generates incorrect values. > > > > http://img243.imageshack.us/img243/8375/02122007064123bq7.png > > > > Both formulas, with lines for Lowest Low added and a few minor cosmetic > > changes, are posted below. > > > > /*** Bill's code ***/ > > > > // High and Low in a specified time frame > > startTime = 093000; > > endTime = 103000; > > > > start = BarsSince(TimeNum()==startTime); > > end = BarsSince(TimeNum()==endTime); > > per = (start - end); > > > > hgh = ValueWhen(TimeNum()==endTime, HHV(H, per)); > > lwl = ValueWhen(TimeNum()==endTime, LLV(L, per)); > > cls = ValueWhen(TimeNum()==endTime, C); > > > > H_plot = IIf(TimeNum()>=endTime, hgh, Null); > > L_plot = IIf(TimeNum()>=endTime, lwl, Null); > > C_plot = IIf(TimeNum()>=endTime, cls, Null); > > > > Plot(H_plot, "", colorLightBlue, styleLine); > > Plot(L_plot, "", colorOrange, styleLine); > > Plot(C_plot, "", colorDarkYellow, styleLine); > > > > Plot(C,"",26,64); > > SetChartOptions(0, chartShowDates); > > > > Title = "\\c11"+Interval(2)+" "+ > > Date()+"\\c-1 H="+H+" L="+L; > > > > /*** END ***/ > > > > // +++++++++++++++++++++++++++++++ // > > > > /*** Edward's code ***/ > > > > // High and Low in a specified time frame > > startTime = 093000; > > endTime = 103000; > > > > // assign an array tt having a value 1 inside the interval > > tt = IIf(TimeNum() >= startTime AND TimeNum() <= endTime,1,0); > > // high within interval > > htt = IIf(TimeNum() >= startTime AND TimeNum() <= endTime,H,0); > > // low within interval > > ltt = IIf(TimeNum() >= startTime AND TimeNum() <= endTime,L,0); > > // start bar of interval is 1, end bar is -1 > > dtt = tt - Ref(tt,-1); > > > > // calculate the cumulative number of bars inside the interval > > bs = BarsSince( dtt == 1 ) + 1; > > // find number of bars at the end of interval > > bs2 = IIf(dtt == -1,bs,Null); > > // assign highest high within the interval assigned to rest of day > > hgh = IIf(!tt,HHV(htt,bs2),Null); > > // assign lowest low within the interval assigned to rest of day > > lwl = IIf(!tt,LLV(ltt,bs2),Null); > > // close price at end of interval assigned to rest of day > > // old code: cls = IIf(!tt,ValueWhen(dtt == -1,C),Null); > > cls = IIf(!tt,ValueWhen(Ref(dtt,1) == -1,C),Null); > > > > Plot(hgh,"",colorLightBlue,styleLine); > > // Plot(lwl,"",colorOrange,styleLine); // this must be fixed > > Plot(cls,"",colorDarkYellow,styleLine); > > > > Plot(C,"",26,64); > > > > Title = "\\c11"+Interval(2)+" "+ > > Date()+"\\c-1 H="+H+" L="+L; > > > > SetChartOptions(0, chartShowDates); > > > > /*** END ***/
