|
PureBytes Links
Trading Reference Links
|
Group,
I was trying to look for simple MACD crossover happening simultaenously both on a daily and weekly basis.
The formula I wrote is as under:
------------------------------------------------------------------------------------------------
wc = TimeFrameCompress( Close, inWeekly );
ST_WEMA = EMA( wc, 12 );
LT_WEMA = EMA(WC,26);
WMACD=ST_WEMA-LT_WEMA;
WTRGR=EMA(WMACD,9);
WBUY=Cross(WMACD,WTRGR);
DBUY=Cross(MACD(),Signal());
Buy=DBUY AND WBUY;
Filter=Buy;
AddColumn(Close,"Close",1.4);
AddColumn(MACD(),"D_MACD",1.4);
AddColumn(WMACD,"W_MACD",1.4);
------------------------------------------------
The value that the above formula is reporting for the MACD on a weekly basis is not the one that is obtained by compressing the time frame of the entire chart from daily to weekly. What am I doing wrong here? Thanks for any help,
Rakesh
Do you Yahoo!?
Yahoo! Mail - More reliable, more storage, less spam
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
ADVERTISEMENT
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 the Yahoo! Terms of Service.
|