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inDaily*5 just uses the data in blocks of 5 bars in daily bar periods
On 11/10/05, Charles Stangor <cstangor232@xxxxxxxxxxxxxxxxxx> wrote:
> Why don't you use Inweekly instead of Indaily*5? I think that might work
> better for you.
> ----- Original Message -----
> From: "rkp1" <rkpatriquin@xxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, November 09, 2005 11:29 PM
> Subject: [amibroker] Possible TimeFrameSet() Bug?
>
>
> >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?
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
--
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
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