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--- In amibroker@xxxxxxxxxxxxxxx, "joe2dixon" <joe2dixon@xxx> wrote:
>
> ang_60:
>
> Maybe if you try
>
> TrRng= ref( ATR(1),-1 );
>
> It should then look for the True Range for the previous day.
>
>
>
Hi Joe,
thanks for taking the time to look into this matter, but I feel the problem pops up with the "TimeFrameExpand" command... the lines of code before are OK.
As I'm not able to resolve it, I adopted a turnaround, adding two lines to the code of my previous message;
After
TrueRange_Daily = TimeFrameExpand (TrRng, inDaily);
I added:
LastBarofDay = ( DateNum()!= Ref(DateNum(),1) );
TrueRange_D = IIf (LastBarofDay, Ref(TrueRange_Daily, -1), TrueRange_Daily);
This way the code works as I expected, although it's not satisfactory from a conceptual point of view: I'd wish to see some of the senior users of the list (not to mention TJ) would pop up and explain why the "TimeFrameExpand" has this behaviour(*), but evidently I'm the only one from some thousand users on these list to see a problem with this.
(*) which happens on all last 5 minute bar of day EXCEPT the last bar of the last day in test, which from my point of view is even stranger..
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