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Thanks Nigel.
--- In amibroker@xxxxxxxxxxxxxxx, Nigel Rowe <rho@xxxx> wrote:
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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:
> > > -----BEGIN PGP SIGNED MESSAGE-----
> > > Hash: SHA1
> > >
> > > 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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