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Re: [amibroker] Need help understanding ATC/Foreign subtleties



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Another clue comes to light.

The odd behavior of the range bars only happens if the flag bar value  
("1") is greater than the value of the bar range.  So what I guess is  
happening is that my first "1" bar is seen as exceeding the range  
limit and produces a first "range" bar and the next "0" produces a  
second "range" bar.  Everything from the beginning of the ticker to  
the first "1" is called one "range" bar with a start time and end  
time that covers a whole lot of time.  In other words, foreign reads  
in my flags as if it were a stock and converts it to range bars  
first, then tries to align the bars to the native ticker.

Since I do not see any use for this mode of behavior, if nobody  
objects, I will make a formal request for the foreign (volume or  
range bars mode) to behave in the following useful way (which is what  
I had originally thought would be the case).

The native bars would be the "template" and the foreign function  
would combine, pad and align bars to create 1 for 1 bars based on  
native bar time stamps.  That way any "real" tickers or indicators  
that are read in with foreign can be compared directly to the bars of  
the native ticker.

I have yet to get a flag bar to show up in volume bar mode (even when  
I supplied all bars with lots of fake volume), but the modified  
behavior of foreign above should fix that also.

Dennis

On Aug 30, 2007, at 12:39 PM, Dennis Brown wrote:

> I partially figured out one piece of the puzzle.  I was reading the
> "C" value which would be "0" unless the 5 second bar matched up to
> the end of the larger timeframe bar.  Changing to reading the "H"
> value made it work for higher minute timeframes now.  However, the
> behavior did not change for volume bars (none) or range bars (too  
> many).
>
> Dennis
>
> On Aug 30, 2007, at 11:51 AM, Dennis Brown wrote:
>
>> Hello AFL experts,
>>
>> I am having a hard time understanding a few things about ATC/Foreign
>> relating to time stamps on bars and I am hoping someone can clear up
>> a few things for me.
>>
>> For instance:
>> I am running a 5 second database, and I created an ATC ticker with
>> one bar ("X" field) marked as "1" (True),  all other bars are marked
>> as "0" (False).
>> I then read the ATC ticker in with foreign and plotted a marker for
>> any "1" bar and it worked as expected.
>>
>> However:
>> If I change the chart (not the database) to displaying 1 minute bars,
>> foreign no longer reads in a "1" bar anywhere.
>> If I change to volume bars, foreign no longer reads in a "1" bar
>> anywhere.
>> If I change to range bars, foreign reads a "1" bar everywhere up to
>> the time stamp of the actual "1" bar, then "0" for bars after that.
>>
>> What I am trying to accomplish, is to have ATC "flags" that are time
>> stamped to a 5 second database, that are then read into any other
>> chart timeframe and will show up as a flag on the bar that contains
>> that original time stamp.  (It is for marking manual trade signals
>> among other things)
>>
>> Please enlighten me.
>>
>> Thanks,
>> Dennis
>>


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