|
Hi Graham
Thanks a lot for taking the time to reply. I went to
File--Database Settings--Intraday and saw that my trading day is defined as
09:30 until 17:00. Therefore all data falls between these times. Filtering is
set to 'Show 24 hours trading'. I thought that since I only have the day session
in my data, I should switch this to 'Show day session only', but when I tried
choosing that option, my chart just turned into a bunch of flat lines instead of
candles.
For Daily Time Compression uses I am using 'Exchange
Time'.
I am assuming that the field 'Base Time Interval' which is
available under Database settings is not relevant since it was fixed when I
created the database.
Unfortunately, the indicator I am trying to write, which
now looks very simple, like this
cond=TimeFrameGetPrice("C",inDaily,-1);
Cond1=C>Cond;
Plot (Cond1,"",43,4,512);
is not providing me with what I
need. The last bar of the day, the one that is sometimes 4:02, sometimes 4:05
etc etc is not the bar which is providing the 'closing price' variable which I
need, the price above which I want a signal on the next trading day. I am
trying to figure out exactly what prices are being used but it is not clear to
me at this time.
I have a feeling that this is a
problem with the Database settings but I don't know how to fix it.
I am trying to use the help to figure this
out right now, so I might get lucky tonight - any more comments are
appreciated.
Nikku
----- Original Message -----
Sent: Sunday, October 16, 2005 6:02
PM
Subject: Re: [amibroker] Timeframe
question
Nikku
It reads the times as per your settings in File-Databse Settings -
Intraday for the market hours
To get yesterday's close you can use timeframegetprice with
shift=-1
On 10/17/05, Nikku
<nikku@xxxxxxxx> wrote:
Hi everyone
Those who know me know that I am no programmer, but
I'm willing to try before asking. Here is what I am facing today.
I have NAZ 100 data from 3/3/04 to 11/2/2004, 1 minute
bars. I wanted to try to write an indicator which would determine
yesterdays close and then give a signal when the closing price of
the current 1 minute bar exceeded yesterdays close. I came up with
this. Remember, the chart and the data set are 1 minute intervals.
Cond=TimeFrameSet(inDaily);
Cond1=Ref(C,0);
Cond2=Ref(O,0);
TimeFrameRestore();
Cond3=C>TimeFrameExpand(Cond1,inDaily);
Plot(Cond3,"",43,4,512);
(By the way, I initially tried Ref(c,-1) to
reference yesterdays close but for some reason, the formula then looked at
the close 2 days ago).
So lo and behold - this thing seems to be working!!
I can observe the closing price from the day before and then I see that
when the current day's 1 minute bar closes above that, I get a signal.
However...
My data is such that at the end of the trading day, the
last bar is sometimes given at 4:01 p.m., sometimes at 4:03 p.m., sometimes
they even go on until 4:08 p.m. The formula I have created, however, seems
to be assuming that the price at 3:59:00 p.m. is the closing price,
because sometimes, if the 4:00:00 bar closes higher than the 3:59:00 bar, my
indicator often goes off. Even if this doesn't happen, I can see
that the signals I am getting are related to the yesterdays 3:59:00 bar
and not the very last bar in yesterdays data. The price from 3:59:00 is the
one that is the formula is saying is the 'close'. Now, sometimes the 3:59:00
price is close enough to the actual final bar of the day that this doesn't
make much difference, but sometimes it isn't. This is the first problem I am
having.
The second is this - Right now, the software seems
to be rounding off to the nearest whole number when determining the closing
price. I have figured this out by drawing a horizontal line through the
closing price at the 'last' bar of the day before (actually the 3:59:00
bar!!) and then seeing EXACTLY when the trigger is given the next day, if of
course one is given.
Any help is appreciated.
Nik
Please note
that this group is for discussion between users only.
To get support
from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For
other support material please check also:
http://www.amibroker.com/support.html
SPONSORED
LINKS
YAHOO! GROUPS LINKS
--
Cheers
Graham
AB-Write >< Professional AFL Writing
Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
YAHOO! GROUPS LINKS
|