|
PureBytes Links
Trading Reference Links
|
Thanks
Tony, i will try out your technique.
<FONT face=Arial color=#0000ff
size=2>
btw, I
think it wasn't me who wrote the essay on optimization... It may have been
gary?
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>herman.
<FONT face=Tahoma
size=2>-----Original Message-----From: finops_tonyshomework
[mailto:finops_tonyshomework@xxxxxxxxx]Sent: Tuesday, May 11, 2004
1:20 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Re: [for GARY] Foreign() in TimeFrames questionI
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 stockCForeignMin= 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 minutesPlot( EXPcfd
,"CCurrentDaily",7,1);Plot(CForeignMin,"CForeignMin",1,1); //
origional 1 minutesPlot( 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@xxxx]> 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;>
>> >>
-------------------------------------------------------------------------->
--> > ----> >>
>> >> > > > >
> __________________________________> Do
you Yahoo!?> Win a $20,000 Career Makeover at Yahoo!
HotJobs> <A
href="">http://hotjobs.sweepstakes.yahoo.com/careermakeover>
> > Send BUG REPORTS to
bugs@xxxx> Send SUGGESTIONS to
suggest@xxxx>
-----------------------------------------> Post
AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx> (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
--------------------------------------------> Check group
FAQ at:> <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
> > Yahoo!
Groups
Sponsor>
ADVERTISEMENT> > > > > >
---------------------------------------------------------------------------->
--> Yahoo! Groups Links>
> a.. To visit your group on the web, go
to:> <A
href="">http://groups.yahoo.com/group/amibroker/>
> b.. To unsubscribe from this group, send an
email to:>
amibroker-unsubscribe@xxxxxxxxxxxxxxx> >
c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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.
|