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Tomasz,
The exploration does not quite work - the 1st minute of each day,
the 09:00 bar, is deleted and transformed into a last bar (20:00) of
the previous day.
I have implemented a solution in Excel and then reimported the data
back into AB.
Cheers
Sam
--- In amibroker@xxxxxxxxxxxxxxx, "qweds_560" <qweds_560@xxxx> wrote:
>
> 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
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
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