Hmmm…
It would be easy to create a synthetic series using something like the DateTime Class in C# and just populate one. That said, does this also mean it is required to do so with "ALL" the different intraday resolutions. For example would we need to create a "Complete" reference symbol that has all the 1 minute intervals? A five minute with all the 5 minute buckets et all? And what if the session times are different or the time zone is different and affected by Daylight savings (or Not)?
Seems to me that a better solution would have been to have AB utilize4 a master date time clock that then must sync (Clock over) with all the instrument datasets. This might also make syncing the different time zones of various global exchanges. FYI instrument info should have a field for exchange and thus time zone.
-S
From: amibroker@yahoogroups.com [mailto:amibroker@yahoogroups.com]
Sent: Tuesday, March 29, 2016 5:53 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] 4 weeks candles/backtesting
Hello,
Trading days unless you use pad non-trading days.
Really EVERYTHING is controllable by means of reference symbol.
Reference symbol can be artificially created, to suit your needs. If you create it
so it includes saturdays and sundays then it would be calendar days.
Reference symbol does not need to be "true". It can be completely synthetic.
Best regards,
Tomasz Janeczko
amibroker.com
On 2016-03-29 23:18, Marcin Jagodziński marcin.jagodzinski@gmail.com [amibroker] wrote:
Thanks a lot. Number of days is a number of trading days or calendar days?
best
On Tue, Mar 29, 2016 at 10:06 PM, Tomasz Janeczko groups@amibroker.com [amibroker] <amibroker@yahoogroups.com> wrote:
Hello,
Thank you very much for your e-mail.
Simple solution is:
1. make sure you have ONE SYMBOL in the database that has data that covers all your analysis period AND starts ON MONDAY.
2. Setup custom interval of 28 days in preferences
3. Choose 28D interval for your analysis AND enable "Pad and align to reference symbol" option and select the symbol mentioned in (1)
as reference.
Problem solved.
Best regards,
Tomasz Janeczko
amibroker.comOn 2016-03-29 21:31, Marcin Jagodziński marcin.jagodzinski@gmail.com [amibroker] wrote:
On Tue, Mar 29, 2016 at 9:21 PM, João Flávio Machado Derzi joaoderzi@gmail.com [amibroker] <amibroker@yahoogroups.com> wrote:
So, you wanna monthly bars but always starting at Monday and ending on Friday?
And they would always have 4 weeks?
Roughly yes. I want bars which are closest to monthly, always starting on Monday so they always should have 4 weeks. Using 22 days bars is not a perfect solution: the length is more or less the same as 4 weeks = (in most cases) 22 days of trading, but those candles start at different days for every security.
I have to admit that maybe my problem is an isolated one, but it's an interesting idea for me to do trading only on weekends.
best
--
Marcin Jagodziński
--
Marcin Jagodziński
Posted by: "Sean ONeill" <ONeillSeanP@verizon.net>
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