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



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ang_60:

Maybe if you try 

TrRng= ref( ATR(1),-1 );

It should then look for the True Range for the previous day.



--- In amibroker@xxxxxxxxxxxxxxx, "ang_60" <ima_cons@xxx> wrote:
>
> 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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