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Hmmmmm,
I don't think the TimeFrame functions are going to help, they're mainly for
long period signals on a short term system (ie weekly filter on a daily
system).
OTTOMH, you could store the daily filter signals using AddToComposite() (in
daily more), then access the friday value. You would only be able to get the
monday open value and the friday close, but you indicated you wanted friday's
anyway.
Something like
Run scan in AA on all quotations of XAO in daily mode on:
- --8<--
dailyFilterForWeekly = C > EMA(C,21); // or whatever
AddToComposite(dailyFilterForWeekly, "~XAO-FILTER", "X");
Buy = Sell = Short = Cover = False;
- --8<--
just remember to re-run it each time you add more data
Then in IB
- --8<--
IndexFilter = Foreign("~XAO-FILTER", "C");
MaybeBuy = whatever your system is.....
Buy = MaybeBuy and IndexFilter;
PlotShapes(iif(Buy, shapeUpArrow, shapeNone), colorGreen, 0, C);
- --8<--
and display in weekly mode.
None of the above is tested, e&oe, YMMV, etc.
Nigel
On Fri, 6 Feb 2004 17:32, Glenn wrote:
> Hi Nigel,
>
> Thanks for that. I sort of understand that ...just wondering how I will
> code it to run in AA.
>
> Do you think it's possible to have the weekly chart displayed with the
> weekly Buy signals shown only when the daily (Friday's value) index
> filter is positive using the Indicator Builder?
>
> Cheers Glenn
>
> --- In amibroker@xxxxxxxxxxxxxxx, Nigel Rowe <rho@xxxx> wrote:
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> >
> > Glen,
> > in that case, I'd
> >
> > 1. run the AA in daily mode
> > 2. grab the daily values you need. (Make sure you aren't
>
> looking to
>
> > be looking into the future!)
> > 3. TimeFrameCompress() them
> > 4. TimeFrameSet(inWeekly) to set OHLCV to weekly
> > 5. run the rest of your system
> >
> > Nigel
> >
> > On Fri, 6 Feb 2004 16:11, Glenn wrote:
> > > Hi Nigel,
> > >
> > > Thanks for your reply. The actual code is just an example (the EMA
> > > bit) but I'd expect the value on Friday.
> > >
> > > A bit of background... it was found using Metastock/Tradesim that a
> > > daily index filter worked better with this weekly system and I'm
> > > trying to get it into Amibroker.
> > >
> > > Cheers Glenn
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