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Hello,
I am still using AB Version 4.9 and have a question regarding
TimeFrameSet.
Does the newest version of AB support the following timeframes:
- BiWeekly (Monday-Friday)
- Quarterly (1st January - end of March)
- Yearly (1st January - 31st December)
I feel the need of these timeframes for longer time frame investing
style and backtesting purposes.
I know, so far, AB has the following timeframes supported:
in1Minute = 60
in5Minute = 5 * 60
in15Minute = 15 * 60
inHourly = 3600
inDaily = 24 * 3600
inWeekly = 5 * 24 * 3600 + 1 = 432001
inMonthly = 25 * 24 * 3600 + 1 = 2160001
But I am not sure if 'inBiWeekly', 'inQuarterly' and 'inYearly'
constants have been defined in the newer versions of AB.
Of course I could use the formula of 2 * 5 * 24 * 3600 for BiWeekly,
but then it won't necessarily cover Monday-Friday case.
Thanks,
Gary
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