However, i found that the problem is i use the code at Heng Seng Futures, the opening time is from 9:15am, to 3:00am next day, so if just count the "day", it makes mistakes. So i think i should add timenum into the code, however, i tried but since not right, can anyone help me? here is my coding:
TimeFrameExpand() function supports three expansion modes default being 0 - expandLast. As explained in the guide, 2 - expandPoint is irrelevant for this case. You might want to test which one of the other two (0 - expandLast or 1 - expandFirst) suits your need best.
After applying below example to your Chart, from Parameters toggle TF Expansion Type:
_SECTION_BEGIN( "n-days High and Low" );
if( Interval() < inDaily ) {
SetChartOptions( 1, chartShowDates );
nD = Param( "Lookback Period (N-days)", 5, 1, 21, 1 );
ExpTyp = ParamToggle( "TF Expansion Type", "expandLast|expandFirst", 0 );
TimeFrameSet( inDaily );
nHHVComp = HHV( H, nD );
nLLVComp = LLV( L, nD );
TimeFrameRestore();
nHHV = TimeFrameExpand( nHHVComp, inDaily, ExpTyp );
nLLV = TimeFrameExpand( nLLVComp, inDaily, ExpTyp );
Plot( C, "Price", colorDefault, styleCandle );
Plot( nHHV, "nHHV", colorOrange, styleThick );
Plot( nLLV, "nLLV", colorAqua, styleThick );
Title =
StrFormat( "{{DATE}}\nO %1.2f, H %1.2f, L %1.2f, C %1.2f\nnHHV %1.2f nLLV %1.2f", O, H, L, C, nHHV, nLLV );
}
else Error( "Please set the interval of Chart to less than Daily." );
_SECTION_END();
Cougar, thx so much, really appreciate, just seems that the intraday setting in Database only 24 hour, i couldn't 2700, and if i type 0300, it still switch to next day at 0:00.
In the above image, the only difference is that Filtering is set to Show 24 hours trading (no filtering). You would've chosen that option if you considered capturing all available quotes for charting or analysis (provided your Exchange (or datafeed vendor) facilitated any extended Market activity beyond the stipulated sessions).
So, in your case as far as the charts are concerned, the quotes from 00:00 till 03:00 of next day shall form intraday candles (or bars) visually on next day but the Daily Compression shall happen as per the Trading hours mentioned by you in Intraday Setting i.e. from 09:15 till 03:00 next day.
From Forumla Editor, Apply the below code on to a Blank Chart. The code will help you visualize, from which bar a new day starts and where it ends in Daily timeframe on the Base Intraday Interval (such as 5 min).
_SECTION_BEGIN( "Two Timeframe Candles" );
BaseIntrvl = Interval( 0 );
HghrIntrvl = Param( "Set Higher Timeframe (in hours)", 24, 1, 24, 1 ) * 3600; // Default is 24 * 3600 = 86400 seconds = inDaily (refer to https://www.amibroker.com/guide/afl/interval.html)
if( HghrIntrvl >= BaseIntrvl ) {
SetChartBkColor( colorBlack );
Plot( C, "Price", colorDefault, styleCandle );
bi = BarIndex();
HghrIntrvlBiStrt = TimeFrameExpand( TimeFrameCompress( bi, HghrIntrvl, compressOpen ), HghrIntrvl, expandFirst ); // Day's first bar in Base interval
HghrIntrvlBiEnd = TimeFrameExpand( TimeFrameCompress( bi, HghrIntrvl, compressLast ), HghrIntrvl, expandFirst ); // Day's last bar in Base interval
HghrIntrvlH = HighestSince( bi == HghrIntrvlBiStrt, H );
HghrIntrvlL = LowestSince( bi == HghrIntrvlBiStrt, L );
GfxSetZOrder( -1 );
GfxSetCoordsMode( 1 );
for( i = 0; i < BarCount; i++ ) {
if( i == HghrIntrvlBiStrt[ i ] ) {
VarSet( "x1", i );
VarSet( "y1", O[ i ] );
}
if( i == HghrIntrvlBiEnd[ i ] ) {
GreenCandle = C[ i ] > VarGet( "y1" );
RedCandle = C[ i ] < VarGet( "y1" );
GfxSelectSolidBrush(
IIf( GreenCandle, ColorRGB( 0, 28, 0 ),
IIf( RedCandle, ColorRGB( 28, 0, 0 ), colorGrey50 ) ) );
GfxRectangle( VarGet( "x1" ), VarGet( "y1" ), i, C[ i ] );
GfxSelectSolidBrush( colorDarkGrey );
GfxRectangle( ( VarGet( "x1" ) + i ) / 2 - 1, HghrIntrvlH[ i ], ( VarGet( "x1" ) + i ) / 2 + 1, IIf( GreenCandle, C[ i ], IIf( RedCandle, VarGet( "y1" ), C[ i ] ) ) );
GfxRectangle( ( VarGet( "x1" ) + i ) / 2 - 1, HghrIntrvlL[ i ], ( VarGet( "x1" ) + i ) / 2 + 1, IIf( GreenCandle, VarGet( "y1" ), IIf( RedCandle, C[ i ], O[ i ] ) ) );
}
}
}
else Error( "Cannot compress bars when Higher Timeframe is less than the Base interval." ); // Refer to https://www.amibroker.com/guide/h_timeframe.html
_SECTION_END();
/*_______________________________________________________________________________________________________________________
|This code is for AmiBroker Formula Language (AFL) learning (non-commercial) purposes only. Please do not copy this code|
|(or any other version of it) and paste it over on other forums or anywhere else on the Internet or in any other form |
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_______________________________________________________________________________________________________________________*/
// https://forum.amibroker.com/t/how-can-i-code-5-days-high-and-low-with-timenum/15643/5?u=cougar
Once the Intraday database settings are settled, you'll be able to correctly decipher N-day HHV-LLV as discussed earlier.
thx Cougar, i had read it, but it seems just work below 24 hours market, while i set 3:00 as the end of trading time, it still will switch to next trading day at 0:00
I tried "show 24 hours trading (9no filtering) ,but doesn't help. I only looking for any single trading day should start at 9:15, and end at 3:00 (next day), thx so much
