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Well, I thought it was perfect. I tried it and I must be doing
something wrong. Here is the indicator code:
Disp = Param("Displacement", -96, -672, 0, 1);
nSamp = Param("Num of Samples", 1, 1, 100, 1);
fData = Close; //initialize the filtered data with the close value
for(i=1; i<nSamp; i++) //first sample is the current value of Close,
thus, just need to add nSamp-1 additional samples
{
fData = fData + Ref(Close, Disp*i);
}
Plot(fData, "Filter - Sum", ParamColor("Color", colorRed), ParamStyle
("Line Style"));
I see no difference in the resultant plot with Pad and Align turned
on or off. The close data is not padded on the symbol on which I have
added the indicator. Maybe we miscommunicated. I am not running an
analysis, I am simply adding an indicator to a symbol and I want to
go backwards and sum the value of that symbol, N number of days at
each 15 minute interval during the day.
Stumped at the moment...any ideas?
- Kevin
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> It depends if you have "pad and align" option turned ON or OFF.
> If it is OFF then n bars means n TRADING bars (with data).
> If it is ON then n bars means n bars of reference symbol
> Since reference symbol can be index (always have data on trading
days)
> or artificial symbol that can have data for every day in calendar,
> you can easily decide and pick what you want.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "kmckiou" <kmckiou@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, January 24, 2008 1:30 AM
> Subject: [amibroker] How is a backwards reference handled if there
is missing data?
>
>
> > Hi,
> > I am doing some calculations where I am referring to prior
periods.
> > Specifically, I am creating an indicator that sums values on the
same
> > hour of the day for the prior "n" days. My results seem a little
> > inconsistent, so I have a question.
> >
> > I am using 15 minute data and the database is configured with 15
> > minutes as the base time interval. So, when I say
> >
> > Ref(C, -96)
> >
> > and there is some missing data at, say, -50 to -52, am I going to
get
> > the value of C 96 periods prior (24 hours * 4 15 min intervals)
or am I
> > going to get the value of C 99 periods prior because 3 of the
> > intervening intervals had no data?
> >
> > - Kevin
> >
> >
> >
> >
> > 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.
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