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<FONT face=Arial color=#0000ff
size=2>Hello,
<FONT face=Arial color=#0000ff
size=2>
I
think you need to expand the compressed arrays before using it in the original
time frame.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>example :
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>MA15_12 = timeFrameExpand(MA15_12,in12Minute);
<FONT face=Arial color=#0000ff
size=2>
Now,
you can use the MA15_12 array in your original time frame.
Every compressed arrays must be expanded in that
way.
<FONT face=Arial color=#0000ff
size=2>
Best
regards, Jérôme ULRICH
<FONT face=Tahoma
size=2>-----Message d'origine-----De : james.hall3@xxxxxxxxxxx
[mailto:james.hall3@xxxxxxxxxxx]Envoyé : mercredi 17 décembre
2003 11:44À : amibroker@xxxxxxxxxxxxxxxObjet :
[amibroker] Re: Timeframe QuestionThat 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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