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Hi Tomasz, thanks for the reply.
I never said it was an Amibroker problem. I agree that the data
source have stamped their data oddly. I was just hoping that there
might be something in Amibroker that could solve this. I will now
have to manually shift times in the database using Excel.
The options in Tools->Preferences->Intraday apply to compressed
intraday bars. The 1 minute bars are not compressed since that is
the base periodicity of the data that has been loaded in.
Also there is another option called " Override: weekly/monthly bars
use day of last trade" on Tools->Preferences->Intraday which is not
explained in the manual - perhaps needs updating?
Best regards
Sam
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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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