|
PureBytes Links
Trading Reference Links
|
TJ, many thanks for this.
Sam
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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@xxxx>
> > 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
> >
> >
> >
> >
> >
> >
> >
> >
------------------------ Yahoo! Groups Sponsor --------------------~-->
What would our lives be like without music, dance, and theater?
Donate or volunteer in the arts today at Network for Good!
http://us.click.yahoo.com/Tcy2bD/SOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> 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:
http://docs.yahoo.com/info/terms/
|