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[amibroker] Assistance required with TimeFrameGetPrice


  • Date: Fri, 05 Mar 2010 00:12:22 -0000
  • From: "flapjack_666" <flapjack_666@xxxxxxxxx>
  • Subject: [amibroker] Assistance required with TimeFrameGetPrice

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Hi all,

I am new to Amibroker and I am currently struggling to get TimeFrameGetPrice working as I would expect.

I have got the following code:

WeekClose = TimeFrameGetPrice("C", inWeekly, -1); // get the opening price of previous week
Plot(WeekClose ,"PreviousWeekClose",colorBlack, styleDashed);

...which I was expecting to plot a line for the previous week's closing price.  The line is plotted but the price seems to be different than I would have expected.

I am in London and my FOREX price data is at tick level.  My data ends at about 21:00 GMT on a Friday and resumes when the market opens at around 21:00 GMT on a Sunday.

I was expecting the code above to give me the closing price as at 21:00 on the Friday.  Am I correct?

My data is stored in a SQL Server database and, as my provider only gives me Datetime, Bid Price and Ask Price, I have set this up so each tick uses the Bid Price for the O,H,L and C prices.  Could this be causing the problem?

Any help is much appreciated!



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