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Yes, Indeed. That's the fix. Thanks very much William!
CB
--- In amibroker@xxxxxxxxxxxxxxx, "William Peters"
<williampeters@xxxx> wrote:
> Chris
>
> Note the caveat and perhaps change the price arrays to the open
price.
>
> Regards,
> William Peters
> www.amitools.com
>
> -----Original Message-----
> From: William Peters [mailto:williampeters@x...]
> Sent: Saturday December 6, 2003 7:59 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: 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.
>
> TimeFrameSet( inDaily );
> MA25Day = MA( C, 25 ); // 25 Day MA
> TimeFrameRestore();
> MA25Day = TimeFrameExpand( MA25Day, inDaily,expandFirst );
> Plot( C, "Price", colorGreen, styleCandle );
> Plot( MA25Day, "MA25Day", colorGreen, styleLine );
> GraphXSpace = 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
TimeFrameSet)
> 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
> www.amitools.com
>
>
> -----Original Message-----
> From: cjbrennan123 [mailto:cjbrennan123@x...]
> Sent: Saturday December 6, 2003 4:03 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [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 $89.53
> 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
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