You could adapt something from this script I put up recently: http://www.amibroker.com/library/detail.php?id=1263.
--- On Thu, 9/10/09, rmicalet <[email protected]> wrote: From: rmicalet <[email protected]> Subject: [amibroker] Retrieving yesterday's daily O/H/L/C during RTH in an intraday database? To: [email protected] Date: Thursday, September 10, 2009, 12:45 AM Does anyone happen to know how to do the following: I have a one-minute database that shows 24 hours of data. To compute pivots, I'd like to retrieve yesterday's O/H/L/C, but only from the regular trading session (9:30 am to 4:00 pm, New York time). If I simply take the O/H/L/C of the previous day's data I'll get the values corresponding to the entire 24 hour range of prices. Ideally, I'd like to isolate the one-minute bars from yesterday at 9:30 am to yesterday at 4:00 pm and then find the max, min, and last price. I imagine the solution entails something like: startBar = ValueWhen( timeNum() == 093000 and ???, barIndex()); endBar = ValueWhen( timeNum() == 160000 and ???, barIndex()); yesterday_high = HHV(barIndex( ) >= startBar AND barIndex() <= endBar, H); yesterday_low = LLV( barIndex() >= startBar AND barIndex() <= endBar, L); yesterday_close = ValueWhen(barIndex( ) == endBar, C); In the expressions for "startBar" and "endBar", I'm not sure how to construct the condition that the day in question is yesterday when dealing with a one-minute database. I tried: timeFrameSet( inDaily); yesterday = Ref(Day(),-1) ; timeFrameRestore( ); startBar = ValueWhen ( timeNum() == 093000 AND Day() == yesterday, BarIndex()); endBar = ValueWhen ( timeNum() == 160000 AND Day() == yesterday, BarIndex()); But that doesn't seem to work as no indicators show up when I plot them out. I suspect I'm making this a lot harder than it is. Would be grateful for any insight. Regards, Ray Micaletti
