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Re: [amibroker] The "TimeFrameGetPrice" function is FALSE !!!!!



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Hello,
 
There is nothing to fix.
 
Graham already explained perfectly.
 
Weekly close would be equal to monthly close IF AND ONLY IF the last day of month is also the last day of week.
 
Otherwise they would be different.
 
It is quite obvious when you look at the calendar.
 
Now depending if you are compressing from DAILY to MONTHLY or from WEEKLY to MONTHLY
you will get different results because when source interval is weekly bars may not end/start at the month boundary
(because friday does not always end the month).
 
The same way you can not compress say 19-minute bars into hourly bars because 60 minute interval is not divisible by 19
(does not give integer result). What you can do is to compress ONE MINUTE bars into 19 and 60 bars (or any other N-bar period)

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Khamsina11
Sent: Sunday, June 19, 2005 4:51 PM
Subject: Re: [amibroker] The "TimeFrameGetPrice" function is FALSE !!!!!



Let's hope TJ will fix the problem.



Graham a écrit :
It does but the end of the week must exaclty coincide with end of month

On 6/19/05, Khamsina11 <Khamsina11@xxxxxxxx> wrote:
  
Graham,

But even monthly data are based on days, therefore I do not understand why
Amibroker does not succeed in linking weekly data with monthly data.




Graham a écrit : 
try this plot to
compare
    

Plot(C,"daily",colorWhite,styleLine);
Plot(TimeFrameGetPrice(
  
"C", inWeekly, 0 ), "weekly", colorGreen, styleLine
);
    
Plot(TimeFrameGetPrice( "C", inMonthly, 0 ), "monthly", colorRed,
  
styleLine );
    

On 6/19/05, Khamsina11 <Khamsina11@xxxxxxxx> wrote:
 
  
Hi Graham,
    

Ok, I'am going to check.

But try that :

Display a weekly
  
chart, pick randomly a candlestick and open the commentary
    
: the results do
  
not match up. 
    
You can select other candlesticks in your weekly chart, the
  
figures are
    
never the same.

It is to be feared that there is a big bug
  
somewhere.
    


Regards,
Khamsina 





Graham a écrit : 
I have used and
  
checked the function against daily charts and it is
    
correct
 
  
Try checking against the monthly chart and the getprice is
    
 
  
correct
    
 
  
On 6/19/05, Khamsina11 <Khamsina11@xxxxxxxx> wrote:
    
 
 
  
Graham,
    
 
  
I both used "ExpandFirst" and "ExpandLast" but the results do not
    
 
  
match up.
    
 
  
You can do it, it's very easy to check
    

I hope I am wrong
 
  
otherwise there is no use using multiple time frame
    
 
  
analysis with Amibroker.
    
 
  
Regards,
Khamsina




Graham a écrit : 
It could be that you are using
 
  
expandfirst which will change the close
    
 
  
 
    
 
  
price
    
 
  
 
    
 
  
each bar as it progresses through the month. From help
    
 
  
 
    
 
  
"Caveat: expandFirst
    
 
  
 
    
 
  
used on price different than open may look into
    
 
  
 
    
 
  
the future. For example if
    
 
  
 
    
 
  
you create weekly HIGH series, expanding it
    
 
  
 
    
 
  
to daily interval using
    
 
  
 
    
 
  
expandFirst will enable you to know on MONDAY
    
 
  
 
    
 
  
what was the high for entire
    
 
  
 
    
 
  
week. "
    
 
  
 
    
 
  

On 6/19/05, Khamsina11 <Khamsina11@xxxxxxxx> wrote:
 
 
 
  
Hi,
    
 
  
 
    
 
  
I wrote this code in a commentary :
    
 
  
va1 = TimeFrameGetPrice( "C",
    
 
 
  
inMonthly, -7, expandFirst );
    
 
  
 
    
 
  
" Month - 7 = " + WriteVal( va1, 0.2);
    
 
  
In
    
 
 
  
order to check if everything was ok, I tiled vertically 2 windows (a
    
 
  
 
    
 
  
weekly
    
 
  
 
    
 
  
graph and a monthly graph).
    
 
  
 
    
 
  
In the weekly window, I randomly displaced the
    
 
  
 
    
 
  
vertical selection line
    
 
  
 
    
 
  
while checking if the close returned in the
    
 
  
 
    
 
  
commentary and the close of
    
 
  
 
    
 
  
the appropriate month ( in the monthy graph)
    
 
  
 
    
 
  
were the same : and what a
    
 
  
 
    
 
  
surprize, they are different !!!!!!
    
 
  
Is TJ aware
    
 
 
  
of this big issue
    
 
  
?
    
 
 
  
Khamsina
    











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Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
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For other support material please check also:
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Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
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For other support material please check also:
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