[amibroker] StaticVarGet( ''varname', align, MODE = compressOpen)

 

I would like to know if there is an alternative to StaticVarGet( ''varname', align, mode = compressOpen).

(the last parameter is not implemented, only for TimeFrameCompress).

On a 1-min exploration I am storing data I need to retrieve on 5/15/etc min charts.StaticVarGet seems to operate in mode "compressLast", but I'd actually need the first value of the period.

The best (partial solution) I was able to come is to compress/expand while exploring. This will repeat the first value over the 5-min period(s) (so StaticVarGet getting the last of those will get the 'correct' one):

StaticVarSet("DB_1m_Profile_Segments_" + Name(), TimeFrameExpand(TimeFrameCompress(Segments, in5Minute, compressOpen), in5Minute, expandFirst));

StaticVarSet("DB_1m_Profile_BarIndex_" + Name(), TimeFrameExpand(TimeFrameCompress(BarIndex(), in5Minute, compressOpen), in5Minute, expandFirst));

Unfortunately this ONLY works for the 5-min chart, on the 15-min chart I will see the first value of the 3rd 5-min period.... which is not what I want.

I tried many variations (e.g. align=False) but none come close to the above...

Background: I am calculating VAP data on 1-min TF on user specified segments (can even be defined on any 5-min period stretch intraday) and so I need to be able to retrieve the same data at the correct bars on higher timeframes. "Segments" show where these segments start (=1) and end (=-1), I calculate the VAP for this stretch (PriceVolDistribution), store the resulting matrix

    StaticVarSet("DB_1m_Profile_VAP_" + Name() + "_" + SegmentStart, ProfileMx);

... which I need to retrieve on the 5-min/15-min charts at the correct bar (so far only the last one):

ProfileDailySegments = StaticVarGet("DB_1m_Profile_Segments_" + Name()); 

ProfileCum=StaticVarGet("DB_1m_Profile_BarIndex_" + Name());

ProfileStartSegment=ValueWhen(ProfileDailySegments>0, ProfileCum);

VAPMx=StaticVarGet("DB_1m_Profile_VAP_" + Name() + "_" + ProfileStartSegment);

.. where ProfileStartSegment is the bar index on the 1-min chart (at calculation time!)

 

Thanks.

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Posted by: gabor.s.kuti@gmail.com

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