Combining SparseCompress and TimeFrameSet

AFL Programming
1

Hello,

I am trying to test systems with custom sessions.

I have 1 minut data, but also need calculation from higher timeframe.

Can you please hint me how to combine SparseCompres and TimeFrameSet?

I was trying to calculate Daily Open of Sparsed data this way:

tn = TimeNum();
CS = tn >= 093000 AND tn < 142900;

TimeFrameSet( inDaily);

DailyO=SparseExpand(CS,SparseCompress(CS, Open ));
TimeFrameRestore();

Plot(TimeFrameExpand( DailyO,inDaily), "DailyO", colorYellow );

Which is not working. Can you please hint me how to do this task correctly?
Thank you.

2

Hm, what's the difference to your other thread of today


which would save you from programming headaches? In addition some system metrics would not include disregarded bars into calculations.

3

How about something like this:

tn = TimeNum();
dn = DateNum();
CS = tn >= 093000 AND tn < 142900;
isStartOfDay = CS AND (!Ref(CS,-1) OR dn != Ref(dn,-1));
dailyOpen = ValueWhen(isStartOfDay, Open);
1 Like
4

I would like to be able to optimize the session. That is why I want to control it using the code.

5

Thank you @mradtke I will go perhaps this way. I was overall mostly checking if there is some easier way using timeframeset so I could use the higher timeframe data also in some indicators.