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[amibroker] Re: Day Session or 24 Hour from AFL...?


  • Date: Thu, 18 Mar 2010 17:53:28 -0000
  • From: "Rob" <sidhartha70@xxxxxxxxx>
  • Subject: [amibroker] Re: Day Session or 24 Hour from AFL...?

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The point was to automate it from AFL... or course it's easy to see with your eye scrolling the charts. Any fool can do that.

In principle it is easy from AFL, EXCEPT where SetBarsRequired() is set to view a short history of historical bars (for speed purposes) and where very short intervals are used... i.e. 15 seconds, 30 seconds, 1 min.... then it would be quite possible that the data simply didn't exist in the arrays to prove it one way or another.

Anyway, problem solved now... I used some different logic. But thanks anyway!


--- In amibroker@xxxxxxxxxxxxxxx, "Joris M.schuller" <jmschuller@xxx> wrote:
>
> To be honest, I don't understand the problem, what makes solving it
> difficult.  There are at least 4 ways to determine whether you are in the 24
> Hr mode (afl or no afl):
> 
> 1. As mentioned before: File/Database Settings/Intraday settings/Filtering
> 
> 2. Look at the chart which will show big time gaps in the day session
> 
> 3. The chart will show large daily gaps in the day session between close and
> next day's open. (In 24 Hr session there is only aMonday 0:00AM gap)
> 
> 4. If all that fails, ask Janeczko for the 2 or 3 line flag code
> 
>  
> 
> Having said that, here some code which perhaps solves the problem (whatever
> it is).
> 
>  
> 
> Good Luck
> 
>  
> 
> Title = EncodeColor(4)+ _DEFAULT_NAME()+";  "+EncodeColor(1) +
> StrFormat("{{NAME}} - {{INTERVAL}}; {{DATE}}; O=%g, H=%g, L=%g, C=%g,
> (%.1f%%){{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ); 
> SetChartOptions(0,chartShowArrows|chartShowDates); 
> SetBarsRequired(inDaily/Interval(),0);// Necessary to determine Day Session
> or 24 Hr Session 
> DayChange = Day()!= Ref(Day(), -1); 
> StDay1 = ValueWhen(DayChange, BarIndex(), 1); 
> StDay2 = ValueWhen(DayChange, BarIndex(), 2); 
> NumDayTimeBars = StDay1 - StDay2; 
> _24HrBars = inDaily/Interval(); 
> Cond=WriteIf(NumDayTimeBars/_24HrBars<0.95,"Day Session","24 Hr Trading"); 
> //Cond<=1, because certain brokers don't display all 24 Hr data and also in
> case of occasional data loss: 
> //for example IB does not display 12:00-12:15 AM in Forex (4-4:15 PM CST) 
> Plot(C,"\n"+Cond+"\nDay Session Bars = "+WriteVal(NumDayTimeBars ,1.0)+"\n24
> Hr Bars = "+WriteVal(inDaily/Interval(),1.0),1,5); 
> 
> DisplayIndices = ParamToggle("Display BarIndices ","No|Yes",1); // if
> display of bar indices is desired 
> if (DisplayIndices ) 
> Title=Title+ StrFormat(" 
> StDay1 =%g 
> StDay2 =%g",StDay1,StDay2 );
> 
>  
> 
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> Of Rob
> Sent: Tuesday, March 16, 2010 5:31 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Day Session or 24 Hour from AFL...?
> 
>  
> 
>   
> 
> Your zoom stuff is great... what's great about it is that you can construct
> any two datetimes and zoom to those values... they don't even have to be
> part of your AFL arrays... i.e. your arrays can be small but you zoom back
> to wherever you want...
> 
> The problem is constructing datetimes can be a quite clunky... especially if
> you want to zoom back a given number of bars... when you start looking at 24
> hour vs day filtering it starts to get messy... and no-one likes messy
> code!!!
> 
> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com> ,
> Herman <psytek@> wrote:
> >
> > yeap, I give up :-)
> > 
> > If this is still related to your original problem (zooming with blank
> > bars at the right side of the chart) perhaps email support.
> > 
> > There has to be an easier way.
> > 
> > good luck,
> > herman
> > 
> > > As I said in my original message Herman, the problem with that
> > > technique is, it's very possible that my history (I have
> > > SetBarsRequired to view the minimum historical bars for speed
> > > purposes), particularly when I'm in lower intervals like 1min, may
> > > not have that data in it... so I cant tell unless I go to a higher
> > > interval or unless I scroll the chart backwards... which obviously
> > > defeats the purpose of using AFL to try and automate the process...
> > 
> > > You see what I mean...?
> > 
> > > --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com> ,
