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Chris
Note the caveat and perhaps
change the price arrays to the open price.
Regards,William Peters<A
href="">www.amitools.com
<FONT face=Tahoma
size=2>-----Original Message-----From: William Peters
[mailto:williampeters@xxxxxxxxxxxx]Sent: Saturday December 6, 2003
7:59 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] William Peters: Re: TimeFrameSet( ) question ;
Chris,Try this formula, you'll notice a small change in
the TimeFrameExpand function: expandFirst parameter is added.<FONT
face="Courier New">TimeFrameSet(
inDaily<FONT
face="Courier New"> ); MA25Day =
MA( <FONT
color=#000000>C, <FONT
color=#ff00ff>25 ); // 25
Day MA<FONT
color=#000000> <FONT
color=#0000ff>TimeFrameRestore<FONT
face="Courier New">(); MA25Day =
TimeFrameExpand( MA25Day,
inDaily<FONT
color=#000000>,<FONT
color=#000000>expandFirst<FONT
face="Courier New"> );
Plot( <FONT
color=#000000>C, <FONT
color=#ff00ff>"Price", <FONT
color=#000000>colorGreen, <FONT
color=#000000>styleCandle<FONT
face="Courier New"> ); <FONT
color=#0000ff>Plot( MA25Day, <FONT
color=#ff00ff>"MA25Day", <FONT
color=#000000>colorGreen, <FONT
color=#000000>styleLine<FONT
face="Courier New"> ); <FONT
color=#000000>GraphXSpace = <FONT
color=#ff00ff>4;
Here is related section from the Readme
file:
TimeFrameExpand ( array, interval, mode = expandLast ) -
expands time-compressed array from 'interval' time frame to base time frame
('interval' must match the value used in TimeFrameCompress or <A
href=""><IMG
alt="Previous Hit" src="gif00618.gif" border=0><A
name=hit9>TimeFrameSet<A
href=""><IMG
alt="Next Hit" src="gif00619.gif" border=0>) Available
modes: expandLast - the compressed value is expanded starting from last bar
within given period (so for example weekly close/high/low is available on
Friday's bar) expandFirst - the compressed value is expanded starting from
first bar within given period (so for example weekly open is available from
Monday's bar) expandPoint - the resulting array gets not empty values only
for the last bar within given period (all remaining bars are Null (empty)).
Caveat: expandFirst used on price different than open may
look into the future. For example if you create weekly HIGH series, expanding it
to daily interval using expandFirst will enable you to know on MONDAY what was
the high for entire week.
Regards,William Peters<A
href="">www.amitools.com
-----Original Message-----From: cjbrennan123 [<A
href=""><FONT
size=2>mailto:cjbrennan123@xxxxxxxxx]Sent: Saturday
December 6, 2003 4:03 PMTo: amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] William Peters: Re: TimeFrameSet( ) question
;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 $89.53When looking at 5 minute
data for IBM on 12/1, the inDailyTimeFrameSet 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 notthe 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
eSignalanomaly still
occurs.Regards,Chris
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