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I don't know if this will help, but I have had some luck working in
multiple time frames when I create a separate array variable for the
expansion of the higher timeframe (daily in this case) before the
timeframerestore() call, like so:
// Working with 1 minute database, pick any current stock
CForeignMin= Foreign(Name(),"C");
CCurrentMin= C;
TimeFrameSet(inDaily);
CForeignDaily= Foreign(Name(),"C");
EXPcfd = TimeFrameExpand(CCurrentDaily,inDaily) ;
CCurrentDaily= C;
EXPccd = TimeFrameExpand(CForeignDaily,inDaily) ;
TimeFrameRestore();
Plot(CCurrentMin,"CCurrentMin",2,1); // origional 1 minutes
Plot( EXPcfd ,"CCurrentDaily",7,1);
Plot(CForeignMin,"CForeignMin",1,1); // origional 1 minutes
Plot( EXPccd ,"CForeignDaily",6,1);
Also, I have had very strange results WITHOUT the "expandFirst"
argument, so I have had to use that. But I'm not sure what you are
trying to do. My purpose was to improve a channel breakout system by
maintaining the low whipsaw of, say, 20 min. channel lines, while
improving the price when buying the close of a bar crossing the
channel line, by using a shorter time frame for the bars, say, 5
min. For this purpose the "expandFirst" argument did the trick.
But I am new to Amibroker, so I apologize if this is all mistaken.
BTW, your essay on optimization is really great, thanks.
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> Hi Gary,
>
> I am still struggling with my Foreign problem, would you be willing
to help
> me out once more? Clould you copy the code below in an indicator
and apply
> it, use any stock you like. Do you see anything wrong with my code?
I cannot
> get the Foreign() to work properly. See the Blue line below? That
is what I
> get when i use minute prices retrieved with Foreign() and switch
the to the
> Daily TimeFrame. Your help is much appreciated!
> herman.
>
>
>
> // Working with 1 minute database, pick any current stock
> TimeFrameSet(in1Minute); // redundent...
> CForeignMin= Foreign(Name(),"C");
> CCurrentMin= C;
>
> TimeFrameSet(inDaily);
> CForeignDaily= Foreign(Name(),"C");
> CCurrentDaily= C;
>
> TimeFrameRestore();
>
> Plot(CCurrentMin,"CCurrentMin",2,1); // origional 1 minutes
> Plot(TimeFrameExpand(CCurrentDaily,inDaily),"CCurrentDaily",7,1);
>
> Plot(CForeignMin,"CForeignMin",1,1); // origional 1 minutes
> Plot(TimeFrameExpand(CForeignDaily,inDaily),"CForeignDaily",6,1);
>
>
>
>
>
>
> -----Original Message-----
> From: Gary A. Serkhoshian [mailto:serkhoshian777@x...]
> Sent: Monday, May 10, 2004 9:15 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Foreign() in TimeFrames question
>
>
> Herman,
>
> I ran your code with ES #F (don't have QQQ), and it
> ran perfectly in 1 min and daily.
>
> Regards,
> Gary
>
>
> --- Herman van den Bergen <psytek@xxxx> wrote:
> > Can somebody explain how to use Foreign() and/or
> > SetForeign() in Time
> > Frames?
> >
> > We setting the current stock to the QQQ and setting
> > AA Periodicity to Daily
> > the code below gives expected results with and
> > without the Foreign()
> > statement. However when setting my AA Periodicity to
> > 1Minute the system
> > doesn't seem to work.
> >
> > Can Foreign() and SetForeign() be used within
> > TimeFrames?
> >
> > Thanks for any help you can give!
> > herman.
> >
> >
> >
> ------------------------------------------------------------------
--------
> --
> > ----
> >
> > TimeFrameSet(inDaily);
> > SetForeign("QQQ"); // <<<<<<<<<<<<<<<<<<<
> > Buy=Cross( MACD(), Signal() );
> > Sell = Cross( Signal(), MACD() );
> > TimeFrameRestore();
> > Buy=TimeFrameExpand(Buy,inDaily);
> > Sell=TimeFrameExpand(Sell,inDaily);
> > Short=Sell;
> > Cover=Buy;
> >
> >
> ------------------------------------------------------------------
--------
> --
> > ----
> >
> >
> >
>
>
>
>
>
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