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ConditionDAILY=Cross<FONT
size=2>(MACD<FONT
size=2>(),Signal<FONT
size=2>());
TimeFrameSet(inWeekly);
ConditionWEEKLY=Cross<FONT
size=2>(MACD<FONT
size=2>(),Signal<FONT
size=2>());<FONT color=#0000ff
size=2>
TimeFrameRestore();<FONT face="Courier New"
size=2>
Filter=ConditionDaily AND ConditionWeekly;<FONT color=#0000ff
size=2>
AddColumn(C,<FONT color=#ff00ff
size=2>"");
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Rakesh
Sahgal
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, March 14, 2004 6:49
AM
Subject: [amibroker] Help needed for
TimeFrame Compress function
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:
<FONT
size=3>------------------------------------------------------------------------------------------------
wc = <FONT face="Courier New"
color=#0000ff>TimeFrameCompress(
Close<FONT
size=3>, <FONT face="Courier New"
color=#000000>inWeekly
);
ST_WEMA =
<FONT face="Courier New"
color=#0000ff>EMA( wc, <FONT
face="Courier New" color=#ff00ff>12 );
LT_WEMA =
<FONT face="Courier New"
color=#0000ff>EMA<FONT face="Courier New"
color=#000000>(WC,<FONT face="Courier New"
color=#ff00ff>26<FONT
size=3>);
WMACD=ST_WEMA-LT_WEMA;
WTRGR=<FONT face="Courier New"
color=#0000ff>EMA<FONT face="Courier New"
color=#000000>(WMACD,<FONT face="Courier New"
color=#ff00ff>9<FONT
size=3>);
WBUY=<FONT face="Courier New" color=#0000ff
size=3>Cross<FONT
size=3>(WMACD,WTRGR);
DBUY=<FONT face="Courier New"
color=#0000ff>Cross(<FONT
face="Courier New" color=#0000ff>MACD<FONT face="Courier New"
color=#000000>(),<FONT face="Courier New"
color=#0000ff>Signal<FONT
size=3>());
Buy=DBUY AND
WBUY;
Filter<FONT
size=3>=Buy;
AddColumn<FONT face="Courier New"
color=#000000>(Close,<FONT face="Courier New"
color=#ff00ff>"Close"<FONT face="Courier New"
color=#000000>,1.4<FONT
face="Courier New" color=#000000>);<FONT face="Courier New"
color=#0000ff>
AddColumn<FONT face="Courier New"
color=#000000>(MACD<FONT
face="Courier New" color=#000000>(),<FONT face="Courier New"
color=#ff00ff>"D_MACD"<FONT face="Courier New"
color=#000000>,1.4<FONT
face="Courier New" color=#000000>);<FONT face="Courier New"
color=#0000ff>
AddColumn<FONT face="Courier New"
color=#000000>(WMACD,<FONT face="Courier New"
color=#ff00ff>"W_MACD"<FONT face="Courier New"
color=#000000>,1.4<FONT
face="Courier New" color=#000000>);
<FONT face="Courier New"
color=#000000>------------------------------------------------
<FONT face="Courier New"
color=#000000>
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
<FONT face="Courier New"
color=#000000>
<FONT face="Courier New"
color=#000000>
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