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Assume you cannot filter the signal coming in?
A bit hard in AB as straight filtering weekends in databse settings
would not remove the friday after market, but would remove all of
sunday
you may have to code in the filter to your codes etc at start of all AFL
Friday = dayofweek()==5 and timenum()>160000;
Saturday = dayofweek()==6;
Sunday = dayofweek()==0 and timenum()<140000;
O = iif( Friday or saturday or sunday, null, O );
do this for all data OHLCV
You may still see the vacant bars, but the data will be ignored
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 10/8/05, Ara Kaloustian <ara1@xxxxxxxxxx> wrote:
> Try setting the option :
>
> File\Database Settings\Intraday Settings - check filter weekends
>
> ----- Original Message -----
> From: "Byron" <bporter@xxxxxxxxxxxxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, October 07, 2005 3:58 PM
> Subject: [amibroker] Filtering Weekends on FOREX data
>
>
> > I use esignal datafeed and it reports some data after my broker closes
> > at 4 pm EST on Friday and before they start trading at 2 Pm on
> > Sunday. These prices sometime have spikes and some of my backtests
> > make trades at these times. Is there a way to set the start and end
> > time for the weekend or any other way to exclude this data?
> > Also for daily charts, is there a way to make a single daily bar that
> > combines Friday morning and Sunday afternoon? Right now AB makes a
> > Friday bar with about 16 hours of data and a Sunday Bar with about 8
> > hours of data.
> >
> > Thanks,
> >
> > Byron
> >
> >
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