Amibroker Last Tick Price

[quinn123 10]

Hi,

 

I'm writing and AFL to make my own tick indictor.

 

This is general formula for the tick indicator: if (last tick) > (last tick[previous]) then tickx = tickx + 1 else tickx = tickx - 1

 

I just need to get that into amibroker...

 

So far I have only been able to make it time dependent:

 

AddToComposite(IIf(Close - Ref(Close, -1) > 0, 1, 0), "~Adv", "X" );

AddToComposite(IIf(Ref(Close, -1) - Close > 0, 1, 0), "~Dec", "X" );

Buy=Sell=0;

 

This code just looks up previous close one period before, so if you can AA scan on 5 min timeframe it would look back 5 min and get that close.

 

What I need is to just get the previous closing price on the previous tick. I don't want it to be time dependent. i just want to know if the current tick is an uptick or a downtick.

 

Uptick - last price higher than previous traded price

Downtick - last price lower than previously traded price

Level tick - no change

 

Does anybody know how to get the price of the last tick in amibroker?

 

Thanks this is doing my head in.

[Head2k 10]

To get the price of the last tick you need to have tick data. It means that

1) your data provider must provide tick-by-tick data

2) you need to save the data in a tick database in AmiBroker, which means that in menu File > Database Settings you need to set the base time inerval to Tick.

3) you need to run the indicator on a chart with interval set to 1 tick.

 

Otherwise AmiBroker has no way to determine the price of the last tick. The indicator operates on an active chart and cannot reach for more detailed data (talking about an indicator in a chart, because I don't remember what AA does since I don't use it).

 

Then, if you have the tick data, you can run the following code on it:

 

UpTick = C > Ref(C, -1);

DnTick = C < Ref(C, -1);

 

// then, say you want to count all upticks since the selected bar in a chart

 

SelBI = SelectedValue(BarIndex());

TotUpTick = 0;

for(i = SelBI; i < BarCount; i++)

{

TotUpTick = TotUpTick + UpTick;

}