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Re: [amibroker] Multiple time frames

Here is an Exploration in Automatic Analysis that I coded for another
member of the group, by setting the ( pds = ) variable to whatever time
frame you want, 5 days , 10, 20,30, etc. it will return the highest and
lowest price for that time period, also, by setting the ( apply to )
and ( range ) it will compare the stock or stocks to the pds = variable
and return New high or New Low.

Also, returns recent volume, and by setting ( volpds = ) to whatever
period, will average the volume in order to compare recent volume with
average volume for period, to see if there is a volume breakout.

Hope this helps, If there is something else you have in mind let me
know.

Anthony

Geo Singleman wrote:

> Is it possible to determine weekly or monthly OHLC while in the daily
>
> time frame in AFL? I can probably calculate this from the daily
> arrays,
> but I was wondering if there is another way of doing this. Basically I
>
> want HHV, LLV for the preceding week (Mon-Fri) or the previous
> calendar
> month.
>
> Do the functions DAY and DAYOFWEEK return the ARRAY datatype with one
> element or do they return a NUMBER? Doc says ARRAY.
>
> TIA.
>
> Geo
>
>
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/* New High or New Low exploration */
/* Coded by Anthony Faragasso*/

/***************************/

pds=5;
Volpds=5; 

/***************************/
Cond1= HHV(H,pds)==H ;
Cond2= LLV(L,pds)==L ;
Cond3= IIf(Cond1 > 0,H,0);
Cond4= IIf(Cond2 > 0,L,0);
Cond5= HHV(H,pds);
Cond6= LLV(L,pds);
Cond7= V; // Volume of shares 
Cond8= Sum(V,volpds)/volpds; // volume average 

Filter=Cond1>0 OR Cond2 >0; 

AddColumn(Cond3,"NewHigh ");
AddColumn(Cond4,"NewLow ");
AddColumn(Cond5,"HighestHigh ");
AddColumn(Cond6,"LowestLow ");
AddColumn(Cond7,"Volume ",1);
AddColumn(Cond8,"Vol/Avg ",1);

Filter= Cond1 OR Cond2 OR Cond3 OR Cond4 ;

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