TimeFrameSet compresses the bars differently than the chart?

[bobpit]

It seems to me that TimeFrameSet compresses the bars differently than if I changed the display interval through the chart combo box.

When I do TimeFrameSet, I get different date/times for the bars, than if I simply had changed the interval from the chart combo box. My database is 1min and I use the following script for testing:


SetChartOptions( 0, chartShowArrows | chartShowDates );
SetBarsRequired(-2,-2);
_N( Title = StrFormat( "{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g {{VALUES}}", O, H, L, C ) );

printf("Before TFSet, Interval()= %g, C = %g, time = "+DateTimeToStr(SelectedValue(datetime()))+"\n",Interval(), C);
Plot( C, "Close", ParamColor( "Color", colorDefault ), styleNoTitle | ParamStyle( "Style" ) | GetPriceStyle() );
TF=in15Minute;
TimeFrameSet( TF );
printf("Inside TFSet, Interval()= %g, C = %g, time = "+DateTimeToStr(SelectedValue(datetime()))+"\n",Interval(), C);
TimeFrameRestore();


I set the chart bar interval to 1min.

I get this output when I click the 3rd bar from the end:
Before TFSet, Interval()= 60, C = 1.38212, time = 2014-04-16 16:23:00
Inside TFSet, Interval()= 900, C = 1.38332, time = 2014-04-16 15:59:00

I get this output when I click the 2nd bar from the end:
Before TFSet, Interval()= 60, C = 1.38217, time = 2014-04-16 16:24:00
Inside TFSet, Interval()= 900, C = 1.38344, time = 2014-04-16 16:14:00


I set the chart bar interval to 15min.

I get this output when I click the 3rd bar from the end:
Before TFSet, Interval()= 900, C = 1.38332, time = 2014-04-16 15:45:00
Inside TFSet, Interval()= 900, C = 1.38332, time = 2014-04-16 15:45:00

I get this output when I click the 2nd bar from the end:
Before TFSet, Interval()= 900, C = 1.38344, time = 2014-04-16 16:00:00
Inside TFSet, Interval()= 900, C = 1.38344, time = 2014-04-16 16:00:00


You see, when I set the chart interval to 15min, I get nice rounded times (15:45:00, 16:00:00). But when I do it from AFL I the times are shifted by 1min: 15:59:00, 16:14:00.

Am I doing something wrong? Why am I experiencing this?

[fxshrat]

You have to use TimeFrameExpand.

Also please use code tags for better readability and in order to avoid formatting issues if inserting code in posts.
Thanks!

[bobpit]

ok, here I used Timeframeexpand, like you suggested. I used both expandfirst and expandlast. I still get UNrounded times shifted by 1min : 15:59:00, 16:14:00.


SetChartOptions( 0, chartShowArrows | chartShowDates );
SetBarsRequired(-2,-2);
_N( Title = StrFormat( "{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g {{VALUES}}", O, H, L, C ) );

printf("Before TFSet, Interval()= %g, C = %g, time = "+DateTimeToStr(SelectedValue(datetime()))+"\n",Interval(), C);
Plot( C, "Close", ParamColor( "Color", colorDefault ), styleNoTitle | ParamStyle( "Style" ) | GetPriceStyle() );
TF=in15Minute;
TimeFrameSet( TF );
printf("Inside TFSet, Interval()= %g, C = %g, time = "+DateTimeToStr(SelectedValue(TimeFrameExpand(datetime(),TF)))+"\n",Interval(), TimeFrameExpand(C,TF));
TimeFrameRestore();

I still cannot make the compress/expand commands to behave as if I changed the interval from the combo box.

[fxshrat]

This is how it's done in the state of Denmark

EnableTextOutput( 0 );

SetChartOptions( 0, chartShowArrows | chartShowDates );
//SetBarsRequired(-2,-2);

_N( Title = StrFormat( "{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g {{VALUES}}", O, H, L, C ) );

LTFdtstr = DateTimeToStr(SelectedValue(datetime()));
printf( "Before TFSet, LTF: " + Interval(2) + ", C = %g, time = " + LTFdtstr + "\n\n", C );
Plot( C, "Close", ParamColor( "Color", colorDefault ), styleNoTitle | ParamStyle( "Style" ) | GetPriceStyle() );

TF = in15Minute;
expandmode = expandFirst; // other modes expandLast and expandPoint, see manual!!

TimeFrameSet( TF );
MTFclose = Close;
MTFdt = DateTime();
HTFintstr = Interval(2); // does not require expanding
TimeFrameRestore();

MTFclose = TimeFrameExpand( MTFclose, TF, expandmode );
MTFdt = TimeFrameExpand( MTFdt, TF, expandmode );
MTFdtstr = DateTimeToStr( SelectedValue( MTFdt ) );

printf( "After TFSet, HTF: " + HTFintstr + ", C = %g, time = " + MTFdtstr + "\n", MTFclose );

www.amibroker.com/guide/afl/timeframeset.html

[bobpit]

Hello

Thank you very much for the code. It is more modular than mine.

