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I have tried to make useable indicator charts using a mix of
timeframes and modes. I have not succeeded in any satisfactory
solutions yet.
The problem stems from one fact of AB --the studies and time axis are
locked to the timeframe and mode selected at the UI level. So, even
though I can start with a database of 5 seconds, do all my AFL
calculations at this data resolution, and plot charts in any
timeframe or timeframe mode, I can not use any studies or display a
date axis that matches to my plotted charts. The un-plotted 5 second
database that underlies all the AFL calculations is what shows up in
the date axis and the prices for magnet mode. So if I draw a trend
line on the plotted chart, it would actually be drawn on the
invisible 5 second data --and every 5 seconds, the study line would
shift left across the screen relative to what you actually plotted.
I do not know the "ideal" solution for this problem, but some
solution would significantly increase the flexibility of using
multiple timeframe indicators in AB. I would definitely like to be
able to decouple the resolution of the database used in the AFL
formula from the resolution of the plots in the UI.
Dennis
On Dec 9, 2007, at 1:51 AM, scourt2000 wrote:
>
> It has more to do with your implentation of making timeframes
> available to a script rather than practicality of anything in the
> context of the application as a justification for whether
> anything "makes sense" or not.
>
> The reason you don't "see it" as being practical is because you're
> thinking about the internal workings of AFL and how that intimately
> works with the charting.
>
> If the concept of timeframe data were packaged into the construct
> a "series", then it doesn't matter where that series is used as it
> relates to the scripting that is driving any particular charting
> (aka, the native timeframe the script is in that is sitting/running
> behind a chart.
>
> From your perspective, all you see are arrays of data. If I'm in a
> day timeframe chart then any array of data associated with that chart
> scripting has arrays where 1 index represents 1 day. And you're
> entirely correct in saying that there is "no room" for lower
> timeframe data to be stored.
>
> In Amibroker, it's all about manipulating arrays of data. AFL deals
> with very low levels of abstraction.
>
> As an alternate example, in eSignal, it's all about manipulating
> series of data. When the level of abstraction rises above "array"
> to "series" then there is a level of programming encapsulation added
> which allows all of this timeframe manipulation to be independent of
> the timeframe of the actual charting script.
>
> As for making sense in a charting application, let's just take a
> broad example. If I am charting something in a 60 min timeframe, is
> it a complete waste of my time to take data manipulated on a 15
> minute timeframe "underneath in the scripting" and then display it on
> that 60 min chart? No. Of course not.
>
> All of this being said, I'm not asking for anything to be done any
> differently in Amibroker. I accept what is given and find ways to
> make that valuable to me. Nothing as it is implemented is "wrong".
> AFL scripting is "married" to certain low-level programming concepts
> in the interest of optimizing time and space. Taking higher level
> programming abstractions and grafting them onto that low-level
> context is what doesn't make sense, not what the gentleman's original
> request was in relation to a daily chart (which was what started this
> thread).
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
> wrote:
>>
>> Hello,
>>
>> There is no *issue* anywhere. Just think a while.
>>
>> Data exists and are available but *OBVIOUSLY* if
>> you have for example 100 EOD data entries, there is NO way
>> to fit thousands of 1-minute data bars INTO 100 elements of array.
>>
>> You simply need to have PLACE to have these thousands of bars
>> accessible. You need thousands element array.
>>
>> That's why you can have EOD accessible from 1-minute time interval
>> (because there is a PLACE for EOD bars - because there are fewer
>> EOD bars than 1-minute bars).
>>
>> If you were to have it vice versa the underlying system would
>> need to switch to the most frequent common denominator ANYWAY
>> and upsize the array and this will essentially be exatly the same
>> as running with 1-minute base. No gain. Just the opposite (extra
> step
>> making it slower).
>>
>> Bottom line: there is NO sense in doing it other way round. It is
> like
>> wearing a t-shirt on top of a jacket. You can do that but you will
> look silly.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "onelkm" <LKMCD1@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Saturday, December 08, 2007 8:14 PM
>> Subject: [amibroker] Re: using 1 minute data to get pivot on daily
> chart - please help
>>
>>
>>> I am disappointed if what you say is so. Seems like the data could
> be
>>> retrieved regardless of the timeframe of the chart. Afterall, the
>>> data exists .... it is just a question of how to access it .....
>>> Larry
>>>
>>> --- In amibroker@xxxxxxxxxxxxxxx, "scourt2000" <stevehite@> wrote:
>>>>
>>>>
>>>> Larry,
>>>>
>>>> All of this timeframe "stuff" works in one direction: data
> pulled
>>>> from higher timeframes down to lower timeframes. You cannot go
> in
>>>> the opposite direction.
>>>>
>>>> If you have a 1-minute chart, then it's no problem to get daily
>>> info
>>>> and plot it on that 1-minute chart. But I'm pretty sure it's a
> no
>>> go
>>>> to be in a daily chart and then try to pull in minute-based data
>>> onto
>>>> that daily chart (at least not through the time-based functions).
>>>>
>>>> Note: this is an Amibroker implementation issue. For example,
> in
>>>> eSignal, it's no problem to be in a daily chart and then have
> the
>>>> script behind the chart pull in minute-based data for the same
> or
>>>> different symbol.
>>>>
>>>>
>>>>
>>>> --- In amibroker@xxxxxxxxxxxxxxx, "onelkm" <LKMCD1@> wrote:
>>>>>
>>>>> I am trying to pivot from todays price at 9:35 instead of at
> the
>>>> 9:30
>>>>> open which is too volitile. I then want to plot the pivot
> price
>>> on
>>>> a
>>>>> daily chart. This is what I have so far, but something doesn't
>>>> work.
>>>>> The price at 9:35 is empty on the daily chart. Should be easy,
>>> but
>>>> I've
>>>>> spent hours looking at posts and help files. Could someone
> give
>>> me
>>>> some
>>>>> help?
>>>>>
>>>>> Thanks
>>>>> Larry
>>>>>
>>>>> TimeFrameSet(in1Minute);
>>>>> price935=ValueWhen(TimeNum()==093500 ,C,1); // price at
>>> 9:35 .....
>>>> does
>>>>> not work!
>>>>> TimeFrameRestore();
>>>>>
>>>>> price935xx = TimeFrameExpand(price935,in1Minute,expandFirst);
>>>>> Plot( TimeFrameExpand
>>>>>
>>>>
>>>
> (price935,in1Minute,expandFirst),"price935",colorYellow,styleStaircase
>>>> );
>>>>>
>>>>> TimeFrameSet(inDaily);
>>>>
>>>>> Plot(C,"C",colorWhite,styleBar);
>>>>> buy = cross(H,price935xx*1.01);
>>>>> sell = cross(price935xx*.99,L);
>>>>> TimeFrameRestore();
>>>>>
>>>>
>>>
>>>
>>>
>>>
>>> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>>> http://www.amibroker.com/devlog/
>>>
>>> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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