[amibroker] Re: Calculating VAP on base interval to display on higher timeframe charts

 

Tomasz,

Can you please reply this question, I have asked this at least three times. I really need to know the direction. If any of these possible, I am not asking for a definite date when these will be provided (still, I'd like to plan). Also, if you have no intention of ever doing any of these, I'd like to know that as well....

Q: how am I going to access 1-min data while drawing VAP on the 5-min or daily charts? Yes, there are certain tools available but I am having problems across timeframes.

OPTION 1 (Ideal?):
- if there was a way to access BASE level data (1-minute) while rendering a chart on a higher timeframe (e.g. daily). -- so there wouldn't be a need to use StaticVars in the first place (to overcome problem accessing data from base timeframe)


OPTION 2 (with all the issues this sounds more like a workaround... however as calculating is sufficient at most 1 minute, it would definitely be an overkill to do so every 0.1 seconds..):
- At 1-min TF, do the calculation, store results in StaticVars. Read said vars on 5/15/daily timeframe and draw the profiles. (implementation either in AFL or C++ - I already have (part-)implementation in both, I do believe C++ provides better performance..).

But to complete it, I'd need:
- matrix support for C++ (including StaticVars) (Yes, I COULD write my own C++ version of MxToString and StringToMx but..... storing matrices converted to strings is NOT a great way to converse memory...)

... this leads to:
- StaticVar compressing problems, as described in https://groups.yahoo.com/neo/groups/amibroker/conversations/messages/194895, to which you promised to look into (thanks!)
- if at all possible, associate arrays/matrices with specified symbol, separated in data storage. (_not_ only by just adding "Name()" to the StaticVar's name). If these were SYMBOL related, could be loaded on demand only from the disk, greatly reducing the constant memory footprint needed. (in other words, not everything is stored in a big PersistVars.bin file).

Thank you for taking the time to consider these.
Gabor

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