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Hi All
How do I get the value of the mornings high/low (say between 6 and 9am) on an intraday chart?
Many Thanks
YachtFund
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Rank: Advanced Member
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Try this chart indicator:
[code:1:b5df1ea03e]
=================
Intraday High/Low
=================
---8<-------------------------
{ Adjustable intraday High/Low.
©Copyright 2004~2006 Jose Silva.
The grant of this license is for personal use
only - no resale or repackaging allowed.
http://www.metastocktools.com }
{ Time Inputs }
StHour:=Input("start Hour",0,23,6);
StMin:=Input("start Minute",0,59,0);
EnHour:=Input("last Hour",0,23,9);
EnMin:=Input("last Minute",0,59,0);
{ Time period }
start:=Hour()>StHour
OR Hour()=StHour AND Minute()>=StMin;
end:=Hour()<EnHour
OR Hour()=EnHour AND Minute()<=EnMin;
filter:=
start AND (end OR (start AND Alert(start=0,2)));
{ Start/End time signals }
start:=filter AND Alert(filter=0,2);
end:=filter=0 AND Alert(filter,2);
{ Hi/Lo values }
Hi:=ValueWhen(1,filter,HighestSince(1,start,H));
Lo:=ValueWhen(1,filter,LowestSince(1,start,L));
{ Plot on price chart }
Hi;Lo
---8<-------------------------
[/code:1:b5df1ea03e]
jose '-)
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Rank: Advanced Member
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Joined: 3/19/2005(UTC)
Posts: 2,995
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Hey J!
I was trying this one all morning. I thought it'd be simple, but never really came up with a working solution. I looked at your Signal Accumulator code and tried to adapt it, but didn't get far. In the end, this is what I had come up with:
[code:1:dac8fc85dc]pd:=Hour()>=6 AND Hour()<10;
hv:=If(pd,H,0);
lv:=If(pd,L,0);
hv;-lv[/code:1:dac8fc85dc]
The thing is, that I couldn't trap the highest or lowest, so the values are changing. I even tried to write it to an external variable and couldn't make it work.
Anyway, you did a great job as usual.
G
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Rank: Advanced Member
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Posts: 1,065
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Was thanked: 2 time(s) in 2 post(s)
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Thanks, G.
Trapping the new Highs/Lows is the easy part - trading them is something else! :)
jose '-)
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Rank: Member
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Thanks Jose
How did you say I traded it?
:)
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 1/19/2005(UTC)
Posts: 1,065
Location: Koh Pha-Ngan, Earth
Was thanked: 2 time(s) in 2 post(s)
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Yes, dust off your crystal ball, get it to predict the highs and lows of the day before they happen, and then go Short/Long accordingly.
Simple, really... eh? ;)
jose '-)
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Rank: Member
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Jose
Im doing a back test and want it to only either buy or sell once a day. How do I limit a test to one of each a day i.e. only one buy and or one sell?
Thanks for your help,
YachtFund
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 1/19/2005(UTC)
Posts: 1,065
Location: Koh Pha-Ngan, Earth
Was thanked: 2 time(s) in 2 post(s)
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There are probably an infinite number of ways to limit signals.
Post your existing trading strategy code and we'll see what we can do.
jose '-)
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