Re: [amibroker] Re: get 1 minute 9 ema from 5 minute bar

["Prashanth" <prash454.ta@xxxxxxxxx>]

I think TJ had commented long back on the same issue and had said that though its possible to have a feature wherein one can split the bar to have bars of lower time frame than the time frame for which data is available, problem is that since AB doesnt know as to whether the High came first or the Low, the bars will be very misleading to say the least.

 

Adding artificial bars where data is just arrived at can cause problems in backtesting and optimization in my opinion.

 

Cheers

 

Prashanth

 

 

----- Original Message -----

From: scourt2000

To: amibroker@xxxxxxxxxxxxxxx

Sent: Tuesday, September 11, 2007 7:44 PM

Subject: [amibroker] Re: get 1 minute 9 ema from 5 minute bar

Yeah, unfortunately, this is an implentation issue. You can't get
timeframes lower than the base timeframe.

[I say it's an 'implementation issue' because, in something like
eSignal, you can get any timeframe you want, regardless of the
current one you're in]

--- In amibroker@xxxxxxxxxps.com, "Peter" <aretep@xxx> wrote:
>
> I believe you can compress data i.e. if you are using 5 minute data
then you
> can get anything in a larger timeframe e.g. 6 minute + but you
can't go
> smaller than the timeframe you are using e.g. 1 minute??
> Peter
>
>
> _____
>
> From: amibroker@xxxxxxxxxps.com [mailto:amibroker@xxxxxxxxxps.com]
On Behalf
> Of murthysuresh
> Sent: Tuesday, 11 September 2007 8:30 p.m.
> To: amibroker@xxxxxxxxxps.com
> Subject: [amibroker] get 1 minute 9 ema from 5 minute bar
>
> Hello
> i am using 5 minute bars and trying to get the 9 ema of 1 minute
bars.
> the data returning seems to be incorrect when i compare it
visually.
> can someone help in pointing out the error.
> // i am using 5 minute timeframe and want to see the values of 1
minute
> bar.
> >TimeFrameGetPrice("C",in1Minute,0,expandLast);
> " 9 ema at 1 minute bar is " + WriteVal(EMA
(OneMinuteBars,9),1.5); //
> " 20 ema at 1 minute bar is " + WriteVal(EMA
(OneMinuteBars,20),1.5); //
>
> // trying to use it directly
>
> //TimeFrameGetPrice(EMA(C,9), in1Minute, 0,expandLast);
> //First parameter - pricefield - i
>
>
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