|
PureBytes Links
Trading Reference Links
|
Hello,
I have some intraday data. Try to get the avg vol from 9;30-9:35am
over one month.
my code :
m=22; // 22 trading days are aound 30 calendar days
for (j = 2; j <m; j++)
{Totalvol=Totalvol+ValueWhen(((TimeNum()==093000) ),V,j);
FirstDate=ValueWhen(((TimeNum()==093000) ),DateNum(),j);
Firstdate2=ValueWhen(DateNum()!= Ref(DateNum(),-1),DateNum(),j);
}
AddColumn(Firstdate,"Firstdate",1.0);
AddColumn(FirstDate2,"Firstdate2",1.0);
If firstdate2>firstdate, it means there are days there are no trades
between 9;30-9;35am.
i like to know how many trading days there are from the fristdate to
current date.
So i wrote
Timefromset(indaily);
n=0;
n=barssince(datenum()==fristdate);
TimeFrameRestore ();
TimeFrameSet (in5Minute);
However, it doesn't work. if i replace the fristdate with the value
of first date (eg 1051111), it will work. Although the value of
firstdate is a number at each point(I can see it by AddColumn
(Firstdate,"Firstdate",1.0);) , the AFL treats firstdate as an array.
I guess that's the reason why it doesn't work.
Lots of functions of AFL (like if, for, barssince...) don't accept
arrays as parameters. It's really painful for me to write codes.
Any one can help? Thanks a lot.
william
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|