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[amibroker] Re: Intra-Day Database Setup



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Notice that I am not really fussy about the end of session bar (not in this example anyway). If I wanted to be exact, say in 1 min bars, with the timestamp on the first tick inside the bar, I would use 0559 as the end of the day session ... then the close would be == the US 1600 hour close.

Anyway, I am suggesting that you make sure of your DB settings first and worry about compression thereafter.

In my example, when I am in 24 hour view I see a small amount of trading, after hours, in the SPY.

When I go to day session view, my session markers are both still visible.

--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> 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@> 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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