There is a topic in the help files titled "Database Settings". There is a section where it explains how to use the trading hours to define precisely how time-compression works. I would like to know how I can set the Day/Night session start and end times such that the time compression will only take the O,H,L,C from between the market open at 9:30 am eastern to the market close at 4:00 pm eastern.
I have spent hours trying to adjust these values and then wright a simple code which accurately calculates daily moving averages using time compression in a intra-day time frame. No matter what I try I am always left with assigning the values of O,H,L,C using the TimeNum() >= 093000 and TimeNum() <= 160000 statements. The goal is the able to use a simple code: Timeframeset(indaily); DlyH = H; DlyL = L; DlyMA = MA(H-L,10); Timeframerestore(indaily); Plot(Timeframeexpand(DlyMA,indaily), "Dly H-L", colorRed, StyleLine); Thanks. Pete :-)
