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Re: Referencing EOD from within intraday * To: metastock@xxxxxxxxxxxxx * Subject: Re: Referencing EOD from within intraday * From: iamken <iamken@xxxxxxxxxxxxxxx> * Date: Mon, 30 Jul 2001 00:11:54 -0400 * References: <000401c1187a$680f6280$54b472c3@xxx> * Reply-To: metastock@xxxxxxxxxxxxx * Sender: owner-metastock@xxxxxxxxxxxxx > Hello List, > > Is there a simple/elegant way to reference previous _day's_ high (low, etc) testing intraday data? > I can't think of anything else than using <time> function plus number of > bars back... But even if it were possible, then what about the days with > shorter trading hours, or missing data, or differences between exchanges etc. > > Advice please? > Thanks, > Yarroll Here's one way to plot it. Bottom two lines should be easy enough to reference in a test. |
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Previous Day's High/Low - On Ontraday Data MktStart:=DayOfWeek()<>Ref(DayOfWeek(),-1); yestHi:= Ref(HighestSince(1,MktStart,H),-1); yestLo:= Ref(LowestSince(1,MktStart,L),-1); ValueWhen(1,MktStart,yestLo); ValueWhen(1,MktStart,yestHi); |
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