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There is a timeframe plugin at the Amibroker site which I think could help
you with this.
Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
-----Original Message-----
From: rlb21079 [mailto:rlb21079@xxxxxxxxxx]
Sent: Thursday, 15 May 2003 12:38 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Multiple Timeframe Analysis
I'd like to apply this to intraday charts, but I think it will be
easier as an example on daily data.
I'm aiming to plot an indicator (eg: a moving average) using multiple
sets of data, as determined by the timeframe in which they occur.
For example, plotting a MA(C,20) of the daily close simultaneously
with a MA(C,20) of the weekly close.
What I have got so far is below, but is wrong for two reasons, (1)
middle of the week data points are filled with last week's close,
thus skewing the MA calculation; & (2) the last day of the week is
not always Friday (DayofWeek()==5). Any thoughts?
MAWC=IIf(DayOfWeek()==5,C,ValueWhen(DayOfWeek()==5,C,1));
Graph1=MA(MAWC,5);
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