I am trying to switch timeframes from a 3 minute to a daily and then back on an exploration. I start off with a 3 minute interval. All I want to do with the daily interval is get the closing values of the last 5 bars. It acts really funny, despite trying different combinations of TimeFrameSet and TimeFrameExpand or Compress.
Shouldn't I just be able to do: (and have C1 thru C5 hold values or CD hold an array of daily values)
TimeFrameSet( inDaily);
C1 = ref(C,-1) ; //grab last 5 closing values on daily interval
C2 = ref(C,-2); //this does not work
C3 = ref(C,-3);
C4 = ref(C,-4);
C5 = ref(C,-5);
//or:
CD = C ; //CD should hold an array of daily values, but it doesn't work either…
TimeFrameRestore( ); //to go back to 3 minute interval
It seems to kinda work if I issue a TimeFrameExpand( C,in1minute) , but not really. When I run the exploration, the correct values only come up on later in the day
iterations of the same stock. I want the last 5 values of the daily interval regardless of how often the stock comes up on the 3 minute interval. Any ideas?
Thanks,
interfool