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Adrian:
Say I want to sum the Monthly Gains over some period
In Monthly
Gain = ROC(C,1) would give me monthly gain for each month, EOM to End of
Last Month
Then to sum the positive gains, I would need something like
GainUp = IIF(Gain>0, Gain, 0);
TotGainUp = Sum(GainUp, Period);
But what is Period??
I wanted it to cumulate the count of months since a specified startdate or
from the start of the test range, which is given in Days.
But when I tried to use a BarsSince within the TimeFrameSet, it did not
count from the start of the test range but seemingly from the beginning of
the data.
That was when I tried the simple test of Cum(1) within and without the
TimeFrameSet, and got what seemed like an unexpected result, listed below in
my original message. Something I do not understand, is happening within the
inMonthly timeframe that gives unexpected results for Cum and BarsSince and
probably some others.
That is what I need some help on. As I want always to be counting from EOM
to End of Previous Month, I do not think I can use 21*InDaily due to
differences in month lengths.
Thanks for commenting.
Ken
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of tayamaan
Sent: Tuesday, July 15, 2008 11:48 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: More Mysteries with TimeFrames
Ken I am not quite positive what you mean, but if you want to set a starting
date you probably better use 21*inDaily since inMonthly always begins with
first day of the month and ends at the last day of the month
Hope this helps,
Adrian
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <ken45140@xxx> wrote:
>
> Here is one I cannot figure out.
>
> I write
>
> Filter = 1; Buy =0;
> Bars = Cum(1);
> AddColumn(Bars,"Bars",1.0);
>
> I set the date to the first date of the data, and I get Bars
> 1
> 2
> 3
> 4
>
> Now, I set this
>
> Filter = 1; Buy =0;
> Bars = Cum(1);
>
> TimeFrameSet(inMonthly);
> BarsM = Cum(1);
> TimeFrameRestore;
> BarsM = TimeFrameExpand(BarsM,inMonthly);
>
> AddColumn(Bars,"Bars",1.0);
> AddColumn(BarsM,"BarsM",1.0);
>
> and I get
>
> Bars BarsM
> 1 4763
> 2 4763
> 3 4763
>
> I expected
> Bars BarsM
> 1 0
> 2 0
> etc
> 22 1
>
> What is going on? What happened inside the TimeFrameSet section?
Why did I
> get this result?
> I want to operate on Monthly stats and bars yet need to count the
number of
> months since a specified start date and I cannot do it.
> Help please.
>
> Ken
>
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