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


  • To: sidhartha70 <amibroker@xxxxxxxxxxxxxxx>
  • Subject: Re: [amibroker] Re: Converting from a specific BarIndex() in one interval to another
  • From: Herman <psytek@xxxxxxxx>
  • Date: Fri, 23 Jan 2009 11:32:33 -0500

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

Thank you, that explains it: padded bars are (of course) not counted.


This reminds us that the occurrence of holes can be significant... I remember now that I posted on Data Holes in Real-Time Trading on the UKB. 


Thanks for sharing!


herman



Friday, January 23, 2009, 11:26:19 AM, you wrote:


> Herman,


> for reference I got the following response,


> You can't find any linear relationship between bars in different

> intervals - as any data-holes will distort that. For purely

> theoretical example - if you have a symbol that has one quote every 5

> minutes - then you will see the same number of bars in tick, 1-minute

> or 5-minute interval. This is because due to their timestamps - those

> quotes will belong to separate 5-min bars and separate 1-min bars, so

> time-compression does not reduce the number of bars in such case.



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For other support material please check also:
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