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--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
>
> Hello,
>
> If you are using some function, please read the docs first.
>
> For true WEEKLY use inWeekly constant.
>
I did read the docs and am using InDaily * 5 specifically for the
reason that I don't want my indicators to be Mon-Fri based. I'm just
trying to understand the current behavior. I would have expected the
first missing trading day (Labor Day, Mon 9/5/05) to cause the
inDaily * 5 Close bar to include Fri 9/2/05 in its lookback, and
therefor the previous close would now be from Thu 9/1/05, but it
still matches 9/2/05. I guess I'm just misunderstanding the expected
behavior. Could you explain the exact mechanics of this? Thanks.
> See User's Guide:
> http://www.amibroker.com/f?timeframeset
>
> It says:
>
> "VERY IMPORTANT:
> inWeekly constant is now 432001 ( 5*inDaily + 1 ) - in previous
version it was 432000
> inMonthly constant is now 2160001 ( 25*inDaily + 1 ) - in previous
version it was 2160000
> It is changed because now N-day custom intervals are supported and
they will interfere with weekly/monthly.
> Note that 5*inDaily is now DIFFERENT than inWeekly. 5*inDaily
creates 5-day bars that DO NOT necesarily cover Monday-Friday while
> inWeekly ALWAYS creates bars that begin on Monday and end on
Friday. Also 25*inDaily creates 25-day bars that DO NOT necesarily
> represent full month, while inMonthly always begins with first day
of the month and ends at the last day of the month "
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "rkp1" <rkpatriquin@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, November 10, 2005 5:29 AM
> 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
> >
> >
> >
> >
> >
> >
> >
>
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