Assign value to the close price at a specific time

sunsun · (login for full post details)

Hi, I would like to assign the close of a specific time to a variable but I still couldn't figure out. I really appreciate if someone can give me a hand. The logic is as follows,

if time = 093000 then
refprice = close;

prouser · (login for full post details)

sunsun

Hi, I would like to assign the close of a specific time to a variable but I still couldn't figure out. I really appreciate if someone can give me a hand. The logic is as follows,

if time = 093000 then
refprice = close;

Not sure what you wanna do with it but here you can see the difference between using ValueWhen and Iif.
See the help description of those two functions

Code

timecondition = TimeNum() == 093000;
iifclose = IIf( timecondition, Close, Null );
valclose = ValueWhen( timecondition, Close );

// Plot
SetChartOptions( 0, chartShowDates | chartShowArrows | chartWrapTitle );
Plot( iifclose, "iifclose", colorRed, styleHistogram, Null, Null, 0, 0, width = -60 );
Plot( valclose, "valclose", colorOrange, styleLine, Null, Null, 0, 0, width = -20 );

If you wanna calculate some average or other calculations based on those specific time close prices only then you have to use different function(s). SparseCompress and SparseExpand. 5.91 has built-in functions of those ones, for older AB versions you have to use AFL functions. See AmiBroker 5.91.0 BETA Read Me

prouser · (login for full post details)

prouser

If you wanna calculate some average or other calculations based on those specific time close prices only then you have to use different function(s). SparseCompress and SparseExpand. 5.91 has built-in functions of those ones, for older AB versions you have to use AFL functions. See AmiBroker 5.91.0 BETA Read Me

Code

// for versions lower than 5.91 use AFL functions of sparsecompress/expand
//http://www.amibroker.com/devlog/wp-content/uploads/2015/02/readme5910.html

Version( 5.91 );

SetBarsRequired( 10000, 10000 );

timecondition = TimeNum() == 093000;
only_when = timecondition; // only when condition
x = SparseCompress( only_when, Ref( Close, -1 ) ); // compact sparse data, Close of 09:29:59.999
y = MA( x, 10 ); // regular calculation
y = SparseExpand( only_when, y ); // expand sparse data

// Plot
SetChartOptions( 0, chartShowDates | chartShowArrows | chartWrapTitle );
Plot( C, "Price", colorDefault, styleBar, Null, Null, 0, 0, width = -20 );
Plot( ValueWhen( timecondition, y ), "Sparse MA from time condition", colorRed );

// exploration
Filter = timecondition;
AddColumn( Ref( Close, -1 ), "Close of 09:29:59.999", 1.5 );

Assign value to the close price at a specific time

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Assign value to the close price at a specific time

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