RE: [amibroker] Minor Question on TimeFrames + Tiny, Tiny Bug

[Ken Close <ken45140@xxxxxxxxx>]

Bill:

Thanks.  Obvious now that you said it that way.

Ken

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From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of wavemechanic
Sent: Friday, July 18, 2008 10:15 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Minor Question on TimeFrames + Tiny, Tiny Bug

Compression takes the data within the time frame specified (e.g., daily date during July 2007) and compresses it into one bar and the C for that month is the last C of the month.  To answer your question, the date for the C 1 year ago is 12/31/07 and for 12 months ago it is 7/31/07 and so the code that you used will not produce the same roc().

 

Bill

----- Original Message -----

From: Ken Close

To: amibroker@xxxxxxxxxxxxxxx

Sent: Friday, July 18, 2008 4:14 PM

Subject: [amibroker] Minor Question on TimeFrames + Tiny, Tiny Bug

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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