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Hi,
I had the same problem a view months ago
I have attached the correct User functions for HighD and LowD
HighD_Ru and HighL_Ru
On 14 Dec 97 at 20:30, omega-list@xxxxxxxxxx wrote:
> I wonder if anyone on the list has had this problem.
>
> I'm trying to get a HighD and LowD (and corresponding functions) to
> work on intraday data where they are called repeatedly in the same
> bar. After looking at the Omega code for these functions, it
> appears that they won't work properly when called multiple times in
> a bar. Or am I wrong about that? What follows is an example of the
> problem I'm having. Any suggestions would be appreciated.
>
> How Do I make this function work? There appears to be some problem
> with HighD (and LowD) in that it doesn't properly keep track of the
> Hi of the day when repeatedly called from the same bar.
>
> I'm trying to accomplish something similar to AvgTrueRange, but
> using intraday data, but having the Avg range be calculated on the
> basis of the range for a day, not for a bar.
>
> What can I do?
>
> This is the function:
>
> {Function: AvgDailyRange}
> {Purpose: to calculate the average for the specified day using intra
> day data} inputs: RangeLen(NumericSimple) ; Variables: AvgTemp(0),
> High1(0), Lo1(0); AvgTemp = 0; For Value1 = 1 to RangeLen begin
> High1 = HighD(Value1);
> Lo1 = LowD(Value1);
> {Here, the High1 and Lo1 are staying the same thru the loop }
> print("Dates=",Date:4:0,Date[Value1]:4:0,"Value1=",Value1:2:0,"High
> 1= ",High1,"Lo1=",Lo1,"Diff=",High1-Lo1); AvgTemp = AvgTemp + (
> High1 - Lo1 );
> end;
> print(" AvgTemp = ",AvgTemp,"AvgTemp/RangeLen=",AvgTemp/RangeLen);
> AvgDailyRange = AvgTemp/RangeLen;
>
> TIA,
>
> Cash
>
Merry Xmas and
Greeting from Austria
Robert
UEB Trading-UEB Trading-UEB Trading
_____________________________________________
Trading Systems, Tradestation Programming,
Omega Research Reseller for Austria and Italy
Computer Consulting/Training,Solution Provider
Robert Ueberbacher
A-6175 Unterperfuss 20, Austria, Europe
Tel.: +43-5232-2560, FAX: +43-5232-256013
ueb.trading@xxxxxxxxxxxxxx (Robert Ueberbacher)
_________________________________________________
UEB Trading-UEB Trading-UEB Trading
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