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

["Tomasz Janeczko \(groups\)" <groups@xxxxxxxxxxxxx>]

No. In yearly is January-December.

 

12 * in monthly is ANY 12 month (not necesarily Jan-Dec).

 

Best regards,
Tomasz Janeczko
amibroker.com

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

From: Ken Close

To: amibroker@xxxxxxxxxxxxxxx

Sent: Friday, July 18, 2008 10:14 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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