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That wasn't it.
After testing it further, it seems to be something to do with the
historical data I'm using. When I run it on live data from esignal
it works. But when I switch to my historical database (about 5 years
worth of data that I bought and imported from CD) and it only works
up to certain timeframes.
When my backtester settings are for the 5 minute charts I can only
get it to work up to timeframeset 30 minutes. Everything below 30
minutes works, but everything above the array is empty.
When my backtester settings are for the 10 minute charts I can only
get it to work up to timeframeset 81 minutes.
I've done a lot of backtesting with the historical data (I've only
had the live feed for about a week) and have never run into any
problems before using that data.
?????
James
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
> 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@xxxx>
> 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);
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
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