Hi, I want to compare the close price at 9:30 am with the yesterday's close price.
Thanks very much for you assistance. Charles --- In [email protected], reinsley <reins...@...> wrote: > > > Hi, > > Did you see *gapup() and **gapdown()* ? > > And associated formulas into AB library... > > http://www.amibroker.com/guide/afl/afl_view.php?id=58 > > Best regards > > > Le 09/07/2010 20:58, chuck_win a écrit : > > > > I want to find the open gaps. I use 30m bar. I check price at 9:30am > > very day. if open price > yesterday's close * 1.10, buy at yesterday > > close price and sell at open price at 9:30am. > > > > my code below doesn't work. > > > > Thanks very much to any assistance. > > > > Charles > > > > Perc = Optimize("Perc", 10, 3, 10, 1); > > > > //=============================================== buy rules > > Buyrule1 = TimeNum() == 93000 AND Open > Ref(Close, -1) * (1 + Perc/100); > > > > //=============================================== sell rules > > Sellrule1 = TimeNum() == 93000; > > > > //=============================================== trade > > Sell = 0; > > Buy = Buyrule1; > > BuyPrice = Ref(Close, -1); > > Sell = Sellrule1; > > SellPrice = Open; > > // Remove excess signals > > Buy = ExRem(Buy, Sell); > > // Remove additional signals, > > Sell = ExRem(Sell, Buy); > > > > >
