My data vendor provides me Mixed EOD database with 45 days of 1min data backfill and 7+Years of EOD data backkfill.
When i try to access multitimeframe functions(Timeframeset, Timeframegetprice) to access EOD data into lower timeframes like 1min , 5min or any other lower timeframes, amibroker tries to compute
using the 1minute database and not using the EOD database which is not sufficient to get the required data plots as 1min database has limited set of daily data (only 45 bars in my case due to 45 days of backfill).
Any workaround or solution to fetch EOD database into lower timeframes especially one using a Mixed EOD database?
I am also facing the same issue with OI.
OI data updated after market hours is differfent than intraday data and I am getting wrong values for OI.
In Exploration if I select Daily Periodicity then Correct values are coming,
if I get Daily values in 1Min AFL code using TimeFrameGetPrice(). I tried using TimeFrameSet as well still wrong values coming. If I select Daily Time Frame chart then OI showing correctly.
After pur chasing AB three weeks ago, still I am struggling with my First AFL of this. unable to calculate OI change for intraday purpose.
What is the meaning of Mixed intraday / EOD data ? what will happen if we select / unselect it ?
@Tomasz any help please
To ensure that data are consistent between different intervals TimeFrame functions always do the compression from current chart interval to interval requested as described in KB: http://www.amibroker.com/kb/2006/03/19/how-does-the-daily-time-compression-work/
In mixed intra/EOD mode EOD data are only used if selected chart interval is Daily or longer (weekly, monthly, quarterly, yearly)
I've bumped into the same obstacle described above and i'm using a workaround described below.
My RTD is received every second(Tick) and formatted to 1m format in DB.
The Analysis I run has periodicity of 5m, but every 1-2 months I remove intra data and fill with EoD data to prevent rapid DB size growth.
Even with the above 1m compression provided by RTD app, my DB grows by around 70MB per month and I don't need that TF data anyway.
For others to understand how data in Quote Editor is parsed,
EoD data from most or all Vendors is only Date Stamped, Eg. Ticker 20180910 O H L C V
Since it misses a time component, AB will take each bar only for TF of Daily and above.
What I do Is download the EoD data and timestamp it with the last hour, so if it is a "CSV" file, add a new column and use the last trading time for it.
Eg. 4pm will be 16:00:00.
A simple script will make work very easy.
Create an Import format for this data and import the files into AB.
Your Exploration and Chart will work like a charm
Thanks for this hack, really help to tackle the said issue. I took advantage of it.