> Herman <psytek@> wrote:
> > >>
> > >> ahh,
> > >> 
> > >> You could check if you have any bars in your Data history between 16:00
> > >> and 9:30, you might have to do this only once/session.
> > >> 
> > >> herman
> > >> 
> > >> > No not the interval Herman... whether the chart is being displayed
> > >> > (filtered) for day session only or 24 hour session...
> > >> 
> > >> > --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> , Herman <psytek@> wrote:
> > >> >>
> > >> >> if( Interval() == InDaily ) ?
> > >> >> 
> > >> >> herman
> > >> >> 
> > >> >> > I'm talking about finding out from AFL... not manually.
> > >> >> 
> > >> >> > --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com> , "Joris M.schuller" <jmschuller@>
> wrote:
> > >> >> >>
> > >> >> >> File/Database Settings/Intraday settings/Filtering: Check which
> of the 4
> > >> >> >> options (and Filter weekends) is selected.
> > >> >> >> 
> > >> >> >> 
> > >> >> >> 
> > >> >> >> From: amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>  [mailto:amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com> ] On Behalf
> > >> >> >> Of Rob
> > >> >> >> Sent: Monday, March 15, 2010 8:04 PM
> > >> >> >> To: amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com> 
> > >> >> >> Subject: [amibroker] Day Session or 24 Hour from AFL...?
> > >> >> >> 
> > >> >> >> 
> > >> >> >> 
> > >> >> >> 
> > >> >> >> 
> > >> >> >> I'm wondering if there is a sure fire way to know via AFL if the
> chart in
> > >> >> >> question is set to view the 24 hour session or the day session
> only....?
> > >> >> >> 
> > >> >> >> Clearly where there is enough data on the chart you can look for
> times
> > >> >> >> outside the day session to tell you, but it's very possible, and
> is the case
> > >> >> >> in this instance, that not enough data is visible in the current
> array to
> > >> >> >> know what the filtering mode is... the only way to know would be
> scroll
> > >> >> >> backwards... but I want to know via AFL if possible.
> > >> >> >> 
> > >> >> >> I need to know because I'm constructing DateTime values back a
> certain
> > >> >> >> number of bars (outside of the current arrays) and clearly 24
> hour session
> > >> >> >> or day session makes a big difference...
> > >> >> >> 
> > >> >> >> TIA
> > >> >> >>
> > >> >> 
> > >> >> 
> > >> >> 
> > >> >> 
> > >> >> > ------------------------------------
> > >> >> 
> > >> >> > **** IMPORTANT PLEASE READ ****
> > >> >> > This group is for the discussion between users only.
> > >> >> > This is *NOT* technical support channel.
> > >> >> 
> > >> >> > TO GET TECHNICAL SUPPORT send an e-mail directly to 
> > >> >> > SUPPORT {at} amibroker.com
> > >> >> 
> > >> >> > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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> > >> >> 
> > >> >> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > >> >> > http://www.amibroker.com/devlog/
> > >> >> 
> > >> >> > Yahoo! Groups Links
> > >> >>
> > >> 
> > >> 
> > >> 
> > >> 
> > >> > ------------------------------------
> > >> 
> > >> > **** IMPORTANT PLEASE READ ****
> > >> > This group is for the discussion between users only.
> > >> > This is *NOT* technical support channel.
> > >> 
> > >> > TO GET TECHNICAL SUPPORT send an e-mail directly to 
> > >> > SUPPORT {at} amibroker.com
> > >> 
> > >> > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> > >> > http://www.amibroker.com/feedback/
> > >> > (submissions sent via other channels won't be considered)
> > >> 
> > >> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > >> > http://www.amibroker.com/devlog/
> > >> 
> > >> > Yahoo! Groups Links
> > >>
> > 
> > 
> > 
> > 
> > > ------------------------------------
> > 
> > > **** IMPORTANT PLEASE READ ****
> > > This group is for the discussion between users only.
> > > This is *NOT* technical support channel.
> > 
> > > TO GET TECHNICAL SUPPORT send an e-mail directly to 
> > > SUPPORT {at} amibroker.com
> > 
> > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> > > http://www.amibroker.com/feedback/
> > > (submissions sent via other channels won't be considered)
> > 
> > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > > http://www.amibroker.com/devlog/
> > 
> > > Yahoo! Groups Links
> >
>




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

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

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