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Previous Day's High/Low - On Intraday Data
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.


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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