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There are some interesting multi-time-frame applications at
http://www.fibonaccitrader.net/index.asp
http://www.fibonaccitrader.net/multiple_time_frame.asp
Now, with the last upgrade, we could probably express them in AFL.
Any experience on the subject would be appreciated and helpful.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Tomasz,
> thank you for detailed info.
> I have no experience on the subject till now and, consequently, it
is
> not possible to validate both procedures.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> wrote:
> > Dimitris,
> >
> > Please note that AmiBroker's approach to multiple time frame
> > handling is completely different than Stephane's one.
> >
> > Stephane provided number of functions for certain time frames
> > like TwMA - weekly moving average
> > that performed single operation on particular time frame.
> > There were only limited set of functions/indicators for given
> > time frame.
> >
> > AmiBroker's built-in time frame functions just allow to
> > 'switch' to different time frame. From then on all already
> > existing functions operate in different time frame.
> > That way you don't need to remember new 'indicator' function names
> > different for each time frame and all functions available
> > already work in all time frames.
> > Also all functions provided by 3rd party plugins (such like
> > for example Herman's T3 moving average) are automatically
> > available in multiple time frames without need to
> > recode or even recompile any single plugin.
> >
> > Having said that I would like to thank Stephane very much
> > for providing the tool for handling timeframes when
> > no built-in support was available. It helped a lot of people.
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Wednesday, September 03, 2003 11:33 AM
> > Subject: [amibroker] Re: weekly macd scan
> >
> >
> > > Ron,
> > > We all try for a better amibroker. We create some procedures
> because
> > > we need them, anticipating sometimes amibroker evolution. It is
a
> > > great pleasure to see these innovations available through
> official
> > > upgrades.
> > > I think this is the rule for the majority of the contributors.
> There
> > > were some exceptions in the past, but they just verified the
> rule .
> > > On the other side, Stephane was always generous to the list the
> last
> > > two years or so.
> > > Dimitris Tsokakis
> > > --- In amibroker@xxxxxxxxxxxxxxx, "mrdavis9" <mrdavis9@xxxx>
> wrote:
> > > > Stephane, I hope TJ has not hurt your feelings by publishing
> this
> > > new beta. ( ; - ) Ron D
> > > > ----- Original Message -----
> > > > From: Stephane Carrasset
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Sent: Wednesday, September 03, 2003 2:12 AM
> > > > Subject: [amibroker] Re: weekly macd scan
> > > >
> > > >
> > > > The timeframe.dll was written to backtest some ideas of
> trading
> > > > systems based on differents time frame ( daily and weekly)
> > > > of course for exploration change the settings are enough.
> > > >
> > > > Now, Tomasz have written an upgrade to get differents
> timeframe
> > > > directly in AFL
> > > > the timeframe.dll is obsolete.
> > > > Thanks to Tomasz.
> > > >
> > > > Stephane
> > > >
> > > > > Which of these two answers is the best answer. In the
> past,
> > > when I
> > > > have seen references to Stephane's dll for weekly
timeframes,
> I
> > > > always wondered why can't you just change to weekly mode
as
> mmqp
> > > > suggests in his answer below. Opinions? Ron D
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > Hello,
> > > > > for instance there is a solution with the timeframe dll (
> it
> > > works
> > > > > well on daily and weekly data).
> > > > > just explore with
> > > > >
> > > > > Filter = 1; /* all stocks and quotes accepted */
> > > > > AddTextColumn(FullName(),"Name");
> > > > > WeekPrice = TwC();
> > > > > WeekEMA9 = TwEMA (WeekPrice,9) ;
> > > > > WeekEMA19 = TwEMA (WeekPrice,19) ;
> > > > >
> > > > > AddColumn(Cross(WeekEMA9,WeekEMA19),"Cross",1);
> > > > > AddColumn(WeekEMA9>WeekEMA19,"Above",1);
> > > > > stephane
> > > > >
> > > >
> > >
>
======================================================================
> > > > ==
> > > > > ----- Original Message -----
> > > > > From: mmqp
> > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > Sent: Tuesday, September 02, 2003 11:38 AM
> > > > > Subject: [amibroker] Re: weekly macd scan
> > > > >
> > > > >
> > > > > Use same codes in AA and goto Settings and
> set "Periodicity"
> > > to
> > > > > weekly. Hope this helps.
> > > > > mmqp
> > > > >
> > > >
> > >
>
======================================================================
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "DT"
<dtfreak1025@xxxx>
> > > wrote:
> > > > > >
> > > > > >
> > > > > > Does anyone know of a way to scan for a macd
crossover
> on a
> > > > weekly
> > > > > > chart as a base time frame?
> > > > > >
> > > > > > The built in macd scan works well on a daily charts,
> but I
> > > > don't
> > > > > know
> > > > > > how to get it to scan the weekly chart.
> > > > > >
> > > > > > DT
> > > > >
> > > > >
> > > > >
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