David says
I am not sure what you consider to be "Average" but the following
will provide the average (H+L+C)/3 for Daily and Hourly time frames.
The AFL is for written for setting the time frame to daily and hourly
for intraday data.
Regards,
CODING BY David K.
==================================================
TimeFrameSet( inDaily);
AVGd = Ref((L + H + C),-1)/3;
" PPd:\t "+ AVGd;
TimeFrameRestore( );
Plot( TimeFrameExpand
(AVGd,inDaily, expandFirst) ,"",41,styleStai rcase|styleNoLab el,0,0,2) ;
TimeFrameSet( inHourly) ;
AVGh = Ref((L + H + C),-1)/3;
" PPh:\t "+ Avgh;
TimeFrameRestore( );
Plot( TimeFrameExpand
(AVGh,inHourly, expandFirst) ,"",41,styleStai rcase|styleNoLab el,0,0,2) ;
===============================================
THOMAS says
the code should do what you need.
===============================
DayChange = Day() != Ref(Day(), -1);
AvgTradePrice = Null;
CurDayBars = 0;
CurDayCloseSum = 0;
for (i = 0; i < BarCount; i++)
{
if (DayChange[i])
{
CurDayCloseSum = C[i];
CurDayBars = 1;
}
else
{
CurDayCloseSum = CurDayCloseSum + C[i];
CurDayBars++;
}
AvgTradePrice[i] = CurDayCloseSum / CurDayBars;
}
Plot(AvgTradePrice, "AvgTradePrice", 4, 1);
PlotShapes(shapeCircle * DayChange, colorBlue, 0, C, 0);
========================================
Coding by Thomas- www.PatternExplorer.com
Try these and find out how brokers calculate ATP,like indiainfoline etc.
Hope it helps
rv
--- On Tue, 6/22/10, Deepak Patade <[email protected]> wrote:
From: Deepak Patade <[email protected]>
Subject: [amibroker] average traded price
To: [email protected]
Cc: [email protected]
Date: Tuesday, June 22, 2010, 11:51 AM
How to write the afl line to calculate the average traded price of the stock.
Deepak Patade
