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:\Program Files\AmiBroker\Plugins
--- In amibroker@xxxxxxxxxxxxxxx, "skiabox" <skiabox@xxxx> wrote:
> thnx for replying.where do I put this dll?In amibroker directory?
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "gunovanengel"
<gunovanengel@xxxx>
> wrote:
> > download http://www.amibroker.org/3rdparty/deDateTime.zip
> > study this afl
> > Regards
> > Guno
> >
> >
> > MaxGraph=5;
> > GraphXSpace = 1;
> >
> > // Start of variables used to calculate custom formulas
> >
> > // Defines market hours
> > MarketOpen = 93000;
> > MarketClose = 161500;
> > MarketHours = deFlagTimeRange(MarketOpen, MarketClose);
> > FirstBarOfDay = deFlagFirstBarOfDay(MarketOpen);
> > LastBarOfDay = deFlagLastBarOfDay(MarketClose);
> > enumMarketHours = BarsSince(FirstBarOfDay);
> >
> > // First 5 minutes of Opening Range
> > OR5High = deTimeRangeHHV(H,MarketOpen,93500);
> > OR5Low = deTimeRangeLLV(L,MarketOpen,93500);
> > OR5Median = (OR5High+OR5Low)/2;
> >
> > // First 15 minutes of Opening Range
> > OR15High = deTimeRangeHHV(H,MarketOpen,94500);
> > OR15Low = deTimeRangeLLV(L,MarketOpen,94500);
> >
> > // First 60 minutes of Opening Range
> > OR60High = deTimeRangeHHV(H,MarketOpen,103000);
> > OR60Low = deTimeRangeLLV(L,MarketOpen,103000);
> >
> > // Yesterdays Daily values. Note: By adjusting Daysback to a
greater
> > value, all the calculations below will go back a number of
> > corresponding days (ie: Daysback = 5 means 5 days ago)
> > DaysBack = 1;
> >
> > YesterdaysHigh = ValueWhen(Ref(deFlagLastBarOfDay
(MarketClose),-
> > 1),deTimeRangeHHV(H,MarketOpen,MarketClose),DaysBack);
> > YesterdaysLow = ValueWhen(Ref(deFlagLastBarOfDay
(MarketClose),-
> > 1),deTimeRangeLLV(L,MarketOpen,MarketClose),DaysBack);
> > YesterdaysOpen = ValueWhen(deFlagLastBarOfDay
> > (MarketOpen),O,DaysBack);
> > YesterdaysClose = ValueWhen(Ref(deFlagLastBarOfDay
(MarketClose),-
> > 1),C,DaysBack);
> > Yesterdays2HrHigh = ValueWhen(Ref(LastBarOfDay,-1),deTimeRangeHHV
> > (H,141500,161500),DaysBack);
> > Yesterdays2HrLow = ValueWhen(Ref(LastBarOfDay,-1),deTimeRangeLLV
> > (L,141500,161500),DaysBack);
> >
> > // Start of custom calculations & formulas
> > DailyPivot =
(YesterdaysHigh+YesterdaysLow+YesterdaysClose)/3;
> > DailyMedian = (YesterdaysHigh+YesterdaysLow)/2;
> > DailyPivotHigh = DailyPivot + abs(DailyPivot - DailyMedian);
> > DailyPivotLow = DailyPivot - abs(DailyPivot - DailyMedian);
> > R1 = ((2 * DailyPivot) - YesterdaysLow);
> > S1 = ((2 * DailyPivot) - YesterdaysHigh);
> > //R2 = ((DailyPivot - S1) + R1);
> > //S2 = (DailyPivot - (R1 - S1));
> > //R3 = (R2 + (YesterdaysHigh - YesterdaysLow));
> > //S3 = (S2 - (YesterdaysHigh - YesterdaysLow));
> >
> > DayFilter = deValueWhenTime((Sum(C>OR5Median,enumMarketHours)+Sum
> > (O>OR5Median,enumMarketHours)+Sum(H>OR5Median,enumMarketHours)
+Sum
> > (L>OR5Median,enumMarketHours))/4,103000);
> > ACDHighOffset = 2;
> > ACDLowOffset = 2;
> > ACDHigh = OR15High + ACDHighOffset;
> > ACDLow = OR15Low - ACDLowOffset;
> >
> > // Same variables as above, but plotting during after hours is
> > suppressed
> > YestHighClean = IIf(MarketHours,YesterdaysHigh,Null);
> > YestLowClean = IIf(MarketHours,YesterdaysLow,Null);
> > YestCloseClean = IIf(MarketHours,YesterdaysOpen,Null);
> > YestCloseClean = IIf(MarketHours,YesterdaysClose,Null);
> > Y2HrHighClean = IIf(MarketHours,Yesterdays2HrHigh,Null);
> > Y2HrLowClean = IIf(MarketHours,Yesterdays2HrLow,Null);
> > DailyPivotClean = IIf(MarketHours,DailyPivot,Null);
> > DailyPivotHighClean = IIf(MarketHours,DailyPivotHigh,Null);
> > DailyPivotLowClean = IIf(MarketHours,DailyPivotlow,Null);
> > ACDHighClean = IIf(MarketHours,ACDHigh,Null);
> > ACDLowClean = IIf(MarketHours,ACDLow,Null);
> > OR5MedianClean = IIf(MarketHours,OR5Median,Null);
> > R1Clean = IIf(MarketHours,R1,Null);
> > S1Clean = IIf(MarketHours,S1,Null);
> > //R2Clean = IIf(MarketHours,R2,Null);
> > //S2Clean = IIf(MarketHours,S2,Null);
> >
> >
> > // Start of variables used to control color of bars/indicators
> > BullishBar = H > Ref(H,-1) AND L > Ref(L,-1);
> > BearishBar = H < Ref(H,-1) AND L < Ref(L,-1);
> > PriceColor = IIf(deFlagTimeRange(MarketOpen,93500),colorWhite,IIf
