Re: [amibroker] TimeFrameSet & Foreign tickers

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

You did not read the documentation , or not read carefully enough.

 

Docs:

http://www.amibroker.com/guide/h_timeframe.html

 

say:

TimeFrameSet( interval ) - replaces current built-in price/volume arrays: open, high, low, close, volume, openint, avg with time-compressed bars

 

Loud and clear. Only OHLCV, OI, and Avg are compressed by TimeFrameSet call. No other.

 

So in order to get compressed close of FOREIGN ticker you need to first use SETFOREIGN ! (BEFORE calling TimeFrameSet)

like this:

SetForeign("TBY");
TimeFrameSet(inMonthly);
RiskLessRate = C;

TimeFrameRestore();

 

Or usign TimeFrameCompress:

 

TimeFrameSet(inMonthly);
mc = Close;
RiskLessRate = TimeFrameCompress( Foreign("SPY", "C"), inMonthly );
TimeFrameRestore();

mc = TimeFrameExpand(mc, inMonthly);
RiskLessRate = TimeFrameExpand(RiskLessRate, inMonthly);

for( i = BarCount-100 ; i < BarCount; i++ )
{
      _TRACE("i: " + i + "  Date: " + NumToStr( dt[i], formatDateTime ) + "  mc:  " + mc[i] +  " RiskLessRate: " + RiskLessRate[i]);

}

 

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: ta

To: amibroker@xxxxxxxxxxxxxxx

Sent: Saturday, August 08, 2009 9:35 PM

Subject: [amibroker] TimeFrameSet & Foreign tickers

Tomasz

 

I was quite surprised to find that ?TimeFrameSet? does not work on ?Foreign? symbols. Below is the code that I am using. Am doing something wrong or my assumption is correct ? TIA

 

dt=DateTime();
mo = Month();

TimeFrameSet(inMonthly);
mc = Close;
RiskLessRate = Foreign("TBY", "C");
TimeFrameRestore();

mc = TimeFrameExpand(mc, inMonthly);
RiskLessRate = TimeFrameExpand(RiskLessRate, inMonthly);

for( i = 0 ; i < BarCount; i++ )
{
      _TRACE("i: " + i + "  Date: " + NumToStr( dt[i], formatDateTime ) + "  mc:  " + mc[i] +  " RiskLessRate: " + RiskLessRate[i]);

}

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