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Alex wrote:
> In looking at the code for HighD and LowD, it seems that it wouldn't
> work if (a) you have your session times set up different than the
> default, or (b) you live in a time zone where midnight local time
> occurs during the day session of the market you're trading, or (c)
> you don't call the function on every bar.
Good point on (a) and (b). As Eric pointed out, the
HighD/LowD/etc functions use Date<>Date[1] to determine when a
new market day has started. That's valid if you're using RTH-
only data and reasonably normal timezones for the exchange you're
following, but it can be problematic for 24hr data like e-minis.
(c) isn't right though. It WAS a problem in TS4 -- that's the
sneaky problem I mentioned before. But in TS2k on, they declared
the functions as Series functions (as they should have all
along), which means they get called on every bar whether you
think you did or not, and that results in proper results.
Gary
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