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I'm trying to backtest multiple timeframes as a filter for buy and
sell signals. But when I explore with the following code (for
example) MAH_12 and MAH_26 are empty. MA15_12 and MA15_26 populate
just fine. This always seems to be the case ... the first timeframe
based variable I define works great, but all the rest end up empty.
Please help me find the error. Thanks!
James
TimeFrameSet( in15Minute );
MA15_12 = EMA( C, 12 );
MA15_26 = EMA( C, 26 );
TimeFrameSet( inHourly );
MAH_12 = EMA( C, 12 );
MAH_26 = EMA( C, 26 );
TimeFrameRestore();
Buy = Cross(EMA(C,12),EMA(C,26)) AND (MA15_12 > MA15_26) AND (MAH_12
> MAH_26);
Short = Cross(EMA(C,26),EMA(C,12)) AND (MAH_26 > MAH_12) AND
(MA15_26 > MA15_12);
Sell = Cross(EMA(C,26),EMA(C,12));
Cover = Cross(EMA(C,12),EMA(C,26));
PositionSize=100000;
Filter=1;
AddColumn(MAH_12,"12 hour",1.4);
AddColumn(MAH_26,"26 hour",1.4);
AddColumn(MA15_12,"12 15 min",1.4);
AddColumn(MA15_26,"26 15 min",1.4);
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