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Hello,
GIGO (garbage-in garbage-out) rule applies to any software, including AB.
The only option is fixing input data. You can do this in Excel,
you can do this by importing data to AB, writing formula that adjust
minute time back using either OLE automation or exploration , export corrected
data and re-import. Anyway it is quite a bit of data.
Or... change the data vendor.
As for "Override: Weekly/monthly bars use day of last trade" option currently it is only
described in the release notes.
CHANGES FOR VERSION 4.58.0 (as compared to 4.57.0)
new Preferences: Intraday setting
"Override: Weekly/monthly bars use day of last trade"
when checked (default) then weekly/monthly charts always use timestamp of the day of last trade within a week/month (may not be
Friday or last day of the month) regardless of what is set in "Time stamp of compressed intraday bars shows" radio buttons
If you uncheck this box and "time stamp of compressed intraday bar" is set to END TIME of the interval, then weekly bars will be
time-stamped with last day of the week (sunday) and monthly bars will be time-stamped with last day of the month regardless if
trading has occured on that day or not
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "qweds_560" <qweds_560@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, January 13, 2005 3:46 PM
Subject: [amibroker] Re: Inaccurate time compression problem
>
>
> 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
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>
>
>
>
>
>
> 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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