How do you make a timeframe a variable?

  • Thread starter YungTraderFromMontana
  • Start date
YungTraderFromMontana

YungTraderFromMontana

Well-known member
In some code I'm working on I only want the condition to apply if it happens after hours. I tried this and it didn't work,
def Start = 1600;
def End = 930;
def conf = SecondsFromTime(Start) >= 0 and SecondsFromTime(End) <= 0;

When I tried to use conf as a variable it didn't work and the condition was still applied throughout the whole day even though adding conf as a condition should have only let it signal ah.
Any ideas how this is done? This could be useful for many things.
 
Prison Mike

Prison Mike

Member
This may or may not help but I used this to find overnight ATR. Maybe it can be chopped up.


Code:
input n = 10;
def bar = BarNumber();
def nan = Double.NaN;
input Agg = AggregationPeriod.day;
input Length = 500;
input AverageType = AverageType.SIMPLE;
input ATRMulti = .75;
def h = high(period = Agg);
def l = low(period = Agg);
def c = close(period = Agg);


def PMhrs = RegularTradingStart (GetYYYYMMDD()) > GetTime();
def RMhrs = RegularTradingStart (GetYYYYMMDD()) < GetTime();
def PMStart = RMhrs[1] and PMhrs;
def PMclose = CompoundValue(1, if PMStart then h else if PMhrs then Max(h, PMclose[1]) else PMclose[1], 0);
def PMHigh = CompoundValue(1, if PMStart then h else if PMhrs then Max(h, PMHigh[1]) else PMHigh[1], 0);
def PMLow = CompoundValue(1, if PMStart then l else if PMhrs then Min(l, PMLow[1]) else PMLow[1], 0);
def highBar = if PMhrs and h == PMHigh then bar else nan;
def lowBar = if PMhrs and l == PMLow then bar else nan;
def PMHighBar = if bar == HighestAll(highBar) then PMHigh else PMHighBar[1];
def PMLowBar = if bar == HighestAll(lowBar) then PMLow else PMLowBar[1];

def ONATR = MovingAverage(AverageType, TrueRange(h, c, l), Length) * ATRMulti;
 

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