The problem is that the "x" array you mentioned in the formula MA (x), doesn't have consecutive numbers. The "x" array has numbers during the first three hours of the trading day, but after that it doesn't. Only on the next day it will have values again. Ex of one trading day: Trading Hours: 1 2 3 4 5 6 7 8 "x" array (H-L): 1 0.8 0.7 - - - - - "y" array (H-L): - - - 1.4 1.5 2 1.8 2
As you can see the x array, which holds the range in the first three hours, doesn't have values after that until the next day. How Can I calculate a MA only with numbers obtained during the first three hours of each trading day. For example, to calculate a 9 period MA I would need three days, but how can I skip the hours that I'm not interested in for the MA calculation? thanks --- In [email protected], "Ara Kaloustian" <[EMAIL PROTECTED]> wrote: > > Value = iif(Timenum() <time criteria,MA(x),MA(y)); > > ----- Original Message ----- > From: "pmxgs" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Thursday, July 24, 2008 9:50 AM > Subject: [amibroker] Help with AFL, calculating two different ATR > > > > Hi, > > > > I'm trying to build two indicators which calculate the 30 period MA > > of the (1)ATR of the first 3 hours of the trading day and then the > > (2)ATR of the rest of the hours of the trading day. > > I'm using hourly bars. > > > > > > Can I do this without loops? > > > > I was thinking in using something like (assuming market opens at 7): > > > > > > First3=IIF(hour()<10, atr(1),null); // this array holds the atr of > > the first three hours > > Restofday=IIF(hour()>=10,atr(1),null); // this array holds the atr > > of rest of the hours > > > > atravg3=ma(firsttwoh,30); //calculates the 30 period average of the > > atr obtained during the first three hours > > atrmovaveragerR=ma(restofday,30); > > > > The problem with this approach is that the first3 array is filled > > with numbers (atr) when I'm at the first three hours of the trading > > day, and nulls after that. > > Then the moving average will be calculated on both the numbers and > > the nulls. > > Is there any way to change this, so that the average uses only the > > number, and discards the nulls. > > > > thanks very much > > > > > > > > ------------------------------------ > > > > Please note that this group is for discussion between users only. > > > > To get support from AmiBroker please send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > For other support material please check also: > > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > > > >
