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RE: [amibroker] Re: TimeFrameSet & Foreign tickers



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Thanks Sid

 

Having spend so much time with the manual as soon as I saw his reply starting withYou did not read the documentation …..” (as if I am kid and need to chided). I completely lost it and believe or not did not see the rest of his reply. I was fuming all night. Having had a good night sleep and cooler head prevailing, I see that actually he did answer the question. It is somewhat akin to every time a user time a user reports a bug start the email with “if you had studied harder in college…”.  Thanks to Keith, Sid & Tomasz.

 

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of sidhartha70
Sent: Sunday, August 09, 2009 1:05 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: TimeFrameSet & Foreign tickers

 

 

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@xxx>
>
> 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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