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I am kind of at a loss why you even care. Is it going to make any
difference in your real trades? But then I don't need to understand.
I checked my db from IB and the eod price does not agree with Yahoo.
IB data agrees on the 1, 5 and 15 min chart at 125.97, the IB day
close was 126 and Yahoo eod was 125.94 as was Scottrade's at 125.94.
If the securities you trade start before normal open the data before
the open is really necessary for your indicators to tell you the
truth. If you use yesterdays data to 16:00 and then start at 9:30
your indicators will be off and misleading more than the last minute
of the day not being correct.
Barry
--- In amibroker@xxxxxxxxxxxxxxx, "monitorit" <monitorit@xxx> wrote:
>
> 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@>
> 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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