TimeFrameMode
- switch time frame compression mode

Time Frame functions
(AFL 2.80)


SYNTAX TimeFrameMode( mode )
RETURNS NOTHING
FUNCTION Switches time frame functions to different operating modes. Where mode is one of 0, 1, 2, 3, or 4.
  • TimeFrameMode( 0 );
    - switches time frame functions to time-based operation (the default)
  • TimeFrameMode( 1 );
    - switches time frame functions to N-tick operation (positive values passed to TimeFrameSet are treated now as N-tick)
  • TimeFrameMode( 2 );
    - switches time frame functions to N-volume bar operation (positive values passed to TimeFrameSet are treated nowas N-volme bars)
  • TimeFrameMode( 3 );
    - switches time frame functions to N-Range bar operation (positive values passed to TimeFrameSet are treated now as N-range bars) where N is expressed in DOLLARS (This mode is left in 5.14 and above for backward compatiblity only, see next)
  • TimeFrameMode( 4 );
    - switches time frame functions to N-Range bar operation (positive values passed to TimeFrameSet are treated now as N-range bars) where N is expressed in TickSize units (this is default mode of operation of range bars in 5.14 and above).
Note: N-volume bars are very different from time-based bars(compression of data to N-volume bar may actually deliver MORE output bars - for example if one tick is 1000 shares and you have specified 100V bars then single tick will be expanded to TEN 100V bars - ten times original size)

TimeFrame functions are protected against array overrun and will not decompress beyond original array size (you will get an "Error 47. N-volume bar compressed data longer than base time frame"). Also switching main time frame to some weird N-volume bar value will result in limiting the output to maximum twice original data size(without error message).

You should keep that in mind and avoid using too small N-volume bar intervals that could lead to such condition. Also due to the nature of N-volume bars the only TimeFrameSet() function will yield correct N-volume bar values, TimeFrameGetPrice() may give slightly distorted results.

It is also possible to use n-volume bars in TimeFrame functions without calling TimeFrameMode() - it is then necessary to specify n-volume bars as negative number offset by -1000000 (minus one million):

TimeFrameSet( -1000000 - 2000 );

EXAMPLE TimeFrameMode( 2 );
TimeFrameSet( 50000 ); // 50'000 share bars..
//...do something ...
TimeFrameRestore();
SEE ALSO TimeFrameSet() function , TimeFrameRestore() function

References:

The TimeFrameMode function is used in the following formulas in AFL on-line library:

More information:

Updated on-line reference