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Re: [amibroker] Timeframe Question



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James,

You may have to use Timeframerestore() after every timeframeset() call....
TimeFrameSet( in15Minute );
MA15_12 = EMA( C, 12 );
MA15_26 = EMA( C, 26 );
TimeFrameRestore();//Added this line

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);

Anthony
----- Original Message ----- 
From: <james.hall3@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, December 16, 2003 8:51 PM
Subject: [amibroker] Timeframe Question


> 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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> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
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