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[amibroker] Re: TimeFrameSet & Foreign tickers



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Hey man... don't worry. We've all been on the receiving end before.
You soon get used to TJ's ways. He doesn't mean offense... He just knows his product so well, is a very smart guy, and from his perspective, it's all in the manual. It's not personal. Don't take it that way.


--- In amibroker@xxxxxxxxxxxxxxx, "ta" <tagroups@xxx> wrote:
>
> Thanks Sid
> 
>  
> 
> Having spend so much time with the manual as soon as I saw his reply
> starting with "You 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 <mailto:amibroker%40yahoogroups.com> , "ta"
> <tagroups@> 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%40yahoogroups.com>
> [mailto:amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com> ] On
> Behalf
> > Of Keith McCombs
> > Sent: Saturday, August 08, 2009 10:45 PM
> > To: amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com> 
> > 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%40yahoogroups.com>
> [mailto:amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com> ] On
> Behalf
> > Of Tomasz Janeczko
> > Sent: Saturday, August 08, 2009 2:46 PM
> > To: amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.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 <mailto:tagroups@> 
> > 
> > To: amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.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]); 
> > 
> > }
> >
>




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