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[amibroker] Multi Time Frame: extract daily indicator from intraday data



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Hi everyone,

a little help if possible.

I have a problem with the "multitimeframe" functions which is better explained with a little example.
Suppose I work with 5 minutes bars.
For any given bar, I need to know the TrueRange of the day before.


The following code does the job:

TimeFrameSet (inDaily);
TrRng= ATR(1);
TimeFrameRestore();

TrueRange_Daily = TimeFrameExpand (TrRng, inDaily);
Filter =1;
AddColumn(TrueRange_Daily, "TR Daily", 1.0);


?.. unless for the last bar of the day, for which it gives the True range of the current day (in the JPEG, 

http://rapidshare.com/files/276871452/MultiTime_Frame_AMB.JPG.html

17:40 is the last bar of the day?.. however the True Range of the preceding day at the 17:40 bar should still be 425).

Has anyone any ideas useful to resolve this?


PS By the way, how can I add attachments to my messages?




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