|
PureBytes Links
Trading Reference Links
|
Hello,
As for first problem - its because of quickafl and
it can be easily solved by adding SetBarsRequired( 10000, 0 ),
also version 4.60.1 will address it
As for second problem - I tried it on my QP2
database and was not able to reproduce any weird value you get.
This may be a data problem, so please send me
the data files you are using (especially ANF, ASD, BG )
.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
<BLOCKQUOTE dir=ltr
>
<BLOCKQUOTE
>
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
<A title=steve2@xxxxxxxxxxxxxxxxxxxx
href="">Steve Almond
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, July 21, 2004
10:35 AM
Subject: Re: [amibroker]
Timeframeset & ATR()
Anthony,
Don't be fooled by the fact that I quoted precision for the
exploration at 1.2 in my example.
I've used much more precise values and get results (for MSFT on
07/20/04) such as:
AA ATR(52) = 0.493164
IB ATR(52) = 0.491172
It's not a great difference, but there always IS a difference for
every stock.
Back to the original problem. I've had AA calculate ATR(52) for a
group of stocks in the table below.
Column A is simply ATR(52) using WEEKLY periodicity in AA
settings
Column B is ATR(52) using DAILY periodicity, but using
TimeFrameSet(inWeekly)
<TABLE cellSpacing=0
cellPadding=0 width=215 border=0 x:str>
<COL
width=87>
<TD class=xl24
width=64 height=18>Ticker
<TD class=xl24
width=64>Col A
<TD class=xl24
width=87>Col B
<TD class=xl25
height=17>ADBE
<TD class=xl27
x:num="3.0078999999999998">3.01
<TD class=xl27
x:num="3.0078999999999998"><FONT face=Arial
size=2>3.01
<TD class=xl25
height=17>ADSK
<TD class=xl27
x:num="1.7690999999999999">1.77
<TD class=xl27
x:num="1.7690999999999999"><FONT face=Arial
size=2>1.77
<TD class=xl25
height=17>AF
<TD class=xl27
x:num="1.6021000000000001">1.60
<TD class=xl27
x:num="1.6021000000000001"><FONT face=Arial
size=2>1.60
<TD class=xl25
height=17>AJG
<TD class=xl27
x:num="1.4273">1.43
<TD class=xl27
x:num="1.4273">1.43
<TD class=xl25
height=17>ANF
<TD class=xl27
x:num="2.4738000000000002">2.47
<TD class=xl27
x:num="187655.625">187655.63
<TD class=xl25
height=17>APPB
<TD class=xl27
x:num="1.9948999999999999">1.99
<TD class=xl27
x:num="1.9948999999999999"><FONT face=Arial
size=2>1.99
<TD class=xl25
height=17>ASD
<TD class=xl27
x:num="1.292">1.29
<TD class=xl27
x:num="36020.703099999999"><FONT face=Arial
size=2>36020.70
<TD class=xl25
height=17>AZO
<TD class=xl27
x:num="4.3471000000000002">4.35
<TD class=xl27
x:num="4.3471000000000002"><FONT face=Arial
size=2>4.35
<TD class=xl25
height=17>BAC
<TD class=xl27
x:num="2.7092999999999998">2.71
<TD class=xl27
x:num="2.7092999999999998"><FONT face=Arial
size=2>2.71
<TD class=xl25
height=17>BCC
<TD class=xl27
x:num="1.7775000000000001">1.78
<TD class=xl27
x:num="1.7775000000000001"><FONT face=Arial
size=2>1.78
<TD class=xl25
height=17>BEC
<TD class=xl27
x:num="2.1787999999999998">2.18
<TD class=xl27
x:num="2.1787999999999998"><FONT face=Arial
size=2>2.18
<TD class=xl25
height=17>BER
<TD class=xl27
x:num="1.5419">1.54
<TD class=xl27
x:num="1.5419">1.54
<TD class=xl25
height=17>BG
<TD class=xl27
x:num="1.5288999999999999">1.53
<TD class=xl27
x:num>26024382.00
<TD class=xl25
height=17>BZH
<TD class=xl27
x:num="5.9210000000000003">5.92
<TD class=xl27
x:num="13647.926799999999"><FONT face=Arial
size=2>13647.93
<TD class=xl26
height=18>CBH
<TD class=xl28
x:num="2.9146000000000001">2.91
<TD class=xl28
x:num="2.9146000000000001"><FONT face=Arial
size=2>2.91
Notice how most of the tickers give the same result (which is what
I would expect). Several go completely bonkers.
Why?
Steve
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Anthony
Faragasso
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, July 21, 2004
12:31 AM
Subject: Re: [amibroker]
Timeframeset & ATR()
Steve,
Try this:
In IB;
Plot(<FONT face="Courier New"
color=#0000ff size=2>Prec<FONT face="Courier New"
size=2>(ATR<FONT
size=2>(52<FONT
size=2>),<FONT
face="Courier New" color=#ff00ff size=2>2<FONT
face="Courier New" size=2>),<FONT
color=#ff00ff size=2>"ATR(52)",<FONT
color=#ff00ff size=2>1,<FONT
color=#ff00ff size=2>1);
In AA;<FONT
size=2>
Filter=<FONT color=#ff00ff
size=2>1;<FONT
face="Courier New" color=#0000ff size=2>
AddColumn<FONT face="Courier New"
size=2>(<FONT face="Courier New" color=#0000ff
size=2>ATR<FONT face="Courier New"
size=2>(<FONT face="Courier New" color=#ff00ff
size=2>52<FONT face="Courier New"
size=2>),<FONT face="Courier New"
color=#ff00ff size=2>"ATR(52)"<FONT face="Courier New"
size=2>,<FONT face="Courier New" color=#ff00ff
size=2>1.2<FONT
face="Courier New" size=2>);
<FONT face="Courier New"
size=2>Anthony
Check
AmiBroker web page at:<A
href="">http://www.amibroker.com/Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Check AmiBroker web page at:<A
href="">http://www.amibroker.com/Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Check AmiBroker web page
at:<A
href="">http://www.amibroker.com/Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Check AmiBroker web page at:<A
href="">http://www.amibroker.com/Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Check AmiBroker web page
at:<A
href="">http://www.amibroker.com/Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|