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Hello,
A relatively simple method is:
1) run Exploration in 1-minute interval:
// move data from one bar to next bar
AddColumn( Ref( O, 1 ), "O");
AddColumn( Ref( H, 1 ), "H");
AddColumn( Ref( L, 1 ), "L");
AddColumn( Ref( C, 1 ), "C");
AddColumn( Ref( V, 1 ), "V");
2. Export the data to ascii file (press "EXPORT" button in AA)
3. Re-import data exported in point 2 using Import wizard
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, January 13, 2005 4:11 PM
Subject: Re: [amibroker] Re: Inaccurate time compression problem
>
> 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
>>
>>
>>
>>
>>
>>
>>
>>
>
>
>
>
> 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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