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Re: [amibroker] Converting from a specific BarIndex() in one interval to another


  • To: sidhartha70 <amibroker@xxxxxxxxxxxxxxx>
  • Subject: Re: [amibroker] Converting from a specific BarIndex() in one interval to another
  • From: Herman <psytek@xxxxxxxx>
  • Date: Fri, 23 Jan 2009 06:28:08 -0500

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Title: Re: [amibroker] Converting from a specific BarIndex() in one interval to another

Interesting point... I did some tests but can't figure out the relationships.


Depending on your application it may involve the following factors:


SetbarsRequired

Preferences->data settings

Database settings

Pad and aline setting in the AA


You could ask support@ and share the response...


best regards,

herman




Friday, January 23, 2009, 4:33:44 AM, you wrote:


> Hi All,


> I have a 50,000 bar DB. When I plot BarIndex() over the following

> intervals, these are the last values of BarIndex()...


> 1 min:   49,999

> 2 min:   25,356

> 3 min:   16,953

> 5 min:   10,197

> 10 min:   5,109

> 15 min:   3,414


> Now, what I'm trying to do is manually (via AFL) convert from a given

> BarIndex() value in one interval into another. At the moment I can do

> that via the DateTime() of the given BarIndex(), using something

> similar to the following...


> New_BarIndex = LastValue(ValueWhen( Old_dt >=DateTime(), BarIndex() )));


> Where Old_dt is the DateTime of the BarIndex value of the other interval.


> This is great, but, sadly can require a lot of bars back to calculate

> correctly, depending on how far back in the array the condition equals

> true (and using unneccessary bars back slows down other complex code

> I'm using).


> I'm thinking there must be a much easier, cruder, way to convert from

> a BarIndex() value in one interval into another.


> Lets say I want to convert from a BarIndex() value of 19,408 in a 1

> min interval into a 2 min or 3 min interval. Simple division...? I

> ask, because clearly from the BarIndex() values I posted above, they

> don't seem entirely linear in relationship... i.e. 25,356 is not 49,999/2.


> Help & suggestions much apprciated.




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This group is for the discussion between users only.
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