|
PureBytes Links
Trading Reference Links
|
Tomasz (or anyone else who might know),
I've read and think I understood the 'manual' regarding usage of
TimeFrameSet(conversionconstant), but I could not find anything that
I need to undertand in detail regarding TimeFrameSet processing.
Here's the problem:
1) In using the constant '5*inDaily', HOW does AB compress daily
bars into 5-day bars relative to the STARTING data date OR ENDING
data date when the 'grouping' occurs? Assuming that earlest data
date is, say 02/01/00 (eg, Close[0]), and most-recent data date is
11/09/05 (eg, Close[barcount-1]), does AB take the FIRST data date
and find the 'close' at the fifth data day (ie, Close[4]) and use
this value for tne new array CloseX[0], and then find the close of
every subsequent 5.th daily bar to create the close of each
successive 5-day compressed CloseX[j]? OR,..does AB start with the
MOST-RECENT data day, say Close[barcount-1], get ITS close, and then
work backwards every 5.th daily bar to form the new array? (I DO
understand about using the 'inWeekly' constant, that always
synchronizes the compression to Monday's thru Friday, and THAT is NOT
what I'm getting at here.)
2) In forming the final compressed bar {either at the 'end' or
the 'beginning' as per 1) above}, if there is LESS than a full 5
periods (in this case UNcompressed DAILY bars), does AB simply use
whatever number of bars are remaining to form the compressed bar
(say, e.g. only 3 bars remaining)?
3) In using TimeFrameCompress(n), is there ANY way to set the DAY OF
WEEK (or even a specific data date) for the compression to begin (or
end) its 'window' (ie, n = 5*inDaily in this case) for 'grouping'
uncompressed data bars? I would like to be able to CONTROL the
synchronization of the compression to ANY selected day of the week,
say Tuesday's, or Wednesday's, or whatever day I want to use, rather
than just Monday's.
I suppose I could use a VB-script loop to create my own compressions,
but I'd prefer to use the built-in AFL functions if possible.
Finally,
4) Does 'TimeFrameRestore' uncompress the array cells in exactly the
reverse BAR order of the TimeFrameSet compression process, including
keeping track of 'fractional' final bar compression, so that if only
3 uncompressed bars were used for the final compressed bar, then THAT
PARTICULAR compressed bar will expand into only 3 bars of the
original time frame?
Thank you for your patience with these questions of detail, but this
is an extremely important aspect of AB that I need to know to do
CORRECT backtesting of mixed time-frame systems.
Thank you again....
Buzz
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|