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James,
What timeframe makes up your historical data ?
Anthony
----- Original Message -----
From: <james.hall3@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, December 17, 2003 5:44 AM
Subject: [amibroker] Re: Timeframe Question
> 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);
> > >
> > >
> > >
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