Re: [amibroker] Problem with mixed database and TimeFrameSet

["Padhu" <ccie8340@xxxxxxxxx>]

Hello:

 

Your code is incomplete:

 

Pls try this.

 

TimeFrameSet (inDaily);
OpeningGap = (0 - Ref (C, -1));
OpeningGapPct = (OpeningGap / Ref (C, - 1)) * 100;
Gap_pass = OpeningGapPct > 0.1;

timeframerestore();

 

Check_DailyGap_Whilein5min_Chart=timeframeexpand(gap_pass,indaily,expandfirst);

 

Cheers,Padhu

 

----- Original Message -----

From: hrokling

To: amibroker@xxxxxxxxxxxxxxx

Sent: Tuesday, December 11, 2007 7:58 AM

Subject: [amibroker] Problem with mixed database and TimeFrameSet

I have a mixed database with 5-minute data as the lowest resolution.
I've got EOD-quotes from Yahoo and intraday from OpenTick.

I'm working on an exploration where I want to get the size of the
Opening Gap. Currently my code looks like this:

TimeFrameSet (inDaily);
OpeningGap = (0 - Ref (C, -1));
OpeningGapPct = (OpeningGap / Ref (C, - 1)) * 100;
Filter = OpeningGapPct > 0.1;

(The 0.1% gap is to test the code).
However, the result of my exploration show 5-minute bars where the gap
occurs, not daily bars. What am I missing?

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