PureBytes Links
Trading Reference Links
|
Herman,
The result seem realistic, but when you look at
various tick settings there is no correlation...
Example:
If I get 100 bars with 50 tick setting,
I would expect to get approximately 200 bars with
25 tick setting and 35 bars with 144 tick setting.
The above expectations are not
happening.
So I don't know what the answer is....
The plot obtained, may however be useful - whether
the numbers are real or not - since only relative values are probably improtant
...
Ara
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Herman van den
Bergen
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, August 08, 2004 2:12
PM
Subject: RE: [amibroker] Tick bars
Ara, the Help
says:SYNTAX BarsSince( ARRAY )RETURNSARRAYFUNCTION
Calculates the number of bars (time
periods) that have passed since ARRAY was true (or
1)Perhaps BarsSince() cannot be
used with ticks since Ticks are not timebased. It may be related to the fact
that there is no unique answer, as time is in seconds and there could be many
bars in one second. Don't ask me why but the code below "appears" to
work, please let me know if this turns out to be correct because i am
also working with ticks.
SecMark = <FONT
face="Lucida Console" color=#0000ff size=2>TimeNum<FONT
face="Lucida Console" size=2>() != <FONT face="Lucida Console"
color=#0000ff size=2>Ref<FONT face="Lucida Console"
size=2>(<FONT face="Lucida Console" color=#0000ff
size=2>TimeNum(),-<FONT
face="Lucida Console" color=#ff00ff size=2>1<FONT face="Lucida Console"
size=2>);<FONT face="Lucida Console" color=#0000ff
size=2>Plot(<FONT
size=2>SecMArk,<FONT
face="Lucida Console" color=#ff00ff size=2>""<FONT
face="Lucida Console" size=2>,<FONT face="Lucida Console" color=#ff00ff
size=2>1,<FONT
face="Lucida Console" color=#ff00ff size=2>2<FONT face="Lucida Console"
size=2>);Num_Bars = <FONT face="Lucida Console" color=#0000ff
size=2>Sum(<FONT
face="Lucida Console" color=#0000ff size=2>BarsSince<FONT
face="Lucida Console" size=2>(SecMark<FONT
face="Lucida Console" size=2>),<FONT face="Lucida Console"
color=#ff00ff size=2>500<FONT face="Lucida Console"
size=2>);Title = <FONT face="Lucida Console" color=#ff00ff
size=2>""<FONT face="Lucida Console"
size=2>+Num_Bars;
<FONT face=Arial
color=#0000ff>Best regards,
<FONT face=Arial
color=#0000ff>herman -----Original
Message-----From: Ara Kaloustian [<A
href="">mailto:ara1@xxxxxxxxxx]Sent: Sunday,
August 08, 2004 3:40 PMTo: AB-MainSubject: [amibroker] Tick
barsI am trying to compute the number of bars (in tick data base
mode) per 5 minute interval and 50 or 144 tick chart, usingNum_Bars =
BarsSince(TimeNum() > TimeNum() -500);The answer is always
zero.Anyone see the problem with code
?AraCheck AmiBroker web page at:<A
href=""
target=_blank>http://www.amibroker.com/Check group FAQ at: <A
href=""
target=_blank>http://groups.yahoo.com/group/amibroker/files/groupfaq.htmlYahoo!
Groups SponsorADVERTISEMENTYahoo! Groups
LinksTo visit your group on the web, go to:<A
href=""
target=_blank>http://groups.yahoo.com/group/amibroker/ To
unsubscribe from this group, send an email
to:amibroker-unsubscribe@xxxxxxxxxxxxxxx Your use of Yahoo!
Groups is subject to the Yahoo! Terms of Service.
Check AmiBroker web page at:<A
href="">http://www.amibroker.com/Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|