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<SPAN
class=588180115-05042004>Gary,
<SPAN
class=588180115-05042004>We had this discussion at a Thursday meeting one
time. Here id my solution. I do not think there are any easy
answers, but maybe one of the others will have a better solution. I would
also be interested.
<SPAN
class=588180115-05042004>
<SPAN
class=588180115-05042004>1. One of the problems is lining up the original
pricing arrays say 3 min with the 1 min data. Obviously, the 1 min array
is 3 times longer than the 3 min array. So they will never lineup unless
you remove data.
<SPAN
class=588180115-05042004>
<SPAN
class=588180115-05042004>2. I think the procedure would
be:
<SPAN
class=588180115-05042004> a. Go to one minute time
frame
<SPAN
class=588180115-05042004> b. Calculate your
indicators
<SPAN
class=588180115-05042004> c. Then write a loop that creates a new array
the uses every Nth value - in this case, every third
value.
<FONT
color=#0000ff> d. Go back to
three minute time fame and use the shorten
arrays.
<SPAN
class=588180115-05042004> e. or maybe you could just reference the values
in the unshortened arrays but I think it is
messy.
<SPAN
class=588180115-05042004>
<SPAN
class=588180115-05042004>3.an interesting approach in
compressing 3 minute data into a one minute timeframe is used by Cynthia
Kase in her "Synthetic Bars" Basically you create rolling 3 minute bars at
one minute intervals and then use the regular functions on them see the example
below.
<SPAN
class=588180115-05042004>
<SPAN
class=588180115-05042004>// Permission Screening// Synthetic
BarsnO = Ref(O,-(n-1));nH = HHV(H,n);nL = LLV(L,n);nC = C
;//Write over standard OCHL with synthetic valuesH = nH;O = nO;C
= nC;L = nL;//Permission Rulespd = xstochd =
StochD(nStoc,3,3);pk = xstochk = StochK(nStoc,3);permLC1 = pd > 80
AND pk > 80 AND abs(pd-pk) < 4 ;permLC2 = pd <80 AND pd > 20 AND
pk < 80 AND pk > 20 AND pk > pd ;permLC3 = pk - pd > 5 AND pk
> 20 AND ROC(pk,3) > 10 ;permLC = permLC1 OR permLC2 OR
permLC3;permSC1 = pd < 20 AND pk < 20 AND abs(pd-pk) < 4
;permSC2 = pd <80 AND pd > 20 AND pk < 80 AND pk > 20 AND pk
< pd ;permSC3 = pd - pk > 5 AND pk < 80 AND ROC(pk,3) < 10
;permSC = permSC1 OR permSC2 OR permSC3;RestorePriceArrays(); // restore
the original price info
I know
this probaly does not answer your question, but maybe it will jog the memory of
you or someone else for the simple solution.
<SPAN
class=588180115-05042004>
See
you on Thursday.
Byron <SPAN
class=588180115-05042004>
<SPAN
class=588180115-05042004>
-----Original Message-----From: Gary A.
Serkhoshian [mailto:serkhoshian777@xxxxxxxxx] Sent: Sunday, April 04,
2004 10:19 PMTo: amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] Getting values of functions for lower
timeframe
Hi All,
I know the answer to the following problem has got to be simple, but I'm
not seeing it.
In a 3 minute chart, how can I get the values of the 1 minute stochD
assuming that I have 1 minute data in the database? Dividing the stochD
params by 3 is the first solution, but this gives me fractional values which
the stochD function will not accept.
Any suggestions appreciated.
Kind Regards,
Gary
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