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[amibroker] Re: TimeFrameSet & Foreign tickers



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I think you need to read TJ's post again. It's pretty clear.

--- In amibroker@xxxxxxxxxxxxxxx, "ta" <tagroups@xxx> wrote:
>
> 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@xxxxxxxxxxxxxxx] 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 <mailto:tagroups@...>  
> 
> 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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