I am trying to switch timeframes from a 3 minute to a daily and then back on an exploration. I start off with a 3 minute interval. All I want to do with the daily interval is get the closing values of the last 5 bars. It acts really funny, despite trying different combinations of TimeFrameSet and TimeFrameExpand or Compress.
Shouldn't I just be able to do: (and have C1 thru C5 hold values or CD hold an array of daily values) TimeFrameSet(inDaily); C1 = ref(C,-1) ; //grab last 5 closing values on daily interval C2 = ref(C,-2); //this does not work C3 = ref(C,-3); C4 = ref(C,-4); C5 = ref(C,-5); //or: CD = C ; //CD should hold an array of daily values, but it doesn't work eitherÂ… TimeFrameRestore(); //to go back to 3 minute interval It seems to kinda work if I issue a TimeFrameExpand(C,in1minute), but not really. When I run the exploration, the correct values only come up on later in the day iterations of the same stock. I want the last 5 values of the daily interval regardless of how often the stock comes up on the 3 minute interval. Any ideas? Thanks, interfool
