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Is ROC(C,1) in "inYearly"
compression supposed to be the same as ROC(C,12) in "inMonthly"
compression?
TimeFrameSet(inMonthly);
MnGain1 =
ROC(C,1);
QGain = ROC(C,3);
YGain = ROC(C,12);
TimeFrameRestore();
TimeFrameSet(inyearly);
YGain1 = ROC(C,1);
TimeFrameRestore();
YGain2 = TimeFrameExpand(YGain1,inMonthly);
TimeFrameSet(inQuarterly);
QGain2 = ROC(C,1);
TimeFrameRestore();
QGain3 = TimeFrameExpand(QGain2,inMonthly);
(Above copied as is
from the Formula Editor window)
In this code, YGain
calculated with ROC(C,12) produces the correct answer while YGain1 produces a
different and incorrect value.
Monthly is set as the
Periodicity in the AA window.
Which is why I asked the
question.
The minor, minor bug is
that "inYearly" and "inQuarterly" are not red as
reserved words, even though they function correctly. One little color bit
needs to be set somewhere in the guts of the program code.
Ken
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