Re: [amibroker] TimeFrameSet & Foreign tickers, AmiBroker Email List Archive

Tomasz, I did read the documentation. The following is an excerpt from the manual explaining what “SetForeign” does:

“The SetForeign function replaces current price/volume arrays with those of foreign security,

returns True (1) if ticker exists, False (0) otherwise.”

And TimeFrameset:

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

So it is not far fetched to come to the conclusion that TimeFrameSet should would on foreign securities. I can not fathom why you would not extend the functionality to foreign securities!

From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com] On Behalf Of Tomasz Janeczko
Sent: Saturday, August 08, 2009 2:46 PM
To: amibroker@xxxxxxxxxps.com
Subject: Re: [amibroker] TimeFrameSet & Foreign tickers

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@xxxxxxxxxps.com

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]);

}