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I was trying to indicate a work called something like System
Development Tutorial. Sorry for the confusion.
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> Thanks Tony, i will try out your technique.
>
> btw, I think it wasn't me who wrote the essay on optimization... It
may have
> been gary?
>
> herman.
> -----Original Message-----
> From: finops_tonyshomework [mailto:finops_tonyshomework@x...]
> Sent: Tuesday, May 11, 2004 1:20 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: [for GARY] Foreign() in TimeFrames
question
>
>
> 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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