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I happen to have my EOD database caught up only to Fri 11/4/05. I
wanted to start experimenting with time frames using the statements
TimeFrameSet(inDaily * 5);
C_5Day = C;
TimeFrameRestore();
Plot(C, "Close", colorBlack, styleLine);
Plot(C_5Day, "C_5Day", colorBlue, styleLine);
Now I would expect this to look exactly the same as the normal weekly
closing price until there is a hole in the data from a holiday. These
are the holidays for 2005:
2005 Market Holidays:
---------------------
Event: Date:
New Year's Day January 1, 2005
M.L. King Jr. January 17, 2005
Presidents' Day February 21, 2005
Good Friday March 25, 2005
Memorial Day May 30, 2005
Independence Day July 4, 2005
Labor Day September 5, 2005
Thanksgiving Day November 24, 2005
Christmas Day December 26, 2005
However, moving back in time from 11/5/05 on a weekly chart, the
closing prices match exactly until 3/18/05, when the inDaily * 5
close appears to be from 3/4/05. Shouldn't the first discrepancies
show up around Labor Day? Is this a bug or am I not understanding the
TimeFrameSet command?
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