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5 minute.
James
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
> James,
>
>
> What timeframe makes up your historical data ?
>
> Anthony
> ----- Original Message -----
> From: <james.hall3@xxxx>
> 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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(Web page: http://groups.yahoo.com/group/amiquote/messages/)
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