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[amibroker] William Peters: Re: TimeFrameSet( ) question ;



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William,

Well, I'm glad the eSignal situation is not just on my end! :)
How about if we look at IBM on 12/1, for example:

The Amibroker inbuild 25 day MA shows a value of $89.53
When looking at 5 minute data for IBM on 12/1, the inDaily 
TimeFrameSet function for 25 day MA bars shows $89.43.  
(~$0.10 disparity)

When using TimeFrameSet function, you'll notice on the NEXT day, 
(12/2) it shows IBM inDaily 25 day MA as $89.53-- but this is not 
the day we're comparing... we're using 12/1, not 12/2.

So, I'm curious to see if you get same result.

P.S.  I tried using earlier version of Amibroker, and the eSignal 
anomaly still occurs. 

Regards,
Chris


--- In amibroker@xxxxxxxxxxxxxxx, "William Peters" 
<williampeters@xxxx> wrote:
> CB,
> 
> I think we have an eSignal problem because i'm not getting 
backfill for yesterday either. If you open the eSignal charting 
application and check there you will find that the backfill is not 
happening correctly for Friday, and for other securities. We need to 
sort that out first or select another date for the test.
> 
> Regards,
> William Peters
> www.amitools.com
> 
> 
> 
> -----Original Message-----
> From: cjbrennan123 [mailto:cjbrennan123@x...]
> Sent: Saturday December 6, 2003 11:26 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] William Peters: Re: TimeFrameSet( ) question ;
> 
> 
> Hi William,
> 
> Thanks for the reply.
> 
> Please bear with me.  I'm not getting the same results as you.  
> Unfortunately, I'm running into another situation getting $INDU 
data 
> from eSignal plugin.  Only 5 days of data loads when I click on 
the 
> symbol.  (this is unrelated issue that I will investigate later.)
> 
> When I check IBM on 12/5/03, the inbuild 25 day MA gives me 
$89.7892.
> When I use your code below to plot 25 day MA using TimeFrameSet 
> function, it yields $89.7284  (~ $0.06 disparity)
> 
> Would you please verify if you get same results for IBM. If I'm 
> doing something silly, please let me know.
> 
> Thank you.
> Regards,
> CB
> 
> 
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "William Peters" 
> <williampeters@xxxx> wrote:
> > Hi,
> > 
> > Well, i've just tried it myself and its working ok. If you can 
> paste the
> > code when you have a question like this it would help a lot.
> > Here is the code used. If  you open the DOW for 13th Nov 2003 
you 
> should get
> > 9752.59 for both the standard price chart with the inbuild 25 
SMA 
> indicator
> > and this custom indicator using the 5min bars.
> > 
> > TimeFrameSet( inDaily );
> > MA25Day = MA( C, 25 ); // 25 Day MA
> > TimeFrameRestore();
> > MA25Day = TimeFrameExpand( MA25Day, inDaily );
> > Plot( C, "Price", colorGreen, styleCandle );
> > Plot( MA25Day, "MA25Day", colorGreen, styleLine );
> > GraphXSpace = 4;
> > 
> > 
> > Regards,
> > William Peters
> > www.amitools.com
> > 
> > 
> > 
> > 
> > -----Original Message-----
> > From: cjbrennan123 [mailto:cjbrennan123@x...]
> > Sent: Friday December 5, 2003 11:58 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] TimeFrameSet( ) question ;
> > 
> > 
> > 
> > Hello:
> > 
> > In the "Preferences" window, I specify a 10, 13, and 25 day 
simple
> > MA in the 'Moving Averages' section.
> > 
> > When viewing 5-MINUTE data, I use the TimeFrameSet () function to
> > plot 25 bar simple MA based on 25 DAILY bars, but this plot does 
> not
> > render the same numbers as what Amibroker automatically plots in 
> the
> > price window based on my preferences settings for Moving 
Averages.
> > The price difference between the two plots is several cents
> > difference.
> > 
> > Can you help me interpret the disparity?
> > 
> > Thanks,
> > CB
> 
> 
> 
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