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[amibroker] Re: Intra-Day Database Setup



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Pete,

I am based in Aussie and use eS, who use UniversalTime.

So, for the US, I am either 14 hours or 15 hours ahead, depending in whether the US is in daylight saving mode or not.

Here is what I do (hope it helps you):

- eS 1 min database
- I use the SPY and show volume, with session markers, to make sure I am aligned to time correctly (I use the markers as a reminder because I am subject to local daylight saving, Euro daylight saving and US daylight saving so to make sure I don't caught by a timeshift I use the visual checks).

The volume indacates the open and the close and the markers are set to align with that.

http://zboard.wordpress.com/2009/02/28/intraday-session-markers/

- my AB database settings

Filtering:

- show 24 hours trading (no filtering)


Trading hours (local time)

Start 2330	0600
End 0600	2330


Daily time-compression uses:

Day/Night session times as defined above


Per-database settings

Time shift - 14 hours

I don't set anything else on that page
- so it is 2330 my time when the US opens for a 6.5 hour session
- I subtract 14 hours to align my time (2330) to US time (0930)
- in preferences I set Intraday >> Timestamp >> first tick in bar

I don't know if this helps you ... it must be a start.

I used these settings to get the inDaily Low and High value, for this post, and they worked fine:

(see Scan code attached).

http://zboard.wordpress.com/2009/03/02/342/


--- In amibroker@xxxxxxxxxxxxxxx, "Pete" <dryheat3@xxx> wrote:
>
> There is a topic in the help files titled "Database Settings". There is a section where it explains how to use the trading hours to define precisely how time-compression works. I would like to know how I can set the Day/Night session start and end times such that the time compression will only take the O,H,L,C from between the market open at 9:30 am eastern to the market close at 4:00 pm eastern. 
> 
> I have spent hours trying to adjust these values and then wright a simple code which accurately calculates daily moving averages using time compression in a intra-day time frame. No matter what I try I am always left with assigning the values of O,H,L,C using the TimeNum() >= 093000 and TimeNum() <= 160000 statements.
> 
> The goal is the able to use a simple code:
> Timeframeset(indaily);
> DlyH = H;
> DlyL = L;
> DlyMA = MA(H-L,10);
> Timeframerestore(indaily);
> Plot(Timeframeexpand(DlyMA,indaily), "Dly H-L", colorRed, StyleLine);
> 
> Thanks.
> 
>   Pete  :-)
>




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