The problem remains:

I want to see high TimeFrame bars with times starting at:
15:45, 16:00, 16:15, etc

What I see is
15:44, 15:59, 16:14 etc.

Here is sample output from your code:
Before TFSet, LTF: 1-minute, C = 1.3834, time = 2014-04-16 16:12:00

Inside TFSet, HTF: 15-minute, C = 1.38344, time = 2014-04-16 16:14:00


They are off by 1 minute. Just like my original code.

Could it be an issue with my data?  Do you get nice rounded numbers with your data?


As a secondary issue, I prefer to read the high timeframe bars Unexpanded. This is why I had the printf inside the TimeFrameSet/TimeFrameRestore structure.

[fxshrat]

Apr 1, 2016 17:22:10 GMT bobpit said:

Hello

Thank you very much for the code. It is more modular than mine.

The problem remains:

I want to see high TimeFrame bars with times starting at:
15:45, 16:00, 16:15, etc

What I see is
15:44, 15:59, 16:14 etc.

Here is sample output from your code:
Before TFSet, LTF: 1-minute, C = 1.3834, time = 2014-04-16 16:12:00

Inside TFSet, HTF: 15-minute, C = 1.38344, time = 2014-04-16 16:14:00


They are off by 1 minute. Just like my original code.

Could it be an issue with my data?  Do you get nice rounded numbers with your data?

Not it's not possible within used TF functions, AFAIK.
Well, you could add rest of interval yourself.

Apr 1, 2016 17:22:10 GMT bobpit said:

As a secondary issue, I prefer to read the high timeframe bars Unexpanded. This is why I had the printf inside the TimeFrameSet/TimeFrameRestore structure.

But then it is not aligned to the lower TF (because of HTF being in compressed mode within timeframeset).

[bobpit]

I do not want to align Lower and Upper TimeFrame. Maybe I have not communicated correctly what my issue is exactly. Please allow me to ask again:

Both my code and your code seem to compress the upper timeframe to values like:
15:44, 15:59, 16:14 etc.

What I want is to get values like :
15:45, 16:00, 16:15, etc

Why can't I get this?

When you test your code with your data, what values do you get?

[fxshrat]

I get the same ones as you.

If you expand DT then you may uses DateTimeAdd() function to output the way you want. The addition value would be Interval() of LTF.

[fxshrat]

Apr 1, 2016 18:23:16 GMT fxshrat said:

If you expand DT then you may uses DateTimeAdd() function to output the way you want. The addition value would be Interval() of LTF.

Here is what I mean

And additionally printf within TimeFrameSet

EnableTextOutput( 0 );

SetChartOptions( 0, chartShowArrows | chartShowDates );
//SetBarsRequired(-2,-2);

_N( Title = StrFormat( "{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g {{VALUES}}", O, H, L, C ) );

LTFdtstr = DateTimeToStr(SelectedValue(datetime()));
printf( "Before TFSet, LTF: " + Interval(2) + ", C = %g, time = " + LTFdtstr + "\n\n", C );
Plot( C, "Close", ParamColor( "Color", colorDefault ), styleNoTitle | ParamStyle( "Style" ) | GetPriceStyle() );

TF = in15Minute;
expandmode = expandFirst; // other modes expandLast and expandPoint, see manual!!

LTFint = Interval(); // for datetimeadd(), keep it outside of timeframeset

TimeFrameSet( TF );
MTFclose = Close;
MTFdt = DateTime();
HTFintstr = Interval(2); // does not require expanding

if( SelectedValue( MTFdt ) == LastValue( MTFdt ) )
MTFdtstr = DateTimeToStr( LastValue( MTFdt ) );
else
MTFdtstr = DateTimeToStr( Datetimeadd( SelectedValue( MTFdt ), 1, LTFint ) );
printf( "Inside TFSet, HTF: " + HTFintstr + ", C = %g, time = " + MTFdtstr + "\n\n", MTFclose );
TimeFrameRestore();

MTFclose = TimeFrameExpand( MTFclose, TF, expandmode );

MTFdt = TimeFrameExpand( MTFdt, TF, expandmode );
if( SelectedValue( MTFdt ) == LastValue( MTFdt ) )
MTFdtstr = DateTimeToStr( LastValue( MTFdt ) );
else
MTFdtstr = DateTimeToStr( Datetimeadd( SelectedValue( MTFdt ), 1, LTFint ) );

printf( "After TFSet, HTF: " + HTFintstr + ", C = %g, time = " + MTFdtstr + "\n", MTFclose );

[bobpit]

Apr 1, 2016 18:23:16 GMT fxshrat said:

I get the same ones as you.

ok, then I am not crazy. 

Would you have any idea why this is happening?  When I use the chart combo box to select 15min, I get nice round numbers:
15:45, 16:00, 16:15  etc.  Why can't I get the same through AFL? 

Apr 1, 2016 18:23:16 GMT fxshrat said:

If you expand DT then you may uses DateTimeAdd() function to output the way you want. The addition value would be Interval() of LTF.

No point doing this. 

I need 15min bars through AFL.  I want to know that the OHLC values correspond to the correct start and end times of the bars.