RE: [amibroker] TimeFrameSet & Foreign tickers

["ta" <tagroups@xxxxxxxxxxxxx>]

Keith

 

Thanks for your comment I had tried that as follows and it did not work. I think Tomasz was trying to say that it only works with current symbol. It does not work on foreign tickers. If you understand it differently please provide your code.

 

 

dt=DateTime();
mo = Month();
RiskLessRate = Foreign("TBY", "C");

TimeFrameSet(inMonthly);
mc = Close;
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]);

}

 

 

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Keith McCombs
Sent: Saturday, August 08, 2009 10:45 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] TimeFrameSet & Foreign tickers

 

 

ta --
1.  TimeFrameSet() replaces current......  Therefore it needs some data to replace.
Therefore, you must give it the data using SetForeign() BEFORE calling TimeFrameSet(), as in TJ' sample code.

2.  Your two .jpg files appear to be empty, or nearly so.
-- Keith

ta wrote:

 

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@xxxxxxxxxxxxxxx [mailto:amibroker@yahoogroups.com] On Behalf Of Tomasz Janeczko
Sent: Saturday, August 08, 2009 2:46 PM
To: amibroker@xxxxxxxxxxxxxxx
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@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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