Yeah that's probably it David but I don't know why. As per Tomasz post remark, it should match where DateNum's are the same and mine are. E.g. Wednesday 2/6/2010 exists in both symbols. APS starts at 00:00 and AP starts at 9:49. Yet foreign for AP is giving me the close price of Tuesday 1/6/2010 for both high and low values. I don't know why it's not recognizing that that date exists in the AP symbol.
Jules. --- In [email protected], David <amibroker.ygro...@...> wrote: > > Could the main symbol be triggering fixup=1 after Monday, which would > explain the close values? > > http://www.amibroker.com/guide/afl/afl_view.php?id=54 > > *FOREIGN > *- access foreign security data > > *Referencing other symbol data > *(AFL 1.5) > > *SYNTAX* * foreign( TICKER, DATAFIELD, fixup = 1) * *RETURNS* ARRAY * * > *FUNCTION* Allows referencing other (than current) tickers in the AFL > formulas. TICKER is a string that holds the symbol of the stock. DATAFIELD > defines which array is referenced. Allowable data fields: "O" (open), "H" > (high), "L" (low), "C" (close), "V" (volume), "I" (open Interest), and for > v5.29 and above: "1" (aux1), "2" (aux2) > The last parameter - fixup - accepts following values > > - 0 - the holes are not fixed > > - 1 - *default value* - missing data bar OHLC fields are all filled using > previous bar Close and volume is set to zero. > > Note: you can use Foreign/RelStrength without specifying last parameter: > Foreign( "ticker", "field" ), RelStrength( "ticker" ) - then the holes > will be fixed. > > - 2 - (old pre-4.90 behaviour) - causes filling the holes in the data > with previous O, H, L, C, V values > > Unless you know what you are doing you should use DEFAULT value of fixup > parameter (Fixup=1). If you do not use fixup=1, data holes will have the > value of Null that you would need to handle by yourself. * * *EXAMPLE* // > EXAMPLE 1: > // Plotting spread between currently selected symbol and another one > *Graph0* = *Close* - Foreign( "MSFT", "Close" ) ; > > > > // EXAMPLE 2: > // Built-in relative performance chart > _N( TickerList = ParamStr("Tickers", "^DJI,MSFT,GE") ); > NumBars = 20; > fvb = Status("firstvisiblebar"); > Plot( 100 * ( *C* - *C*[ fvb ] ) / *C*[ fvb ], Name(), *colorBlue* ); > *for*( i = 0; ( symbol = StrExtract( TickerList, i ) ) != ""; i++ ) > { > fc = Foreign( symbol, "C" ); > > * if*( ! IsNull( fc[ 0 ] ) ) > { > Plot( 100 * ( fc - fc[ fvb ] )/ fc[ fvb ], > symbol, * > colorLightOrange* + ( (2*i) % 15 ), > *styleLine* ); > } > } > PlotGrid( 0, *colorYellow* ); > _N( *Title* = "{{NAME}} - Relative Performance [%]: {{VALUES}}" ); *SEE > ALSO* PLOTFOREIGN() > <http://www.amibroker.com/guide/afl/afl_view.php?id=115>function , > SetForeign() <http://www.amibroker.com/guide/afl/afl_view.php?id=247>function > Comments: *Tomasz Janeczko* > tj --at-- amibroker.com > 2003-08-07 20:28:41Foreign function synchronizes the data file > you are referencing with the currently selected symbol. > > Synchronization makes sure that EACH bar of FOREIGN data > matches exactly with each bar of currently selected symbol. > > So if DateNum() function returns 990503 for given bar > then Close array represents the CLOSE of currently selected symbol at May 3, > 1999 > and Foreign("SYMBOL", "C") represents close of foreign symbol at May 3, 1999 > TOO. > > This is absolutely necessary because otherwise you won't be able > to do ANY meaningful operations involving both selected symbol and foreign > symbol. > > This also needed for the display so when you mark the quote with vertical > line it will always match the date displayed regardless if you use Foreign > or not. > > Please note that if you have data holes in currently selected symbol then in > order to synchronize bars Foreign function will remove bars that exist in > Foreign symbol but do not exist in currently selected symbol. > > > Warm regards, > David > > > On Sun, Jun 6, 2010 at 8:23 PM, jooleanlogic <joole...@...> wrote: > > > > > > > I have two symbols AP and APS for the Aussie Spi futures. > > APS is basically a 24 hour instrument and AP is the day only version of it > > from 9:50-16:30. They're identical during the day session. > > > > I want to view the AP symbol (just high to low bar) overlaid on the > > APS(24h) symbol in the daily timeframe only. When I do the following though: > > > > fh = Foreign("AP M0-SFE", "high"); > > fl = Foreign("AP M0-SFE", "low"); > > Plot(fh, "FH", colorRed); > > Plot(fl, "FL", colorGreen); > > > > only Mondays seem to work. For all other days, fh and fl just seem to get > > assigned the close price of AP. > > > > Both symbols are part of the same group which is time-shifted 2 hours. It's > > a 1 minute mixed intraday/eod database and no filtering is applied. > > Both symbols are realtime using eSignal but have had historical ascii data > > imported. > > > > Any ideas? > > Thanks, > > Jules. > > > > > > >
