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Thanks anyway Barry. I also have not found a way of doing this.
But, if I end the database at 1539 (which will have all prices till
4pm closing bell), I don't get the real closing price (when compared
to eod data) as there are many trades in the last few seconds that
trickle in over the next minute. So my choice is take that -or-
change db intraday settings end to 1600 (to get all trades until
4:01) and have 1 extra bar in each chart- no matter what intraday
time interval. -or- change starting time to 931 and have 5&15 min
bars start 1 min later. I wonder what little trick tradestation used
to get those late values into the last bar.
--- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough" <razzbarry@xxx>
wrote:
>
> Stop and think about what time frame expand is doing. If you are
> expanding a 5 min bar on a 1 min chart then the 5 min bar will not
> change until the bar has closed. What you will see is the value of
the
> current bar flat for 5 minutes on the 1 min chart and only when
that 5
> min bar ends and the next one starts will you see a changed value,
if
> there is one. The one minute bar will tell you what the condition
of
> the new 5 min bar will be when the new 5 min bar begins.
>
> If you add one more minute to the day all you do is start a new
bar. If
> you want to go beyond normal hours use 24 hour days,
View>Intraday>Show
> 24 hours trading.
>
> Barry
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "monitorit" <monitorit@> wrote:
> >
> > I can't find a way to expand the time period of the last bar of
day.
> > Example: database 1 min bars, mkt hours 9:30 - 15:59... thats 390
> 1min
> > bars covering 9:30am - 4:00pm. But trades coming in the next
minute
> > are truncated. If I change mkt close to 16:00, then I have 391
1min
> > bars - but worse, a 5 min chart will have 79 bars and 15 min
chart 27
> > bars with the last bar of these longer intervals having 1 minute
of
> > data in that bar.
> >
> > Is there a way of having AB stuff an extra minute of data into
that
> > last bar (without adding a bar)? TS would give the user a
preference
> > re adding those trades that came in shortly after the closing
bell.
> >
> > Thanks for any ideas
> > Dan
> >
>
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