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Re: [amibroker] Inaccurate time compression problem



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Hello,

This is not AB problem.

AB handles time stamps correctly.

The minute always starts at 00 seconds and ends at 59.
And three minute chart starts 00:00...02:59 of course.
When such bar is time stamped at the start of the interval
is has to have stamp of 00:00
When such bar is is stamped at the end it has the time of 02:59.

When your data source stamps it as 03:00 it is simply incorrect
because 03.00 tick belongs to NEXT bar

In AMiBroker you can choose how bars are time-stamped
in Tools->Preferences->Intraday


Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "qweds_560" <qweds_560@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, January 13, 2005 2:10 PM
Subject: [amibroker] Inaccurate time compression problem


> 
> 
> I have imported in a data file made up from 1 minute bars. The time 
> on each minute bar refers to the END period of that minute and 
> contains the price information of the previous 60 seconds of time. 
> For example, the 09:02 minute contains information about trades that 
> happened at 09:01:00 to 09:01:59.
> 
> When I import this in into Amibroker, the 1 min chart looks ok. 
> However, I start having problems when I look at intraday time 
> compressed periods, say for example 3 minute bar charts. If I look 
> at the 09:03 3 min bar, the data is coming from the 09:00, 09:01, 
> 09:02 1 min bars. However, I need it to come from the 09:01, 09:02 
> and the 09:03 1 min bars due to the way 1 min bars are time stamped.
> 
> Is there a way to do this in Amibroker? Any suggestions on how to 
> solve this problem would be welcome.
> 
> Many thanks
> 
> Sam
> 
> 
> 
> 
> 
> 
> Check AmiBroker web page at:
> http://www.amibroker.com/
> 
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
> Yahoo! Groups Links
> 
> 
> 
> 
> 
> 
> 
>


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