> > (deFlagTimeRange(93500,94500),colorLightBlue,IIf
> > (MarketHours==False,colorDarkBlue,IIf(BullishBar,colorGreen,IIf
> > (BearishBar,colorRed,colorLightGrey)))));
> > ORBarColor = IIf(deFlagTimeRange
> > (93000,94500),colorLightBlue,colorOrange);
> >
> > // Start of Plot() functions to display calculated series
> > Plot
> >
(C,"C",PriceColor,styleBar+styleThick);
> > // Close
> > Plot(EMA((O+H+L+C)/4,7),"EMA7",colorGreen,styleLine);
> > Plot(EMA((O+H+L+C)/4,15),"EMA7",colorBlue,styleLine);
> > Plot
> >
(OR5MedianClean,"5M",colorBlue,styleLine);
> > // Clayburg 5 Minute Mid Line
> > Plot
> >
(ACDHighClean,"ACDH",ORbarcolor,styleLine+styleThick);
> > // ACD High Threshold
> > Plot
> >
(ACDLowClean,"ACDL",ORbarcolor,styleLine+styleThick);
> > // ACD Low Threshold
> > Plot
> >
(YestHighClean,"YH",colorLightGrey,styleLine+styleThick);
> > // Yesterdays High
> > Plot
> >
(YestLowClean,"YL",colorLightGrey,styleLine+styleThick);
> > // Yesterdays Low
> > Plot
> >
(DailyPivotClean,"PP",colorLightBlue,styleLine+styleThick);
> > // Pivot
> > Plot
> >
(DailyPivotHighClean,"PH",colorPink,styleLine+styleThick);
> > // Pivot High
> > Plot
> >
(DailyPivotLowClean,"PL",colorPink,styleLine+styleThick);
> > // Pivot Low
> > Plot
> >
(R1Clean,"R1",colorRed,styleLine+styleThick);
> > // R1 Pivot
> > Plot
> >
(S1Clean,"S1",colorRed,styleLine+styleThick);
> > // S1 Pivot
> > Plot
> >
(Y2HrHighClean,"Y2H",colorBrightGreen,styleLine+styleThick);
> > // Yesterdays 2Hr High
> > Plot
> >
(Y2HrLowClean,"Y2L",colorBrightGreen,styleLine+styleThick);
> > // Yesterdays 2Hr Low
> > //Plot
> >
(R2Clean,"R2",colorRed,styleLine+styleThick);
> > // R2 Pivot
> > //Plot
> >
(S2Clean,"S2",colorRed,styleLine+styleThick);
> > // S2 Pivot
> >
> > // Plot color bands
> > Plot
(ACDLowClean,"ACDL",colorBlack,styleArea); //
> > ACD Low Threshold
> > Plot(ACDHighClean,"ACDH",IIf(TimeNum()>=94500 AND TimeNum() <=
> >
MarketClose,colorDarkGreen,colorBlack),styleArea); //
> > ACD High Threshold
> >
> >
> >
> > AUp = MarketHours AND Cross(C,ACDHigh);
> > ADn = MarketHours AND Cross(ACDLow,C);
> >
> > PlotShapes(shapeSmallUpTriangle * AUp,colorYellow,0,C-2);
> > PlotShapes(shapeSmallDownTriangle * ADn,colorYellow,0,C+2);
> >
> > //--Indicator-End--
> > "Direction Day Filter Value: " + WriteVal((DayFilter/60)*100)
+"%";
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "skiabox" <skiabox@xxxx> wrote:
> > > In his book "Four Steps to Trading Success" John Clayburg
intoduced
> > > the concept of Directional Day Filter.After the first five
minutes
> > of
> > > the market day has passed,he records the highest and the
lowest
> > price
> > > of the day thus far.Then he adds the two recorded prices and
> > divide by
> > > two.Then he drows the resulting price as a horizontal line.
> > > After 1 hour the market reaches a critical point.
> > > At this point it is critical to determine the amount of market
> > > activity that has occurred both above and below the line
marking
> > the
> > > average of the first five minutes of trading.
> > > If there is substantially greater activity above the average
line
> > than
> > > below the line at this time of the session,the odds are
> > significantly
> > > in favor of the trend for the rest of the day to be higher.
> > > Conversely,if there is more market activity below the line than
> > > above,there is a greater tendency for the market to trade
lower for
> > > the remainder of the trading session in question.
> > >
> > >
> > > My question is if there is a way to measure this 1st hour
market
> > > activity above and below the average line.
> > >
> > > Clayburg says that : 'The measure of activity to which I refer
on
> > > these charts is defined as strictly the number of trades that
have
> > > occurred above or below our average line.This does not refer
to the
> > > number of closes,the number of highs,the number of lows,the
number
> > of
> > > complete bars,and so forth.It is strictly an observation of the
> > > general amount of trading activity that has occurred on either
> > side of
> > > this critical average line that we calculated earlier'
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