[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Timeframe Question



PureBytes Links

Trading Reference Links

Thanks. I'm at work now, but I'll try that later today. I havn't used 
timeframeexpand at all yet so that might be it. Maybe that is 
something you have to do before scaling up too far.

James


--- In amibroker@xxxxxxxxxxxxxxx, "Silvarius" <silvarius@xxxx> wrote:
> Hello,
> 
> I think you need to expand the compressed arrays before using it in 
the
> original time frame.
> 
> example :
> 
> MA15_12 = timeFrameExpand(MA15_12,in12Minute);
> 
> Now, you can use the MA15_12 array in your original time frame. 
Every
> compressed arrays must be expanded in that way.
> 
> Best regards, Jérôme ULRICH
>   -----Message d'origine-----
>   De : james.hall3@xxxx [mailto:james.hall3@x...]
>   Envoyé : mercredi 17 décembre 2003 11:44
>   À : amibroker@xxxxxxxxxxxxxxx
>   Objet : [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);
>   > >
>   > >
>   > >
>   > > Send BUG REPORTS to bugs@xxxx
>   > > Send SUGGESTIONS to suggest@xxxx
>   > > -----------------------------------------
>   > > Post AmiQuote-related messages ONLY to: 
amiquote@xxxxxxxxxxxxxxx
>   > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
>   > > --------------------------------------------
>   > > Check group FAQ at:
>   > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>   > >
>   > >
>   > > Yahoo! Groups Links
>   > >
>   > > To visit your group on the web, go to:
>   > >  http://groups.yahoo.com/group/amibroker/
>   > >
>   > > To unsubscribe from this group, send an email to:
>   > >  amibroker-unsubscribe@xxxxxxxxxxxxxxx
>   > >
>   > > Your use of Yahoo! Groups is subject to:
>   > >  http://docs.yahoo.com/info/terms/
>   > >
>   > >
>   > >
>   >
>   >
>   > ---
>   > Outgoing mail is certified Virus Free.
>   > Checked by AVG anti-virus system (http://www.grisoft.com).
>   > Version: 6.0.552 / Virus Database: 344 - Release Date: 
12/15/2003
> 
> 
> 
>   Send BUG REPORTS to bugs@xxxx
>   Send SUGGESTIONS to suggest@xxxx
>   -----------------------------------------
>   Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
>   (Web page: http://groups.yahoo.com/group/amiquote/messages/)
>   --------------------------------------------
>   Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> 
> 
> 
> --------------------------------------------------------------------
--------
> --
>   Yahoo! Groups Links
> 
>     a.. To visit your group on the web, go to:
>     http://groups.yahoo.com/group/amibroker/
> 
>     b.. To unsubscribe from this group, send an email to:
>     amibroker-unsubscribe@xxxxxxxxxxxxxxx
> 
>     c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of 
Service.


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/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 

------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->

Yahoo! Groups Links

To visit your group on the web, go to:
 http://groups.yahoo.com/group/amibroker/

To unsubscribe from this group, send an email to:
 amibroker-unsubscribe@xxxxxxxxxxxxxxx

Your use of Yahoo! Groups is subject to:
 http://docs.yahoo.com/info/terms/