[amibroker] Re: Resetting an indicator at the start of a session

["sidhartha70" <sidhartha70@xxxxxxxxx>]

Dennis,

Thank you. I will take a look at the code.

First question... goodness. Is there a really easy way to know if we
are at the start of a session...?? A flag of some sort that gets set
at the start of the session...?

Sorry, I come from C# world...

Thanks

--- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
>
> Hello,
> 
> Here is a snippet of AFL from my system that is concerned with what  
> you are looking for.  Sift through it and see if it gives you any ideas.
> 
> // Generate the Holiday mask so we don't backtest trading or use in  
> volume calculations
> Holiday = 1;
> for(i=0; StrExtract(HolidayList,i)!=""; i++){Holiday &= BarDates !=  
> StrToNum(StrExtract(HolidayList,i));}
> Halfday0 = 1;
> for(i=0; StrExtract(HalfdayList,i)!=""; i++){Halfday0 &= BarDates !=  
> StrToNum(StrExtract(HalfdayList,i));}
> Halfday = Halfday0 | BarTimes <= 130000;
> // Major US equity markets open/close markers
> MarketOpen = Holiday AND Halfday AND BarTimes >= 93000 AND BarTimes <=  
> 160000;
> FirstTradeBar = Cross(MarketOpen,.5);
> LastTradeBar = Cross(.5,MarketOpen);
> // Market volume valid mask
> ValidVolBars = MarketOpen AND Halfday0;
> // Time of day to place trades mask
> EntryTimes = TimeNum() >= TradeBeg AND TimeNum() <= TradeEnd- 
> TradeEnd2; //time of day to place new trades
> EntryTimes &= HalfDay & Holiday;
> ExitTimes = TimeNum() >= TradeBeg AND TimeNum() <= TradeEnd; //time of  
> day to place exits
> ExitTimes &= HalfDay & Holiday;
> // Go flat at end of day bar
> LastDayTradeBar = Cross(TimeNum() >= TradeEnd,.5) | Cross(0.5,HalfDay);
> 
> BR,
> Dennis
> 
> On May 20, 2008, at 11:17 AM, sidhartha70 wrote:
> 
> > Herman et al,
> >
> > any thoughts on this...?
> >
> > Thanks
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "sidhartha70" <sidhartha70@>  
> > wrote:
> >>
> >> Herman,
> >>
> >> thanks for this. very interesting.
> >>
> >> however, exactly what i'm trying to do is completely reset an
> >> indicator at the beginning of each session. the indicator is forming
> >> part of an oscillator, so i want to cumulative a value over over each
> >> session, and then reset it to zero.
> >>
> >> is there an easy way of doing that?
> >>
> >
> >
> >
> > ------------------------------------
> >
> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > Yahoo! Groups Links
> >
> >
> >
>



------------------------------------

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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

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/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> 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/