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Hello,
Please take care while you use this data for compressions other than
your base periodicity. Volume and Open Interest are to be handled
differently after compression.
For example : suppose you have 5 one minute bars, each having 5 as
upvolume and 4 as down volume : totalling 9 as volume per minute. Now
if you compress this data to 5 minute chart, you will have 25 as
upvolume and 4 as downvolume : totalling 29, whereas total volume for
this 5 minute period is 45.
With Regards
Sanjiv Bansal
--- In amibroker@xxxxxxxxxxxxxxx, "Panos Boufardeas" <panosbouf@xxx>
wrote:
>
> Hi again
> Louis yes this is the most easy and less complex idea and i
> recommended to start with.
> always i remember Tomasz he said that are zillion ways to import in AB
> thanks
> Panos
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine" <rockprog80@>
> wrote:
> >
> > Hi,
> >
> > My idea is this (I have absolutely no idea if it would work, but it
> may be
> > worth a try):
> >
> > Use the import wizard and select the down volume as "volume" and
> use the up
> > volume as "open interest" (assuming you don't need that field).
Then,
> > simply add volume and OI in an AFL file to use with your data.
> >
> > Would that work?
> >
>
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