Posted By: gtell
clarification on TimeFrame - 01/16/19 13:23
Hello, I have just installed version 1.96 and tested the following script:
I would expected 15 min interval points but instead I have got this:
do you see any mistake in the code?
Code:
#define NORMPERIOD 100 #define F 2 #define BUFFER 2 ​ var preprocess (var x) { return scale(x,NORMPERIOD)/100; } ​ function run() { StartDate = 20150101; EndDate = 20150331; BarPeriod = 1; // 1 hour LookBack = 2000; int Offset=1; ​ assetList("AssetsFix"); asset("EUR/USD"); set(RULES); Spread = RollLong = RollShort = Commission = Slippage = 0; ​ TimeFrame=1; vars CloseTS = series(priceClose()); vars LowTS = series(priceLow()); vars HighTS = series(priceHigh()); vars OpenTS = series(priceOpen()); var ret = CloseTS[0]-OpenTS[0]; vars rets = series(ret); ​ int r1 = random(14); int r2 = random(14); int r3 = random(14); vars c1 = series(CloseTS[r1]); vars c2 = series(CloseTS[r2]); vars c3 = series(CloseTS[r3]); ​ TimeFrame = 15; ​ MACD(c1,12,26,9); vars m1=series(rMACD); vars F1=series(preprocess(m1[0]-m1[1])); ​ MACD(c2,12,26,9); vars m2=series(rMACD); vars F2=series(preprocess(m2[0]-m2[1])); MACD(c3,12,26,9); vars m3=series(rMACD); vars F3=series(preprocess(m3[0]-m3[1])); string line = strf( "%02i/%02i/%02i %02i:%02i, %.5f, %.5f, %.5f, %.5f, %.5f, %.5f, %.5f, %.5fn", day(),month(),year()%100,hour(),minute(), priceOpen(),priceHigh(),priceLow(),priceClose(),F1[Offset],F2[Offset],F3[Offset],ret); if(is(INITRUN)) file_delete("Data\exportMACD4.csv"); else file_append("Data\exportMACD4.csv",line); ​ }
I would expected 15 min interval points but instead I have got this:
Code:
08/01/15 06:41, 1.18204, 1.18241, 1.18185, 1.18220, -0.03581, -0.04978, -0.12568, -0.00011 08/01/15 06:42, 1.18197, 1.18241, 1.18185, 1.18206, -0.03581, -0.04978, -0.12568, -0.00014 08/01/15 06:43, 1.18200, 1.18241, 1.18185, 1.18206, -0.03581, -0.04978, -0.12568, 0.00000 08/01/15 06:44, 1.18202, 1.18241, 1.18185, 1.18198, -0.03581, -0.04978, -0.12568, -0.00008 08/01/15 06:45, 1.18204, 1.18241, 1.18185, 1.18210, -0.03581, -0.04978, -0.12568, 0.00012 08/01/15 06:46, 1.18190, 1.18241, 1.18185, 1.18208, -0.03581, -0.04978, -0.12568, -0.00002 08/01/15 06:47, 1.18203, 1.18241, 1.18190, 1.18210, 0.17135, 0.15174, 0.17540, 0.00002 08/01/15 06:48, 1.18204, 1.18241, 1.18190, 1.18209, 0.17135, 0.15174, 0.17540, -0.00001 08/01/15 06:49, 1.18204, 1.18241, 1.18190, 1.18209, 0.17135, 0.15174, 0.17540, 0.00000 08/01/15 06:50, 1.18224, 1.18241, 1.18190, 1.18209, 0.17135, 0.15174, 0.17540, 0.00000 08/01/15 06:51, 1.18221, 1.18241, 1.18190, 1.18219, 0.17135, 0.15174, 0.17540, 0.00010 08/01/15 06:52, 1.18225, 1.18241, 1.18190, 1.18217, 0.17135, 0.15174, 0.17540, -0.00002 08/01/15 06:53, 1.18225, 1.18241, 1.18190, 1.18219, 0.17135, 0.15174, 0.17540, 0.00002 08/01/15 06:54, 1.18238, 1.18241, 1.18190, 1.18218, 0.17135, 0.15174, 0.17540, -0.00001 08/01/15 06:55, 1.18231, 1.18232, 1.18190, 1.18222, 0.17135, 0.15174, 0.17540, 0.00004 08/01/15 06:56, 1.18220, 1.18241, 1.18190, 1.18241, 0.17135, 0.15174, 0.17540, 0.00019 08/01/15 06:57, 1.18206, 1.18243, 1.18190, 1.18238, 0.17135, 0.15174, 0.17540, -0.00003 08/01/15 06:58, 1.18206, 1.18243, 1.18190, 1.18231, 0.17135, 0.15174, 0.17540, -0.00007 08/01/15 06:59, 1.18198, 1.18243, 1.18194, 1.18208, 0.17135, 0.15174, 0.17540, -0.00023 08/01/15 07:00, 1.18210, 1.18243, 1.18201, 1.18223, 0.17135, 0.15174, 0.17540, 0.00015 08/01/15 07:01, 1.18208, 1.18243, 1.18139, 1.18139, 0.17135, 0.15174, 0.17540, -0.00084 08/01/15 07:02, 1.18210, 1.18243, 1.18139, 1.18157, 0.13500, 0.05425, 0.15839, 0.00018 08/01/15 07:03, 1.18209, 1.18243, 1.18138, 1.18138, 0.13500, 0.05425, 0.15839, -0.00019 08/01/15 07:04, 1.18209, 1.18243, 1.18109, 1.18120, 0.13500, 0.05425, 0.15839, -0.00018
do you see any mistake in the code?