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Re: [amibroker] Multiple Timeframe Analysis



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I haven't followed the multiple timeframe work here, but someone should look
at the late Robert Krausz' Fibonaci Trader software
http://www.fibonaccitrader.com/
He, correctly I'd say, plots  higher-timframe MAs as steps on the
lower-timeframe chart.
Should be able to draw them in AB with  styleStaircase
 and styleSwingDots.

Bob

----- Original Message -----
From: "rlb21079" <rlb21079@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, May 14, 2003 9:38 PM
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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